CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 15-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1255 |
1.1234 |
-0.0021 |
-0.2% |
1.1117 |
| High |
1.1312 |
1.1309 |
-0.0003 |
0.0% |
1.1401 |
| Low |
1.1165 |
1.1204 |
0.0039 |
0.3% |
1.1099 |
| Close |
1.1275 |
1.1297 |
0.0022 |
0.2% |
1.1275 |
| Range |
0.0147 |
0.0105 |
-0.0042 |
-28.6% |
0.0302 |
| ATR |
0.0154 |
0.0150 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
318,836 |
203,732 |
-115,104 |
-36.1% |
852,595 |
|
| Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1585 |
1.1546 |
1.1355 |
|
| R3 |
1.1480 |
1.1441 |
1.1326 |
|
| R2 |
1.1375 |
1.1375 |
1.1316 |
|
| R1 |
1.1336 |
1.1336 |
1.1307 |
1.1356 |
| PP |
1.1270 |
1.1270 |
1.1270 |
1.1280 |
| S1 |
1.1231 |
1.1231 |
1.1287 |
1.1251 |
| S2 |
1.1165 |
1.1165 |
1.1278 |
|
| S3 |
1.1060 |
1.1126 |
1.1268 |
|
| S4 |
1.0955 |
1.1021 |
1.1239 |
|
|
| 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 |
1.1165 |
0.0236 |
2.1% |
0.0132 |
1.2% |
56% |
False |
False |
197,995 |
| 10 |
1.1401 |
1.0933 |
0.0468 |
4.1% |
0.0176 |
1.6% |
78% |
False |
False |
114,266 |
| 20 |
1.1467 |
1.0837 |
0.0630 |
5.6% |
0.0151 |
1.3% |
73% |
False |
False |
59,558 |
| 40 |
1.1485 |
1.0687 |
0.0798 |
7.1% |
0.0143 |
1.3% |
76% |
False |
False |
30,622 |
| 60 |
1.1485 |
1.0545 |
0.0940 |
8.3% |
0.0141 |
1.2% |
80% |
False |
False |
20,693 |
| 80 |
1.1485 |
1.0494 |
0.0991 |
8.8% |
0.0141 |
1.2% |
81% |
False |
False |
15,592 |
| 100 |
1.1560 |
1.0494 |
0.1066 |
9.4% |
0.0135 |
1.2% |
75% |
False |
False |
12,493 |
| 120 |
1.2251 |
1.0494 |
0.1757 |
15.6% |
0.0125 |
1.1% |
46% |
False |
False |
10,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1755 |
|
2.618 |
1.1584 |
|
1.618 |
1.1479 |
|
1.000 |
1.1414 |
|
0.618 |
1.1374 |
|
HIGH |
1.1309 |
|
0.618 |
1.1269 |
|
0.500 |
1.1257 |
|
0.382 |
1.1244 |
|
LOW |
1.1204 |
|
0.618 |
1.1139 |
|
1.000 |
1.1099 |
|
1.618 |
1.1034 |
|
2.618 |
1.0929 |
|
4.250 |
1.0758 |
|
|
| Fisher Pivots for day following 15-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1284 |
1.1283 |
| PP |
1.1270 |
1.1269 |
| S1 |
1.1257 |
1.1255 |
|