CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 17-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2015 |
17-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1297 |
1.1260 |
-0.0037 |
-0.3% |
1.1117 |
| High |
1.1344 |
1.1372 |
0.0028 |
0.2% |
1.1401 |
| Low |
1.1218 |
1.1224 |
0.0006 |
0.1% |
1.1099 |
| Close |
1.1254 |
1.1347 |
0.0093 |
0.8% |
1.1275 |
| Range |
0.0126 |
0.0148 |
0.0022 |
17.5% |
0.0302 |
| ATR |
0.0148 |
0.0148 |
0.0000 |
0.0% |
0.0000 |
| Volume |
189,470 |
251,509 |
62,039 |
32.7% |
852,595 |
|
| Daily Pivots for day following 17-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1758 |
1.1701 |
1.1428 |
|
| R3 |
1.1610 |
1.1553 |
1.1388 |
|
| R2 |
1.1462 |
1.1462 |
1.1374 |
|
| R1 |
1.1405 |
1.1405 |
1.1361 |
1.1434 |
| PP |
1.1314 |
1.1314 |
1.1314 |
1.1329 |
| S1 |
1.1257 |
1.1257 |
1.1333 |
1.1286 |
| S2 |
1.1166 |
1.1166 |
1.1320 |
|
| S3 |
1.1018 |
1.1109 |
1.1306 |
|
| S4 |
1.0870 |
1.0961 |
1.1266 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2164 |
1.2022 |
1.1441 |
|
| R3 |
1.1862 |
1.1720 |
1.1358 |
|
| R2 |
1.1560 |
1.1560 |
1.1330 |
|
| R1 |
1.1418 |
1.1418 |
1.1303 |
1.1489 |
| PP |
1.1258 |
1.1258 |
1.1258 |
1.1294 |
| S1 |
1.1116 |
1.1116 |
1.1247 |
1.1187 |
| S2 |
1.0956 |
1.0956 |
1.1220 |
|
| S3 |
1.0654 |
1.0814 |
1.1192 |
|
| S4 |
1.0352 |
1.0512 |
1.1109 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1372 |
1.1165 |
0.0207 |
1.8% |
0.0135 |
1.2% |
88% |
True |
False |
231,515 |
| 10 |
1.1401 |
1.1064 |
0.0337 |
3.0% |
0.0155 |
1.4% |
84% |
False |
False |
153,619 |
| 20 |
1.1401 |
1.0837 |
0.0564 |
5.0% |
0.0147 |
1.3% |
90% |
False |
False |
81,401 |
| 40 |
1.1485 |
1.0690 |
0.0795 |
7.0% |
0.0145 |
1.3% |
83% |
False |
False |
41,619 |
| 60 |
1.1485 |
1.0545 |
0.0940 |
8.3% |
0.0140 |
1.2% |
85% |
False |
False |
28,016 |
| 80 |
1.1485 |
1.0494 |
0.0991 |
8.7% |
0.0143 |
1.3% |
86% |
False |
False |
21,102 |
| 100 |
1.1560 |
1.0494 |
0.1066 |
9.4% |
0.0133 |
1.2% |
80% |
False |
False |
16,900 |
| 120 |
1.2251 |
1.0494 |
0.1757 |
15.5% |
0.0127 |
1.1% |
49% |
False |
False |
14,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2001 |
|
2.618 |
1.1759 |
|
1.618 |
1.1611 |
|
1.000 |
1.1520 |
|
0.618 |
1.1463 |
|
HIGH |
1.1372 |
|
0.618 |
1.1315 |
|
0.500 |
1.1298 |
|
0.382 |
1.1281 |
|
LOW |
1.1224 |
|
0.618 |
1.1133 |
|
1.000 |
1.1076 |
|
1.618 |
1.0985 |
|
2.618 |
1.0837 |
|
4.250 |
1.0595 |
|
|
| Fisher Pivots for day following 17-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1331 |
1.1327 |
| PP |
1.1314 |
1.1308 |
| S1 |
1.1298 |
1.1288 |
|