CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 19-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2015 |
19-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1371 |
1.1403 |
0.0032 |
0.3% |
1.1250 |
| High |
1.1462 |
1.1444 |
-0.0018 |
-0.2% |
1.1462 |
| Low |
1.1370 |
1.1328 |
-0.0042 |
-0.4% |
1.1235 |
| Close |
1.1400 |
1.1383 |
-0.0017 |
-0.1% |
1.1383 |
| Range |
0.0092 |
0.0116 |
0.0024 |
26.1% |
0.0227 |
| ATR |
0.0129 |
0.0128 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
631 |
725 |
94 |
14.9% |
2,098 |
|
| Daily Pivots for day following 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1733 |
1.1674 |
1.1447 |
|
| R3 |
1.1617 |
1.1558 |
1.1415 |
|
| R2 |
1.1501 |
1.1501 |
1.1404 |
|
| R1 |
1.1442 |
1.1442 |
1.1394 |
1.1414 |
| PP |
1.1385 |
1.1385 |
1.1385 |
1.1371 |
| S1 |
1.1326 |
1.1326 |
1.1372 |
1.1298 |
| S2 |
1.1269 |
1.1269 |
1.1362 |
|
| S3 |
1.1153 |
1.1210 |
1.1351 |
|
| S4 |
1.1037 |
1.1094 |
1.1319 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2041 |
1.1939 |
1.1508 |
|
| R3 |
1.1814 |
1.1712 |
1.1445 |
|
| R2 |
1.1587 |
1.1587 |
1.1425 |
|
| R1 |
1.1485 |
1.1485 |
1.1404 |
1.1536 |
| PP |
1.1360 |
1.1360 |
1.1360 |
1.1386 |
| S1 |
1.1258 |
1.1258 |
1.1362 |
1.1309 |
| S2 |
1.1133 |
1.1133 |
1.1341 |
|
| S3 |
1.0906 |
1.1031 |
1.1321 |
|
| S4 |
1.0679 |
1.0804 |
1.1258 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1462 |
1.1235 |
0.0227 |
2.0% |
0.0107 |
0.9% |
65% |
False |
False |
419 |
| 10 |
1.1462 |
1.1126 |
0.0336 |
3.0% |
0.0122 |
1.1% |
76% |
False |
False |
338 |
| 20 |
1.1462 |
1.0863 |
0.0599 |
5.3% |
0.0134 |
1.2% |
87% |
False |
False |
287 |
| 40 |
1.1501 |
1.0857 |
0.0644 |
5.7% |
0.0124 |
1.1% |
82% |
False |
False |
213 |
| 60 |
1.1501 |
1.0570 |
0.0931 |
8.2% |
0.0116 |
1.0% |
87% |
False |
False |
153 |
| 80 |
1.1501 |
1.0520 |
0.0981 |
8.6% |
0.0118 |
1.0% |
88% |
False |
False |
123 |
| 100 |
1.1542 |
1.0520 |
0.1022 |
9.0% |
0.0105 |
0.9% |
84% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1937 |
|
2.618 |
1.1748 |
|
1.618 |
1.1632 |
|
1.000 |
1.1560 |
|
0.618 |
1.1516 |
|
HIGH |
1.1444 |
|
0.618 |
1.1400 |
|
0.500 |
1.1386 |
|
0.382 |
1.1372 |
|
LOW |
1.1328 |
|
0.618 |
1.1256 |
|
1.000 |
1.1212 |
|
1.618 |
1.1140 |
|
2.618 |
1.1024 |
|
4.250 |
1.0835 |
|
|
| Fisher Pivots for day following 19-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1386 |
1.1376 |
| PP |
1.1385 |
1.1368 |
| S1 |
1.1384 |
1.1361 |
|