CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 29-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2015 |
29-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1211 |
1.1001 |
-0.0210 |
-1.9% |
1.1380 |
| High |
1.1232 |
1.1292 |
0.0060 |
0.5% |
1.1424 |
| Low |
1.1141 |
1.0962 |
-0.0179 |
-1.6% |
1.1141 |
| Close |
1.1172 |
1.1265 |
0.0093 |
0.8% |
1.1172 |
| Range |
0.0091 |
0.0330 |
0.0239 |
262.6% |
0.0283 |
| ATR |
0.0132 |
0.0147 |
0.0014 |
10.7% |
0.0000 |
| Volume |
181,984 |
372,837 |
190,853 |
104.9% |
1,050,657 |
|
| Daily Pivots for day following 29-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2163 |
1.2044 |
1.1447 |
|
| R3 |
1.1833 |
1.1714 |
1.1356 |
|
| R2 |
1.1503 |
1.1503 |
1.1326 |
|
| R1 |
1.1384 |
1.1384 |
1.1295 |
1.1444 |
| PP |
1.1173 |
1.1173 |
1.1173 |
1.1203 |
| S1 |
1.1054 |
1.1054 |
1.1235 |
1.1114 |
| S2 |
1.0843 |
1.0843 |
1.1205 |
|
| S3 |
1.0513 |
1.0724 |
1.1174 |
|
| S4 |
1.0183 |
1.0394 |
1.1084 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2095 |
1.1916 |
1.1328 |
|
| R3 |
1.1812 |
1.1633 |
1.1250 |
|
| R2 |
1.1529 |
1.1529 |
1.1224 |
|
| R1 |
1.1350 |
1.1350 |
1.1198 |
1.1298 |
| PP |
1.1246 |
1.1246 |
1.1246 |
1.1220 |
| S1 |
1.1067 |
1.1067 |
1.1146 |
1.1015 |
| S2 |
1.0963 |
1.0963 |
1.1120 |
|
| S3 |
1.0680 |
1.0784 |
1.1094 |
|
| S4 |
1.0397 |
1.0501 |
1.1016 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1360 |
1.0962 |
0.0398 |
3.5% |
0.0157 |
1.4% |
76% |
False |
True |
243,647 |
| 10 |
1.1450 |
1.0962 |
0.0488 |
4.3% |
0.0138 |
1.2% |
62% |
False |
True |
229,976 |
| 20 |
1.1450 |
1.0933 |
0.0517 |
4.6% |
0.0157 |
1.4% |
64% |
False |
False |
172,121 |
| 40 |
1.1485 |
1.0837 |
0.0648 |
5.8% |
0.0144 |
1.3% |
66% |
False |
False |
87,790 |
| 60 |
1.1485 |
1.0545 |
0.0940 |
8.3% |
0.0141 |
1.2% |
77% |
False |
False |
58,867 |
| 80 |
1.1485 |
1.0494 |
0.0991 |
8.8% |
0.0147 |
1.3% |
78% |
False |
False |
44,320 |
| 100 |
1.1503 |
1.0494 |
0.1009 |
9.0% |
0.0135 |
1.2% |
76% |
False |
False |
35,475 |
| 120 |
1.1900 |
1.0494 |
0.1406 |
12.5% |
0.0132 |
1.2% |
55% |
False |
False |
29,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2695 |
|
2.618 |
1.2156 |
|
1.618 |
1.1826 |
|
1.000 |
1.1622 |
|
0.618 |
1.1496 |
|
HIGH |
1.1292 |
|
0.618 |
1.1166 |
|
0.500 |
1.1127 |
|
0.382 |
1.1088 |
|
LOW |
1.0962 |
|
0.618 |
1.0758 |
|
1.000 |
1.0632 |
|
1.618 |
1.0428 |
|
2.618 |
1.0098 |
|
4.250 |
0.9560 |
|
|
| Fisher Pivots for day following 29-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1219 |
1.1219 |
| PP |
1.1173 |
1.1173 |
| S1 |
1.1127 |
1.1127 |
|