CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 16-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2015 |
16-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1250 |
1.1307 |
0.0057 |
0.5% |
1.1139 |
| High |
1.1325 |
1.1363 |
0.0038 |
0.3% |
1.1415 |
| Low |
1.1235 |
1.1248 |
0.0013 |
0.1% |
1.1126 |
| Close |
1.1315 |
1.1272 |
-0.0043 |
-0.4% |
1.1293 |
| Range |
0.0090 |
0.0115 |
0.0025 |
27.8% |
0.0289 |
| ATR |
0.0134 |
0.0132 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
240 |
191 |
-49 |
-20.4% |
1,286 |
|
| Daily Pivots for day following 16-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1639 |
1.1571 |
1.1335 |
|
| R3 |
1.1524 |
1.1456 |
1.1304 |
|
| R2 |
1.1409 |
1.1409 |
1.1293 |
|
| R1 |
1.1341 |
1.1341 |
1.1283 |
1.1318 |
| PP |
1.1294 |
1.1294 |
1.1294 |
1.1283 |
| S1 |
1.1226 |
1.1226 |
1.1261 |
1.1203 |
| S2 |
1.1179 |
1.1179 |
1.1251 |
|
| S3 |
1.1064 |
1.1111 |
1.1240 |
|
| S4 |
1.0949 |
1.0996 |
1.1209 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2145 |
1.2008 |
1.1452 |
|
| R3 |
1.1856 |
1.1719 |
1.1372 |
|
| R2 |
1.1567 |
1.1567 |
1.1346 |
|
| R1 |
1.1430 |
1.1430 |
1.1319 |
1.1499 |
| PP |
1.1278 |
1.1278 |
1.1278 |
1.1312 |
| S1 |
1.1141 |
1.1141 |
1.1267 |
1.1210 |
| S2 |
1.0989 |
1.0989 |
1.1240 |
|
| S3 |
1.0700 |
1.0852 |
1.1214 |
|
| S4 |
1.0411 |
1.0563 |
1.1134 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1415 |
1.1196 |
0.0219 |
1.9% |
0.0115 |
1.0% |
35% |
False |
False |
206 |
| 10 |
1.1415 |
1.1085 |
0.0330 |
2.9% |
0.0144 |
1.3% |
57% |
False |
False |
293 |
| 20 |
1.1415 |
1.0863 |
0.0552 |
4.9% |
0.0133 |
1.2% |
74% |
False |
False |
231 |
| 40 |
1.1501 |
1.0711 |
0.0790 |
7.0% |
0.0124 |
1.1% |
71% |
False |
False |
172 |
| 60 |
1.1501 |
1.0570 |
0.0931 |
8.3% |
0.0116 |
1.0% |
75% |
False |
False |
127 |
| 80 |
1.1501 |
1.0520 |
0.0981 |
8.7% |
0.0116 |
1.0% |
77% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1852 |
|
2.618 |
1.1664 |
|
1.618 |
1.1549 |
|
1.000 |
1.1478 |
|
0.618 |
1.1434 |
|
HIGH |
1.1363 |
|
0.618 |
1.1319 |
|
0.500 |
1.1306 |
|
0.382 |
1.1292 |
|
LOW |
1.1248 |
|
0.618 |
1.1177 |
|
1.000 |
1.1133 |
|
1.618 |
1.1062 |
|
2.618 |
1.0947 |
|
4.250 |
1.0759 |
|
|
| Fisher Pivots for day following 16-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1306 |
1.1280 |
| PP |
1.1294 |
1.1277 |
| S1 |
1.1283 |
1.1275 |
|