CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 12-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1334 |
1.1255 |
-0.0079 |
-0.7% |
1.1117 |
| High |
1.1345 |
1.1312 |
-0.0033 |
-0.3% |
1.1401 |
| Low |
1.1194 |
1.1165 |
-0.0029 |
-0.3% |
1.1099 |
| Close |
1.1277 |
1.1275 |
-0.0002 |
0.0% |
1.1275 |
| Range |
0.0151 |
0.0147 |
-0.0004 |
-2.6% |
0.0302 |
| ATR |
0.0154 |
0.0154 |
-0.0001 |
-0.3% |
0.0000 |
| Volume |
194,028 |
318,836 |
124,808 |
64.3% |
852,595 |
|
| Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1692 |
1.1630 |
1.1356 |
|
| R3 |
1.1545 |
1.1483 |
1.1315 |
|
| R2 |
1.1398 |
1.1398 |
1.1302 |
|
| R1 |
1.1336 |
1.1336 |
1.1288 |
1.1367 |
| PP |
1.1251 |
1.1251 |
1.1251 |
1.1266 |
| S1 |
1.1189 |
1.1189 |
1.1262 |
1.1220 |
| S2 |
1.1104 |
1.1104 |
1.1248 |
|
| S3 |
1.0957 |
1.1042 |
1.1235 |
|
| S4 |
1.0810 |
1.0895 |
1.1194 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2164 |
1.2022 |
1.1441 |
|
| R3 |
1.1862 |
1.1720 |
1.1358 |
|
| R2 |
1.1560 |
1.1560 |
1.1330 |
|
| R1 |
1.1418 |
1.1418 |
1.1303 |
1.1489 |
| PP |
1.1258 |
1.1258 |
1.1258 |
1.1294 |
| S1 |
1.1116 |
1.1116 |
1.1247 |
1.1187 |
| S2 |
1.0956 |
1.0956 |
1.1220 |
|
| S3 |
1.0654 |
1.0814 |
1.1192 |
|
| S4 |
1.0352 |
1.0512 |
1.1109 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1401 |
1.1099 |
0.0302 |
2.7% |
0.0156 |
1.4% |
58% |
False |
False |
170,519 |
| 10 |
1.1401 |
1.0904 |
0.0497 |
4.4% |
0.0175 |
1.5% |
75% |
False |
False |
94,658 |
| 20 |
1.1485 |
1.0837 |
0.0648 |
5.7% |
0.0153 |
1.4% |
68% |
False |
False |
49,468 |
| 40 |
1.1485 |
1.0687 |
0.0798 |
7.1% |
0.0143 |
1.3% |
74% |
False |
False |
25,551 |
| 60 |
1.1485 |
1.0545 |
0.0940 |
8.3% |
0.0143 |
1.3% |
78% |
False |
False |
17,308 |
| 80 |
1.1485 |
1.0494 |
0.0991 |
8.8% |
0.0142 |
1.3% |
79% |
False |
False |
13,045 |
| 100 |
1.1580 |
1.0494 |
0.1086 |
9.6% |
0.0136 |
1.2% |
72% |
False |
False |
10,456 |
| 120 |
1.2293 |
1.0494 |
0.1799 |
16.0% |
0.0125 |
1.1% |
43% |
False |
False |
8,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1937 |
|
2.618 |
1.1697 |
|
1.618 |
1.1550 |
|
1.000 |
1.1459 |
|
0.618 |
1.1403 |
|
HIGH |
1.1312 |
|
0.618 |
1.1256 |
|
0.500 |
1.1239 |
|
0.382 |
1.1221 |
|
LOW |
1.1165 |
|
0.618 |
1.1074 |
|
1.000 |
1.1018 |
|
1.618 |
1.0927 |
|
2.618 |
1.0780 |
|
4.250 |
1.0540 |
|
|
| Fisher Pivots for day following 12-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1263 |
1.1283 |
| PP |
1.1251 |
1.1280 |
| S1 |
1.1239 |
1.1278 |
|