CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 24-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2015 |
24-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1372 |
1.1198 |
-0.0174 |
-1.5% |
1.1250 |
| High |
1.1372 |
1.1260 |
-0.0112 |
-1.0% |
1.1462 |
| Low |
1.1162 |
1.1191 |
0.0029 |
0.3% |
1.1235 |
| Close |
1.1197 |
1.1235 |
0.0038 |
0.3% |
1.1383 |
| Range |
0.0210 |
0.0069 |
-0.0141 |
-67.1% |
0.0227 |
| ATR |
0.0132 |
0.0127 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
357 |
502 |
145 |
40.6% |
2,098 |
|
| Daily Pivots for day following 24-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1436 |
1.1404 |
1.1273 |
|
| R3 |
1.1367 |
1.1335 |
1.1254 |
|
| R2 |
1.1298 |
1.1298 |
1.1248 |
|
| R1 |
1.1266 |
1.1266 |
1.1241 |
1.1282 |
| PP |
1.1229 |
1.1229 |
1.1229 |
1.1237 |
| S1 |
1.1197 |
1.1197 |
1.1229 |
1.1213 |
| S2 |
1.1160 |
1.1160 |
1.1222 |
|
| S3 |
1.1091 |
1.1128 |
1.1216 |
|
| S4 |
1.1022 |
1.1059 |
1.1197 |
|
|
| 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 |
1.1162 |
0.0300 |
2.7% |
0.0115 |
1.0% |
24% |
False |
False |
525 |
| 10 |
1.1462 |
1.1162 |
0.0300 |
2.7% |
0.0116 |
1.0% |
24% |
False |
False |
385 |
| 20 |
1.1462 |
1.0907 |
0.0555 |
4.9% |
0.0132 |
1.2% |
59% |
False |
False |
325 |
| 40 |
1.1501 |
1.0863 |
0.0638 |
5.7% |
0.0127 |
1.1% |
58% |
False |
False |
238 |
| 60 |
1.1501 |
1.0570 |
0.0931 |
8.3% |
0.0118 |
1.0% |
71% |
False |
False |
173 |
| 80 |
1.1501 |
1.0520 |
0.0981 |
8.7% |
0.0122 |
1.1% |
73% |
False |
False |
139 |
| 100 |
1.1542 |
1.0520 |
0.1022 |
9.1% |
0.0108 |
1.0% |
70% |
False |
False |
113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1553 |
|
2.618 |
1.1441 |
|
1.618 |
1.1372 |
|
1.000 |
1.1329 |
|
0.618 |
1.1303 |
|
HIGH |
1.1260 |
|
0.618 |
1.1234 |
|
0.500 |
1.1226 |
|
0.382 |
1.1217 |
|
LOW |
1.1191 |
|
0.618 |
1.1148 |
|
1.000 |
1.1122 |
|
1.618 |
1.1079 |
|
2.618 |
1.1010 |
|
4.250 |
1.0898 |
|
|
| Fisher Pivots for day following 24-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1232 |
1.1301 |
| PP |
1.1229 |
1.1279 |
| S1 |
1.1226 |
1.1257 |
|