CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 29-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2015 |
29-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1224 |
1.1009 |
-0.0215 |
-1.9% |
1.1388 |
| High |
1.1245 |
1.1307 |
0.0062 |
0.6% |
1.1440 |
| Low |
1.1165 |
1.0983 |
-0.0182 |
-1.6% |
1.1162 |
| Close |
1.1189 |
1.1282 |
0.0093 |
0.8% |
1.1189 |
| Range |
0.0080 |
0.0324 |
0.0244 |
305.0% |
0.0278 |
| ATR |
0.0120 |
0.0134 |
0.0015 |
12.2% |
0.0000 |
| Volume |
435 |
362 |
-73 |
-16.8% |
2,167 |
|
| Daily Pivots for day following 29-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2163 |
1.2046 |
1.1460 |
|
| R3 |
1.1839 |
1.1722 |
1.1371 |
|
| R2 |
1.1515 |
1.1515 |
1.1341 |
|
| R1 |
1.1398 |
1.1398 |
1.1312 |
1.1457 |
| PP |
1.1191 |
1.1191 |
1.1191 |
1.1220 |
| S1 |
1.1074 |
1.1074 |
1.1252 |
1.1133 |
| S2 |
1.0867 |
1.0867 |
1.1223 |
|
| S3 |
1.0543 |
1.0750 |
1.1193 |
|
| S4 |
1.0219 |
1.0426 |
1.1104 |
|
|
| 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 |
1.1372 |
1.0983 |
0.0389 |
3.4% |
0.0150 |
1.3% |
77% |
False |
True |
423 |
| 10 |
1.1462 |
1.0983 |
0.0479 |
4.2% |
0.0128 |
1.1% |
62% |
False |
True |
438 |
| 20 |
1.1462 |
1.0955 |
0.0507 |
4.5% |
0.0143 |
1.3% |
64% |
False |
False |
366 |
| 40 |
1.1501 |
1.0863 |
0.0638 |
5.7% |
0.0127 |
1.1% |
66% |
False |
False |
259 |
| 60 |
1.1501 |
1.0570 |
0.0931 |
8.3% |
0.0121 |
1.1% |
76% |
False |
False |
192 |
| 80 |
1.1501 |
1.0520 |
0.0981 |
8.7% |
0.0123 |
1.1% |
78% |
False |
False |
154 |
| 100 |
1.1501 |
1.0520 |
0.0981 |
8.7% |
0.0110 |
1.0% |
78% |
False |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2684 |
|
2.618 |
1.2155 |
|
1.618 |
1.1831 |
|
1.000 |
1.1631 |
|
0.618 |
1.1507 |
|
HIGH |
1.1307 |
|
0.618 |
1.1183 |
|
0.500 |
1.1145 |
|
0.382 |
1.1107 |
|
LOW |
1.0983 |
|
0.618 |
1.0783 |
|
1.000 |
1.0659 |
|
1.618 |
1.0459 |
|
2.618 |
1.0135 |
|
4.250 |
0.9606 |
|
|
| Fisher Pivots for day following 29-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1236 |
1.1236 |
| PP |
1.1191 |
1.1191 |
| S1 |
1.1145 |
1.1145 |
|