CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 15-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1241 |
1.1217 |
-0.0024 |
-0.2% |
1.1102 |
| High |
1.1297 |
1.1261 |
-0.0036 |
-0.3% |
1.1388 |
| Low |
1.1151 |
1.1190 |
0.0039 |
0.3% |
1.1084 |
| Close |
1.1261 |
1.1237 |
-0.0024 |
-0.2% |
1.1261 |
| Range |
0.0146 |
0.0071 |
-0.0075 |
-51.4% |
0.0304 |
| ATR |
0.0155 |
0.0149 |
-0.0006 |
-3.9% |
0.0000 |
| Volume |
80,627 |
9,432 |
-71,195 |
-88.3% |
1,481,734 |
|
| Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1442 |
1.1411 |
1.1276 |
|
| R3 |
1.1371 |
1.1340 |
1.1257 |
|
| R2 |
1.1300 |
1.1300 |
1.1250 |
|
| R1 |
1.1269 |
1.1269 |
1.1244 |
1.1285 |
| PP |
1.1229 |
1.1229 |
1.1229 |
1.1237 |
| S1 |
1.1198 |
1.1198 |
1.1230 |
1.1214 |
| S2 |
1.1158 |
1.1158 |
1.1224 |
|
| S3 |
1.1087 |
1.1127 |
1.1217 |
|
| S4 |
1.1016 |
1.1056 |
1.1198 |
|
|
| 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 |
1.1151 |
0.0237 |
2.1% |
0.0126 |
1.1% |
36% |
False |
False |
238,158 |
| 10 |
1.1388 |
1.0918 |
0.0470 |
4.2% |
0.0173 |
1.5% |
68% |
False |
False |
302,448 |
| 20 |
1.1452 |
1.0821 |
0.0631 |
5.6% |
0.0151 |
1.3% |
66% |
False |
False |
290,199 |
| 40 |
1.1472 |
1.0667 |
0.0805 |
7.2% |
0.0145 |
1.3% |
71% |
False |
False |
281,796 |
| 60 |
1.1472 |
1.0529 |
0.0943 |
8.4% |
0.0145 |
1.3% |
75% |
False |
False |
277,565 |
| 80 |
1.1472 |
1.0473 |
0.0999 |
8.9% |
0.0146 |
1.3% |
76% |
False |
False |
241,068 |
| 100 |
1.1671 |
1.0473 |
0.1198 |
10.7% |
0.0144 |
1.3% |
64% |
False |
False |
193,210 |
| 120 |
1.2290 |
1.0473 |
0.1817 |
16.2% |
0.0135 |
1.2% |
42% |
False |
False |
161,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1563 |
|
2.618 |
1.1447 |
|
1.618 |
1.1376 |
|
1.000 |
1.1332 |
|
0.618 |
1.1305 |
|
HIGH |
1.1261 |
|
0.618 |
1.1234 |
|
0.500 |
1.1226 |
|
0.382 |
1.1217 |
|
LOW |
1.1190 |
|
0.618 |
1.1146 |
|
1.000 |
1.1119 |
|
1.618 |
1.1075 |
|
2.618 |
1.1004 |
|
4.250 |
1.0888 |
|
|
| Fisher Pivots for day following 15-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1233 |
1.1242 |
| PP |
1.1229 |
1.1240 |
| S1 |
1.1226 |
1.1239 |
|