CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 24-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2015 |
24-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1353 |
1.1179 |
-0.0174 |
-1.5% |
1.1234 |
| High |
1.1360 |
1.1247 |
-0.0113 |
-1.0% |
1.1450 |
| Low |
1.1146 |
1.1171 |
0.0025 |
0.2% |
1.1204 |
| Close |
1.1180 |
1.1218 |
0.0038 |
0.3% |
1.1366 |
| Range |
0.0214 |
0.0076 |
-0.0138 |
-64.5% |
0.0246 |
| ATR |
0.0145 |
0.0140 |
-0.0005 |
-3.4% |
0.0000 |
| Volume |
272,290 |
212,678 |
-59,612 |
-21.9% |
1,080,000 |
|
| Daily Pivots for day following 24-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1440 |
1.1405 |
1.1260 |
|
| R3 |
1.1364 |
1.1329 |
1.1239 |
|
| R2 |
1.1288 |
1.1288 |
1.1232 |
|
| R1 |
1.1253 |
1.1253 |
1.1225 |
1.1271 |
| PP |
1.1212 |
1.1212 |
1.1212 |
1.1221 |
| S1 |
1.1177 |
1.1177 |
1.1211 |
1.1195 |
| S2 |
1.1136 |
1.1136 |
1.1204 |
|
| S3 |
1.1060 |
1.1101 |
1.1197 |
|
| S4 |
1.0984 |
1.1025 |
1.1176 |
|
|
| 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 |
1.1146 |
0.0304 |
2.7% |
0.0122 |
1.1% |
24% |
False |
False |
225,103 |
| 10 |
1.1450 |
1.1146 |
0.0304 |
2.7% |
0.0129 |
1.1% |
24% |
False |
False |
228,309 |
| 20 |
1.1450 |
1.0883 |
0.0567 |
5.1% |
0.0145 |
1.3% |
59% |
False |
False |
136,596 |
| 40 |
1.1485 |
1.0837 |
0.0648 |
5.8% |
0.0145 |
1.3% |
59% |
False |
False |
69,672 |
| 60 |
1.1485 |
1.0545 |
0.0940 |
8.4% |
0.0139 |
1.2% |
72% |
False |
False |
46,690 |
| 80 |
1.1485 |
1.0494 |
0.0991 |
8.8% |
0.0146 |
1.3% |
73% |
False |
False |
35,162 |
| 100 |
1.1560 |
1.0494 |
0.1066 |
9.5% |
0.0135 |
1.2% |
68% |
False |
False |
28,147 |
| 120 |
1.2003 |
1.0494 |
0.1509 |
13.5% |
0.0130 |
1.2% |
48% |
False |
False |
23,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1570 |
|
2.618 |
1.1446 |
|
1.618 |
1.1370 |
|
1.000 |
1.1323 |
|
0.618 |
1.1294 |
|
HIGH |
1.1247 |
|
0.618 |
1.1218 |
|
0.500 |
1.1209 |
|
0.382 |
1.1200 |
|
LOW |
1.1171 |
|
0.618 |
1.1124 |
|
1.000 |
1.1095 |
|
1.618 |
1.1048 |
|
2.618 |
1.0972 |
|
4.250 |
1.0848 |
|
|
| Fisher Pivots for day following 24-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1215 |
1.1285 |
| PP |
1.1212 |
1.1263 |
| S1 |
1.1209 |
1.1240 |
|