CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 19-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2015 |
19-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1355 |
1.1382 |
0.0027 |
0.2% |
1.1234 |
| High |
1.1450 |
1.1416 |
-0.0034 |
-0.3% |
1.1450 |
| Low |
1.1342 |
1.1305 |
-0.0037 |
-0.3% |
1.1204 |
| Close |
1.1383 |
1.1366 |
-0.0017 |
-0.1% |
1.1366 |
| Range |
0.0108 |
0.0111 |
0.0003 |
2.8% |
0.0246 |
| ATR |
0.0146 |
0.0143 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
269,124 |
166,165 |
-102,959 |
-38.3% |
1,080,000 |
|
| Daily Pivots for day following 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1695 |
1.1642 |
1.1427 |
|
| R3 |
1.1584 |
1.1531 |
1.1397 |
|
| R2 |
1.1473 |
1.1473 |
1.1386 |
|
| R1 |
1.1420 |
1.1420 |
1.1376 |
1.1391 |
| PP |
1.1362 |
1.1362 |
1.1362 |
1.1348 |
| S1 |
1.1309 |
1.1309 |
1.1356 |
1.1280 |
| S2 |
1.1251 |
1.1251 |
1.1346 |
|
| S3 |
1.1140 |
1.1198 |
1.1335 |
|
| S4 |
1.1029 |
1.1087 |
1.1305 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2078 |
1.1968 |
1.1501 |
|
| R3 |
1.1832 |
1.1722 |
1.1434 |
|
| R2 |
1.1586 |
1.1586 |
1.1411 |
|
| R1 |
1.1476 |
1.1476 |
1.1389 |
1.1531 |
| PP |
1.1340 |
1.1340 |
1.1340 |
1.1368 |
| S1 |
1.1230 |
1.1230 |
1.1343 |
1.1285 |
| S2 |
1.1094 |
1.1094 |
1.1321 |
|
| S3 |
1.0848 |
1.0984 |
1.1298 |
|
| S4 |
1.0602 |
1.0738 |
1.1231 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1450 |
1.1204 |
0.0246 |
2.2% |
0.0120 |
1.1% |
66% |
False |
False |
216,000 |
| 10 |
1.1450 |
1.1099 |
0.0351 |
3.1% |
0.0138 |
1.2% |
76% |
False |
False |
193,259 |
| 20 |
1.1450 |
1.0837 |
0.0613 |
5.4% |
0.0149 |
1.3% |
86% |
False |
False |
102,752 |
| 40 |
1.1485 |
1.0808 |
0.0677 |
6.0% |
0.0143 |
1.3% |
82% |
False |
False |
52,471 |
| 60 |
1.1485 |
1.0545 |
0.0940 |
8.3% |
0.0138 |
1.2% |
87% |
False |
False |
35,242 |
| 80 |
1.1485 |
1.0494 |
0.0991 |
8.7% |
0.0143 |
1.3% |
88% |
False |
False |
26,542 |
| 100 |
1.1560 |
1.0494 |
0.1066 |
9.4% |
0.0133 |
1.2% |
82% |
False |
False |
21,249 |
| 120 |
1.2217 |
1.0494 |
0.1723 |
15.2% |
0.0128 |
1.1% |
51% |
False |
False |
17,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1888 |
|
2.618 |
1.1707 |
|
1.618 |
1.1596 |
|
1.000 |
1.1527 |
|
0.618 |
1.1485 |
|
HIGH |
1.1416 |
|
0.618 |
1.1374 |
|
0.500 |
1.1361 |
|
0.382 |
1.1347 |
|
LOW |
1.1305 |
|
0.618 |
1.1236 |
|
1.000 |
1.1194 |
|
1.618 |
1.1125 |
|
2.618 |
1.1014 |
|
4.250 |
1.0833 |
|
|
| Fisher Pivots for day following 19-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1364 |
1.1356 |
| PP |
1.1362 |
1.1347 |
| S1 |
1.1361 |
1.1337 |
|