CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 26-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2015 |
26-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1231 |
1.1224 |
-0.0007 |
-0.1% |
1.1388 |
| High |
1.1251 |
1.1245 |
-0.0006 |
-0.1% |
1.1440 |
| Low |
1.1186 |
1.1165 |
-0.0021 |
-0.2% |
1.1162 |
| Close |
1.1231 |
1.1189 |
-0.0042 |
-0.4% |
1.1189 |
| Range |
0.0065 |
0.0080 |
0.0015 |
23.1% |
0.0278 |
| ATR |
0.0123 |
0.0120 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
459 |
435 |
-24 |
-5.2% |
2,167 |
|
| Daily Pivots for day following 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1440 |
1.1394 |
1.1233 |
|
| R3 |
1.1360 |
1.1314 |
1.1211 |
|
| R2 |
1.1280 |
1.1280 |
1.1204 |
|
| R1 |
1.1234 |
1.1234 |
1.1196 |
1.1217 |
| PP |
1.1200 |
1.1200 |
1.1200 |
1.1191 |
| S1 |
1.1154 |
1.1154 |
1.1182 |
1.1137 |
| S2 |
1.1120 |
1.1120 |
1.1174 |
|
| S3 |
1.1040 |
1.1074 |
1.1167 |
|
| S4 |
1.0960 |
1.0994 |
1.1145 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2098 |
1.1921 |
1.1342 |
|
| R3 |
1.1820 |
1.1643 |
1.1265 |
|
| R2 |
1.1542 |
1.1542 |
1.1240 |
|
| R1 |
1.1365 |
1.1365 |
1.1214 |
1.1315 |
| PP |
1.1264 |
1.1264 |
1.1264 |
1.1238 |
| S1 |
1.1087 |
1.1087 |
1.1164 |
1.1037 |
| S2 |
1.0986 |
1.0986 |
1.1138 |
|
| S3 |
1.0708 |
1.0809 |
1.1113 |
|
| S4 |
1.0430 |
1.0531 |
1.1036 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1440 |
1.1162 |
0.0278 |
2.5% |
0.0103 |
0.9% |
10% |
False |
False |
433 |
| 10 |
1.1462 |
1.1162 |
0.0300 |
2.7% |
0.0105 |
0.9% |
9% |
False |
False |
426 |
| 20 |
1.1462 |
1.0923 |
0.0539 |
4.8% |
0.0131 |
1.2% |
49% |
False |
False |
353 |
| 40 |
1.1501 |
1.0863 |
0.0638 |
5.7% |
0.0121 |
1.1% |
51% |
False |
False |
253 |
| 60 |
1.1501 |
1.0570 |
0.0931 |
8.3% |
0.0118 |
1.1% |
66% |
False |
False |
186 |
| 80 |
1.1501 |
1.0520 |
0.0981 |
8.8% |
0.0121 |
1.1% |
68% |
False |
False |
149 |
| 100 |
1.1535 |
1.0520 |
0.1015 |
9.1% |
0.0107 |
1.0% |
66% |
False |
False |
122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1585 |
|
2.618 |
1.1454 |
|
1.618 |
1.1374 |
|
1.000 |
1.1325 |
|
0.618 |
1.1294 |
|
HIGH |
1.1245 |
|
0.618 |
1.1214 |
|
0.500 |
1.1205 |
|
0.382 |
1.1196 |
|
LOW |
1.1165 |
|
0.618 |
1.1116 |
|
1.000 |
1.1085 |
|
1.618 |
1.1036 |
|
2.618 |
1.0956 |
|
4.250 |
1.0825 |
|
|
| Fisher Pivots for day following 26-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1205 |
1.1213 |
| PP |
1.1200 |
1.1205 |
| S1 |
1.1194 |
1.1197 |
|