CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 30-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2015 |
30-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1001 |
1.1242 |
0.0241 |
2.2% |
1.1380 |
| High |
1.1292 |
1.1256 |
-0.0036 |
-0.3% |
1.1424 |
| Low |
1.0962 |
1.1124 |
0.0162 |
1.5% |
1.1141 |
| Close |
1.1265 |
1.1156 |
-0.0109 |
-1.0% |
1.1172 |
| Range |
0.0330 |
0.0132 |
-0.0198 |
-60.0% |
0.0283 |
| ATR |
0.0147 |
0.0146 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
372,837 |
252,875 |
-119,962 |
-32.2% |
1,050,657 |
|
| Daily Pivots for day following 30-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1575 |
1.1497 |
1.1229 |
|
| R3 |
1.1443 |
1.1365 |
1.1192 |
|
| R2 |
1.1311 |
1.1311 |
1.1180 |
|
| R1 |
1.1233 |
1.1233 |
1.1168 |
1.1206 |
| PP |
1.1179 |
1.1179 |
1.1179 |
1.1165 |
| S1 |
1.1101 |
1.1101 |
1.1144 |
1.1074 |
| S2 |
1.1047 |
1.1047 |
1.1132 |
|
| S3 |
1.0915 |
1.0969 |
1.1120 |
|
| S4 |
1.0783 |
1.0837 |
1.1083 |
|
|
| 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 |
1.1292 |
1.0962 |
0.0330 |
3.0% |
0.0141 |
1.3% |
59% |
False |
False |
239,764 |
| 10 |
1.1450 |
1.0962 |
0.0488 |
4.4% |
0.0138 |
1.2% |
40% |
False |
False |
236,316 |
| 20 |
1.1450 |
1.0962 |
0.0488 |
4.4% |
0.0150 |
1.3% |
40% |
False |
False |
183,631 |
| 40 |
1.1485 |
1.0837 |
0.0648 |
5.8% |
0.0145 |
1.3% |
49% |
False |
False |
94,066 |
| 60 |
1.1485 |
1.0545 |
0.0940 |
8.4% |
0.0141 |
1.3% |
65% |
False |
False |
63,075 |
| 80 |
1.1485 |
1.0494 |
0.0991 |
8.9% |
0.0148 |
1.3% |
67% |
False |
False |
47,479 |
| 100 |
1.1485 |
1.0494 |
0.0991 |
8.9% |
0.0135 |
1.2% |
67% |
False |
False |
38,004 |
| 120 |
1.1900 |
1.0494 |
0.1406 |
12.6% |
0.0133 |
1.2% |
47% |
False |
False |
31,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1817 |
|
2.618 |
1.1602 |
|
1.618 |
1.1470 |
|
1.000 |
1.1388 |
|
0.618 |
1.1338 |
|
HIGH |
1.1256 |
|
0.618 |
1.1206 |
|
0.500 |
1.1190 |
|
0.382 |
1.1174 |
|
LOW |
1.1124 |
|
0.618 |
1.1042 |
|
1.000 |
1.0992 |
|
1.618 |
1.0910 |
|
2.618 |
1.0778 |
|
4.250 |
1.0563 |
|
|
| Fisher Pivots for day following 30-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1190 |
1.1146 |
| PP |
1.1179 |
1.1137 |
| S1 |
1.1167 |
1.1127 |
|