CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 26-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2015 |
26-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1215 |
1.1211 |
-0.0004 |
0.0% |
1.1380 |
| High |
1.1239 |
1.1232 |
-0.0007 |
-0.1% |
1.1424 |
| Low |
1.1165 |
1.1141 |
-0.0024 |
-0.2% |
1.1141 |
| Close |
1.1214 |
1.1172 |
-0.0042 |
-0.4% |
1.1172 |
| Range |
0.0074 |
0.0091 |
0.0017 |
23.0% |
0.0283 |
| ATR |
0.0136 |
0.0132 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
178,446 |
181,984 |
3,538 |
2.0% |
1,050,657 |
|
| Daily Pivots for day following 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1455 |
1.1404 |
1.1222 |
|
| R3 |
1.1364 |
1.1313 |
1.1197 |
|
| R2 |
1.1273 |
1.1273 |
1.1189 |
|
| R1 |
1.1222 |
1.1222 |
1.1180 |
1.1202 |
| PP |
1.1182 |
1.1182 |
1.1182 |
1.1172 |
| S1 |
1.1131 |
1.1131 |
1.1164 |
1.1111 |
| S2 |
1.1091 |
1.1091 |
1.1155 |
|
| S3 |
1.1000 |
1.1040 |
1.1147 |
|
| S4 |
1.0909 |
1.0949 |
1.1122 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2095 |
1.1916 |
1.1328 |
|
| R3 |
1.1812 |
1.1633 |
1.1250 |
|
| R2 |
1.1529 |
1.1529 |
1.1224 |
|
| R1 |
1.1350 |
1.1350 |
1.1198 |
1.1298 |
| PP |
1.1246 |
1.1246 |
1.1246 |
1.1220 |
| S1 |
1.1067 |
1.1067 |
1.1146 |
1.1015 |
| S2 |
1.0963 |
1.0963 |
1.1120 |
|
| S3 |
1.0680 |
1.0784 |
1.1094 |
|
| S4 |
1.0397 |
1.0501 |
1.1016 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1424 |
1.1141 |
0.0283 |
2.5% |
0.0111 |
1.0% |
11% |
False |
True |
210,131 |
| 10 |
1.1450 |
1.1141 |
0.0309 |
2.8% |
0.0115 |
1.0% |
10% |
False |
True |
213,065 |
| 20 |
1.1450 |
1.0904 |
0.0546 |
4.9% |
0.0145 |
1.3% |
49% |
False |
False |
153,862 |
| 40 |
1.1485 |
1.0837 |
0.0648 |
5.8% |
0.0138 |
1.2% |
52% |
False |
False |
78,557 |
| 60 |
1.1485 |
1.0545 |
0.0940 |
8.4% |
0.0138 |
1.2% |
67% |
False |
False |
52,672 |
| 80 |
1.1485 |
1.0494 |
0.0991 |
8.9% |
0.0145 |
1.3% |
68% |
False |
False |
39,665 |
| 100 |
1.1511 |
1.0494 |
0.1017 |
9.1% |
0.0133 |
1.2% |
67% |
False |
False |
31,748 |
| 120 |
1.1918 |
1.0494 |
0.1424 |
12.7% |
0.0130 |
1.2% |
48% |
False |
False |
26,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1619 |
|
2.618 |
1.1470 |
|
1.618 |
1.1379 |
|
1.000 |
1.1323 |
|
0.618 |
1.1288 |
|
HIGH |
1.1232 |
|
0.618 |
1.1197 |
|
0.500 |
1.1187 |
|
0.382 |
1.1176 |
|
LOW |
1.1141 |
|
0.618 |
1.1085 |
|
1.000 |
1.1050 |
|
1.618 |
1.0994 |
|
2.618 |
1.0903 |
|
4.250 |
1.0754 |
|
|
| Fisher Pivots for day following 26-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1187 |
1.1194 |
| PP |
1.1182 |
1.1187 |
| S1 |
1.1177 |
1.1179 |
|