CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 18-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2015 |
18-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1260 |
1.1355 |
0.0095 |
0.8% |
1.1117 |
| High |
1.1372 |
1.1450 |
0.0078 |
0.7% |
1.1401 |
| Low |
1.1224 |
1.1342 |
0.0118 |
1.1% |
1.1099 |
| Close |
1.1347 |
1.1383 |
0.0036 |
0.3% |
1.1275 |
| Range |
0.0148 |
0.0108 |
-0.0040 |
-27.0% |
0.0302 |
| ATR |
0.0148 |
0.0146 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
251,509 |
269,124 |
17,615 |
7.0% |
852,595 |
|
| Daily Pivots for day following 18-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1716 |
1.1657 |
1.1442 |
|
| R3 |
1.1608 |
1.1549 |
1.1413 |
|
| R2 |
1.1500 |
1.1500 |
1.1403 |
|
| R1 |
1.1441 |
1.1441 |
1.1393 |
1.1471 |
| PP |
1.1392 |
1.1392 |
1.1392 |
1.1406 |
| S1 |
1.1333 |
1.1333 |
1.1373 |
1.1363 |
| S2 |
1.1284 |
1.1284 |
1.1363 |
|
| S3 |
1.1176 |
1.1225 |
1.1353 |
|
| S4 |
1.1068 |
1.1117 |
1.1324 |
|
|
| 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 |
1.1450 |
1.1165 |
0.0285 |
2.5% |
0.0127 |
1.1% |
76% |
True |
False |
246,534 |
| 10 |
1.1450 |
1.1064 |
0.0386 |
3.4% |
0.0150 |
1.3% |
83% |
True |
False |
178,916 |
| 20 |
1.1450 |
1.0837 |
0.0613 |
5.4% |
0.0148 |
1.3% |
89% |
True |
False |
94,647 |
| 40 |
1.1485 |
1.0690 |
0.0795 |
7.0% |
0.0145 |
1.3% |
87% |
False |
False |
48,328 |
| 60 |
1.1485 |
1.0545 |
0.0940 |
8.3% |
0.0140 |
1.2% |
89% |
False |
False |
32,481 |
| 80 |
1.1485 |
1.0494 |
0.0991 |
8.7% |
0.0144 |
1.3% |
90% |
False |
False |
24,465 |
| 100 |
1.1560 |
1.0494 |
0.1066 |
9.4% |
0.0133 |
1.2% |
83% |
False |
False |
19,590 |
| 120 |
1.2243 |
1.0494 |
0.1749 |
15.4% |
0.0128 |
1.1% |
51% |
False |
False |
16,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1909 |
|
2.618 |
1.1733 |
|
1.618 |
1.1625 |
|
1.000 |
1.1558 |
|
0.618 |
1.1517 |
|
HIGH |
1.1450 |
|
0.618 |
1.1409 |
|
0.500 |
1.1396 |
|
0.382 |
1.1383 |
|
LOW |
1.1342 |
|
0.618 |
1.1275 |
|
1.000 |
1.1234 |
|
1.618 |
1.1167 |
|
2.618 |
1.1059 |
|
4.250 |
1.0883 |
|
|
| Fisher Pivots for day following 18-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1396 |
1.1367 |
| PP |
1.1392 |
1.1350 |
| S1 |
1.1387 |
1.1334 |
|