CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 22-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2015 |
22-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1382 |
1.1380 |
-0.0002 |
0.0% |
1.1234 |
| High |
1.1416 |
1.1424 |
0.0008 |
0.1% |
1.1450 |
| Low |
1.1305 |
1.1324 |
0.0019 |
0.2% |
1.1204 |
| Close |
1.1366 |
1.1350 |
-0.0016 |
-0.1% |
1.1366 |
| Range |
0.0111 |
0.0100 |
-0.0011 |
-9.9% |
0.0246 |
| ATR |
0.0143 |
0.0140 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
166,165 |
205,259 |
39,094 |
23.5% |
1,080,000 |
|
| Daily Pivots for day following 22-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1666 |
1.1608 |
1.1405 |
|
| R3 |
1.1566 |
1.1508 |
1.1378 |
|
| R2 |
1.1466 |
1.1466 |
1.1368 |
|
| R1 |
1.1408 |
1.1408 |
1.1359 |
1.1387 |
| PP |
1.1366 |
1.1366 |
1.1366 |
1.1356 |
| S1 |
1.1308 |
1.1308 |
1.1341 |
1.1287 |
| S2 |
1.1266 |
1.1266 |
1.1332 |
|
| S3 |
1.1166 |
1.1208 |
1.1323 |
|
| S4 |
1.1066 |
1.1108 |
1.1295 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2078 |
1.1968 |
1.1501 |
|
| R3 |
1.1832 |
1.1722 |
1.1434 |
|
| R2 |
1.1586 |
1.1586 |
1.1411 |
|
| R1 |
1.1476 |
1.1476 |
1.1389 |
1.1531 |
| PP |
1.1340 |
1.1340 |
1.1340 |
1.1368 |
| S1 |
1.1230 |
1.1230 |
1.1343 |
1.1285 |
| S2 |
1.1094 |
1.1094 |
1.1321 |
|
| S3 |
1.0848 |
1.0984 |
1.1298 |
|
| S4 |
1.0602 |
1.0738 |
1.1231 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1450 |
1.1218 |
0.0232 |
2.0% |
0.0119 |
1.0% |
57% |
False |
False |
216,305 |
| 10 |
1.1450 |
1.1165 |
0.0285 |
2.5% |
0.0126 |
1.1% |
65% |
False |
False |
207,150 |
| 20 |
1.1450 |
1.0837 |
0.0613 |
5.4% |
0.0143 |
1.3% |
84% |
False |
False |
112,938 |
| 40 |
1.1485 |
1.0837 |
0.0648 |
5.7% |
0.0143 |
1.3% |
79% |
False |
False |
57,585 |
| 60 |
1.1485 |
1.0545 |
0.0940 |
8.3% |
0.0137 |
1.2% |
86% |
False |
False |
38,647 |
| 80 |
1.1485 |
1.0494 |
0.0991 |
8.7% |
0.0143 |
1.3% |
86% |
False |
False |
29,104 |
| 100 |
1.1560 |
1.0494 |
0.1066 |
9.4% |
0.0133 |
1.2% |
80% |
False |
False |
23,300 |
| 120 |
1.2184 |
1.0494 |
0.1690 |
14.9% |
0.0129 |
1.1% |
51% |
False |
False |
19,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1849 |
|
2.618 |
1.1686 |
|
1.618 |
1.1586 |
|
1.000 |
1.1524 |
|
0.618 |
1.1486 |
|
HIGH |
1.1424 |
|
0.618 |
1.1386 |
|
0.500 |
1.1374 |
|
0.382 |
1.1362 |
|
LOW |
1.1324 |
|
0.618 |
1.1262 |
|
1.000 |
1.1224 |
|
1.618 |
1.1162 |
|
2.618 |
1.1062 |
|
4.250 |
1.0899 |
|
|
| Fisher Pivots for day following 22-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1374 |
1.1378 |
| PP |
1.1366 |
1.1368 |
| S1 |
1.1358 |
1.1359 |
|