CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 22-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2015 |
22-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1403 |
1.1388 |
-0.0015 |
-0.1% |
1.1250 |
| High |
1.1444 |
1.1440 |
-0.0004 |
0.0% |
1.1462 |
| Low |
1.1328 |
1.1351 |
0.0023 |
0.2% |
1.1235 |
| Close |
1.1383 |
1.1367 |
-0.0016 |
-0.1% |
1.1383 |
| Range |
0.0116 |
0.0089 |
-0.0027 |
-23.3% |
0.0227 |
| ATR |
0.0128 |
0.0125 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
725 |
414 |
-311 |
-42.9% |
2,098 |
|
| Daily Pivots for day following 22-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1653 |
1.1599 |
1.1416 |
|
| R3 |
1.1564 |
1.1510 |
1.1391 |
|
| R2 |
1.1475 |
1.1475 |
1.1383 |
|
| R1 |
1.1421 |
1.1421 |
1.1375 |
1.1404 |
| PP |
1.1386 |
1.1386 |
1.1386 |
1.1377 |
| S1 |
1.1332 |
1.1332 |
1.1359 |
1.1315 |
| S2 |
1.1297 |
1.1297 |
1.1351 |
|
| S3 |
1.1208 |
1.1243 |
1.1343 |
|
| S4 |
1.1119 |
1.1154 |
1.1318 |
|
|
| 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 |
1.1248 |
0.0214 |
1.9% |
0.0107 |
0.9% |
56% |
False |
False |
454 |
| 10 |
1.1462 |
1.1196 |
0.0266 |
2.3% |
0.0111 |
1.0% |
64% |
False |
False |
340 |
| 20 |
1.1462 |
1.0863 |
0.0599 |
5.3% |
0.0129 |
1.1% |
84% |
False |
False |
299 |
| 40 |
1.1501 |
1.0863 |
0.0638 |
5.6% |
0.0125 |
1.1% |
79% |
False |
False |
222 |
| 60 |
1.1501 |
1.0570 |
0.0931 |
8.2% |
0.0115 |
1.0% |
86% |
False |
False |
160 |
| 80 |
1.1501 |
1.0520 |
0.0981 |
8.6% |
0.0119 |
1.0% |
86% |
False |
False |
128 |
| 100 |
1.1542 |
1.0520 |
0.1022 |
9.0% |
0.0106 |
0.9% |
83% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1818 |
|
2.618 |
1.1673 |
|
1.618 |
1.1584 |
|
1.000 |
1.1529 |
|
0.618 |
1.1495 |
|
HIGH |
1.1440 |
|
0.618 |
1.1406 |
|
0.500 |
1.1396 |
|
0.382 |
1.1385 |
|
LOW |
1.1351 |
|
0.618 |
1.1296 |
|
1.000 |
1.1262 |
|
1.618 |
1.1207 |
|
2.618 |
1.1118 |
|
4.250 |
1.0973 |
|
|
| Fisher Pivots for day following 22-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1396 |
1.1395 |
| PP |
1.1386 |
1.1386 |
| S1 |
1.1377 |
1.1376 |
|