CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 23-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2015 |
23-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1380 |
1.1353 |
-0.0027 |
-0.2% |
1.1234 |
| High |
1.1424 |
1.1360 |
-0.0064 |
-0.6% |
1.1450 |
| Low |
1.1324 |
1.1146 |
-0.0178 |
-1.6% |
1.1204 |
| Close |
1.1350 |
1.1180 |
-0.0170 |
-1.5% |
1.1366 |
| Range |
0.0100 |
0.0214 |
0.0114 |
114.0% |
0.0246 |
| ATR |
0.0140 |
0.0145 |
0.0005 |
3.8% |
0.0000 |
| Volume |
205,259 |
272,290 |
67,031 |
32.7% |
1,080,000 |
|
| Daily Pivots for day following 23-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1871 |
1.1739 |
1.1298 |
|
| R3 |
1.1657 |
1.1525 |
1.1239 |
|
| R2 |
1.1443 |
1.1443 |
1.1219 |
|
| R1 |
1.1311 |
1.1311 |
1.1200 |
1.1270 |
| PP |
1.1229 |
1.1229 |
1.1229 |
1.1208 |
| S1 |
1.1097 |
1.1097 |
1.1160 |
1.1056 |
| S2 |
1.1015 |
1.1015 |
1.1141 |
|
| S3 |
1.0801 |
1.0883 |
1.1121 |
|
| S4 |
1.0587 |
1.0669 |
1.1062 |
|
|
| 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 |
1.1146 |
0.0304 |
2.7% |
0.0136 |
1.2% |
11% |
False |
True |
232,869 |
| 10 |
1.1450 |
1.1146 |
0.0304 |
2.7% |
0.0134 |
1.2% |
11% |
False |
True |
224,163 |
| 20 |
1.1450 |
1.0837 |
0.0613 |
5.5% |
0.0147 |
1.3% |
56% |
False |
False |
126,271 |
| 40 |
1.1485 |
1.0837 |
0.0648 |
5.8% |
0.0146 |
1.3% |
53% |
False |
False |
64,370 |
| 60 |
1.1485 |
1.0545 |
0.0940 |
8.4% |
0.0140 |
1.2% |
68% |
False |
False |
43,168 |
| 80 |
1.1485 |
1.0494 |
0.0991 |
8.9% |
0.0145 |
1.3% |
69% |
False |
False |
32,506 |
| 100 |
1.1560 |
1.0494 |
0.1066 |
9.5% |
0.0135 |
1.2% |
64% |
False |
False |
26,021 |
| 120 |
1.2099 |
1.0494 |
0.1605 |
14.4% |
0.0130 |
1.2% |
43% |
False |
False |
21,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2270 |
|
2.618 |
1.1920 |
|
1.618 |
1.1706 |
|
1.000 |
1.1574 |
|
0.618 |
1.1492 |
|
HIGH |
1.1360 |
|
0.618 |
1.1278 |
|
0.500 |
1.1253 |
|
0.382 |
1.1228 |
|
LOW |
1.1146 |
|
0.618 |
1.1014 |
|
1.000 |
1.0932 |
|
1.618 |
1.0800 |
|
2.618 |
1.0586 |
|
4.250 |
1.0237 |
|
|
| Fisher Pivots for day following 23-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1253 |
1.1285 |
| PP |
1.1229 |
1.1250 |
| S1 |
1.1204 |
1.1215 |
|