CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 30-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2015 |
30-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1009 |
1.1258 |
0.0249 |
2.3% |
1.1388 |
| High |
1.1307 |
1.1272 |
-0.0035 |
-0.3% |
1.1440 |
| Low |
1.0983 |
1.1148 |
0.0165 |
1.5% |
1.1162 |
| Close |
1.1282 |
1.1173 |
-0.0109 |
-1.0% |
1.1189 |
| Range |
0.0324 |
0.0124 |
-0.0200 |
-61.7% |
0.0278 |
| ATR |
0.0134 |
0.0134 |
0.0000 |
0.0% |
0.0000 |
| Volume |
362 |
1,015 |
653 |
180.4% |
2,167 |
|
| Daily Pivots for day following 30-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1570 |
1.1495 |
1.1241 |
|
| R3 |
1.1446 |
1.1371 |
1.1207 |
|
| R2 |
1.1322 |
1.1322 |
1.1196 |
|
| R1 |
1.1247 |
1.1247 |
1.1184 |
1.1223 |
| PP |
1.1198 |
1.1198 |
1.1198 |
1.1185 |
| S1 |
1.1123 |
1.1123 |
1.1162 |
1.1099 |
| S2 |
1.1074 |
1.1074 |
1.1150 |
|
| S3 |
1.0950 |
1.0999 |
1.1139 |
|
| S4 |
1.0826 |
1.0875 |
1.1105 |
|
|
| 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 |
1.1307 |
1.0983 |
0.0324 |
2.9% |
0.0132 |
1.2% |
59% |
False |
False |
554 |
| 10 |
1.1462 |
1.0983 |
0.0479 |
4.3% |
0.0129 |
1.2% |
40% |
False |
False |
521 |
| 20 |
1.1462 |
1.0983 |
0.0479 |
4.3% |
0.0136 |
1.2% |
40% |
False |
False |
407 |
| 40 |
1.1501 |
1.0863 |
0.0638 |
5.7% |
0.0129 |
1.2% |
49% |
False |
False |
284 |
| 60 |
1.1501 |
1.0570 |
0.0931 |
8.3% |
0.0122 |
1.1% |
65% |
False |
False |
209 |
| 80 |
1.1501 |
1.0520 |
0.0981 |
8.8% |
0.0124 |
1.1% |
67% |
False |
False |
166 |
| 100 |
1.1501 |
1.0520 |
0.0981 |
8.8% |
0.0110 |
1.0% |
67% |
False |
False |
136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1799 |
|
2.618 |
1.1597 |
|
1.618 |
1.1473 |
|
1.000 |
1.1396 |
|
0.618 |
1.1349 |
|
HIGH |
1.1272 |
|
0.618 |
1.1225 |
|
0.500 |
1.1210 |
|
0.382 |
1.1195 |
|
LOW |
1.1148 |
|
0.618 |
1.1071 |
|
1.000 |
1.1024 |
|
1.618 |
1.0947 |
|
2.618 |
1.0823 |
|
4.250 |
1.0621 |
|
|
| Fisher Pivots for day following 30-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1210 |
1.1164 |
| PP |
1.1198 |
1.1154 |
| S1 |
1.1185 |
1.1145 |
|