CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 25-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2015 |
25-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1179 |
1.1215 |
0.0036 |
0.3% |
1.1234 |
| High |
1.1247 |
1.1239 |
-0.0008 |
-0.1% |
1.1450 |
| Low |
1.1171 |
1.1165 |
-0.0006 |
-0.1% |
1.1204 |
| Close |
1.1218 |
1.1214 |
-0.0004 |
0.0% |
1.1366 |
| Range |
0.0076 |
0.0074 |
-0.0002 |
-2.6% |
0.0246 |
| ATR |
0.0140 |
0.0136 |
-0.0005 |
-3.4% |
0.0000 |
| Volume |
212,678 |
178,446 |
-34,232 |
-16.1% |
1,080,000 |
|
| Daily Pivots for day following 25-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1428 |
1.1395 |
1.1255 |
|
| R3 |
1.1354 |
1.1321 |
1.1234 |
|
| R2 |
1.1280 |
1.1280 |
1.1228 |
|
| R1 |
1.1247 |
1.1247 |
1.1221 |
1.1227 |
| PP |
1.1206 |
1.1206 |
1.1206 |
1.1196 |
| S1 |
1.1173 |
1.1173 |
1.1207 |
1.1153 |
| S2 |
1.1132 |
1.1132 |
1.1200 |
|
| S3 |
1.1058 |
1.1099 |
1.1194 |
|
| S4 |
1.0984 |
1.1025 |
1.1173 |
|
|
| 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 |
1.1424 |
1.1146 |
0.0278 |
2.5% |
0.0115 |
1.0% |
24% |
False |
False |
206,967 |
| 10 |
1.1450 |
1.1146 |
0.0304 |
2.7% |
0.0121 |
1.1% |
22% |
False |
False |
226,750 |
| 20 |
1.1450 |
1.0904 |
0.0546 |
4.9% |
0.0144 |
1.3% |
57% |
False |
False |
145,218 |
| 40 |
1.1485 |
1.0837 |
0.0648 |
5.8% |
0.0141 |
1.3% |
58% |
False |
False |
74,105 |
| 60 |
1.1485 |
1.0545 |
0.0940 |
8.4% |
0.0139 |
1.2% |
71% |
False |
False |
49,648 |
| 80 |
1.1485 |
1.0494 |
0.0991 |
8.8% |
0.0145 |
1.3% |
73% |
False |
False |
37,392 |
| 100 |
1.1520 |
1.0494 |
0.1026 |
9.1% |
0.0134 |
1.2% |
70% |
False |
False |
29,931 |
| 120 |
1.2000 |
1.0494 |
0.1506 |
13.4% |
0.0130 |
1.2% |
48% |
False |
False |
24,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1554 |
|
2.618 |
1.1433 |
|
1.618 |
1.1359 |
|
1.000 |
1.1313 |
|
0.618 |
1.1285 |
|
HIGH |
1.1239 |
|
0.618 |
1.1211 |
|
0.500 |
1.1202 |
|
0.382 |
1.1193 |
|
LOW |
1.1165 |
|
0.618 |
1.1119 |
|
1.000 |
1.1091 |
|
1.618 |
1.1045 |
|
2.618 |
1.0971 |
|
4.250 |
1.0851 |
|
|
| Fisher Pivots for day following 25-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1210 |
1.1253 |
| PP |
1.1206 |
1.1240 |
| S1 |
1.1202 |
1.1227 |
|