CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 12-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1323 |
1.1241 |
-0.0082 |
-0.7% |
1.1102 |
| High |
1.1333 |
1.1297 |
-0.0036 |
-0.3% |
1.1388 |
| Low |
1.1180 |
1.1151 |
-0.0029 |
-0.3% |
1.1084 |
| Close |
1.1263 |
1.1261 |
-0.0002 |
0.0% |
1.1261 |
| Range |
0.0153 |
0.0146 |
-0.0007 |
-4.6% |
0.0304 |
| ATR |
0.0156 |
0.0155 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
376,177 |
80,627 |
-295,550 |
-78.6% |
1,481,734 |
|
| Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1674 |
1.1614 |
1.1341 |
|
| R3 |
1.1528 |
1.1468 |
1.1301 |
|
| R2 |
1.1382 |
1.1382 |
1.1288 |
|
| R1 |
1.1322 |
1.1322 |
1.1274 |
1.1352 |
| PP |
1.1236 |
1.1236 |
1.1236 |
1.1252 |
| S1 |
1.1176 |
1.1176 |
1.1248 |
1.1206 |
| S2 |
1.1090 |
1.1090 |
1.1234 |
|
| S3 |
1.0944 |
1.1030 |
1.1221 |
|
| S4 |
1.0798 |
1.0884 |
1.1181 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2156 |
1.2013 |
1.1428 |
|
| R3 |
1.1852 |
1.1709 |
1.1345 |
|
| R2 |
1.1548 |
1.1548 |
1.1317 |
|
| R1 |
1.1405 |
1.1405 |
1.1289 |
1.1477 |
| PP |
1.1244 |
1.1244 |
1.1244 |
1.1280 |
| S1 |
1.1101 |
1.1101 |
1.1233 |
1.1173 |
| S2 |
1.0940 |
1.0940 |
1.1205 |
|
| S3 |
1.0636 |
1.0797 |
1.1177 |
|
| S4 |
1.0332 |
1.0493 |
1.1094 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1388 |
1.1084 |
0.0304 |
2.7% |
0.0157 |
1.4% |
58% |
False |
False |
296,346 |
| 10 |
1.1388 |
1.0889 |
0.0499 |
4.4% |
0.0176 |
1.6% |
75% |
False |
False |
325,861 |
| 20 |
1.1472 |
1.0821 |
0.0651 |
5.8% |
0.0154 |
1.4% |
68% |
False |
False |
303,959 |
| 40 |
1.1472 |
1.0667 |
0.0805 |
7.1% |
0.0146 |
1.3% |
74% |
False |
False |
289,120 |
| 60 |
1.1472 |
1.0529 |
0.0943 |
8.4% |
0.0149 |
1.3% |
78% |
False |
False |
284,241 |
| 80 |
1.1472 |
1.0473 |
0.0999 |
8.9% |
0.0146 |
1.3% |
79% |
False |
False |
240,972 |
| 100 |
1.1695 |
1.0473 |
0.1222 |
10.9% |
0.0145 |
1.3% |
64% |
False |
False |
193,130 |
| 120 |
1.2322 |
1.0473 |
0.1849 |
16.4% |
0.0136 |
1.2% |
43% |
False |
False |
161,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1918 |
|
2.618 |
1.1679 |
|
1.618 |
1.1533 |
|
1.000 |
1.1443 |
|
0.618 |
1.1387 |
|
HIGH |
1.1297 |
|
0.618 |
1.1241 |
|
0.500 |
1.1224 |
|
0.382 |
1.1207 |
|
LOW |
1.1151 |
|
0.618 |
1.1061 |
|
1.000 |
1.1005 |
|
1.618 |
1.0915 |
|
2.618 |
1.0769 |
|
4.250 |
1.0531 |
|
|
| Fisher Pivots for day following 12-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1249 |
1.1270 |
| PP |
1.1236 |
1.1267 |
| S1 |
1.1224 |
1.1264 |
|