CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 16-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2015 |
16-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1234 |
1.1297 |
0.0063 |
0.6% |
1.1117 |
| High |
1.1309 |
1.1344 |
0.0035 |
0.3% |
1.1401 |
| Low |
1.1204 |
1.1218 |
0.0014 |
0.1% |
1.1099 |
| Close |
1.1297 |
1.1254 |
-0.0043 |
-0.4% |
1.1275 |
| Range |
0.0105 |
0.0126 |
0.0021 |
20.0% |
0.0302 |
| ATR |
0.0150 |
0.0148 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
203,732 |
189,470 |
-14,262 |
-7.0% |
852,595 |
|
| Daily Pivots for day following 16-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1650 |
1.1578 |
1.1323 |
|
| R3 |
1.1524 |
1.1452 |
1.1289 |
|
| R2 |
1.1398 |
1.1398 |
1.1277 |
|
| R1 |
1.1326 |
1.1326 |
1.1266 |
1.1299 |
| PP |
1.1272 |
1.1272 |
1.1272 |
1.1259 |
| S1 |
1.1200 |
1.1200 |
1.1242 |
1.1173 |
| S2 |
1.1146 |
1.1146 |
1.1231 |
|
| S3 |
1.1020 |
1.1074 |
1.1219 |
|
| S4 |
1.0894 |
1.0948 |
1.1185 |
|
|
| 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% |
0.0131 |
1.2% |
38% |
False |
False |
215,458 |
| 10 |
1.1401 |
1.1064 |
0.0337 |
3.0% |
0.0161 |
1.4% |
56% |
False |
False |
130,945 |
| 20 |
1.1401 |
1.0837 |
0.0564 |
5.0% |
0.0150 |
1.3% |
74% |
False |
False |
68,904 |
| 40 |
1.1485 |
1.0687 |
0.0798 |
7.1% |
0.0144 |
1.3% |
71% |
False |
False |
35,342 |
| 60 |
1.1485 |
1.0545 |
0.0940 |
8.4% |
0.0140 |
1.2% |
75% |
False |
False |
23,840 |
| 80 |
1.1485 |
1.0494 |
0.0991 |
8.8% |
0.0142 |
1.3% |
77% |
False |
False |
17,959 |
| 100 |
1.1560 |
1.0494 |
0.1066 |
9.5% |
0.0134 |
1.2% |
71% |
False |
False |
14,387 |
| 120 |
1.2251 |
1.0494 |
0.1757 |
15.6% |
0.0126 |
1.1% |
43% |
False |
False |
12,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1880 |
|
2.618 |
1.1674 |
|
1.618 |
1.1548 |
|
1.000 |
1.1470 |
|
0.618 |
1.1422 |
|
HIGH |
1.1344 |
|
0.618 |
1.1296 |
|
0.500 |
1.1281 |
|
0.382 |
1.1266 |
|
LOW |
1.1218 |
|
0.618 |
1.1140 |
|
1.000 |
1.1092 |
|
1.618 |
1.1014 |
|
2.618 |
1.0888 |
|
4.250 |
1.0683 |
|
|
| Fisher Pivots for day following 16-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1281 |
1.1255 |
| PP |
1.1272 |
1.1254 |
| S1 |
1.1263 |
1.1254 |
|