CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 10-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2015 |
10-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1362 |
1.1321 |
-0.0041 |
-0.4% |
1.1006 |
| High |
1.1362 |
1.1415 |
0.0053 |
0.5% |
1.1405 |
| Low |
1.1247 |
1.1300 |
0.0053 |
0.5% |
1.0923 |
| Close |
1.1313 |
1.1348 |
0.0035 |
0.3% |
1.1152 |
| Range |
0.0115 |
0.0115 |
0.0000 |
0.0% |
0.0482 |
| ATR |
0.0141 |
0.0139 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
293 |
120 |
-173 |
-59.0% |
1,526 |
|
| Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1699 |
1.1639 |
1.1411 |
|
| R3 |
1.1584 |
1.1524 |
1.1380 |
|
| R2 |
1.1469 |
1.1469 |
1.1369 |
|
| R1 |
1.1409 |
1.1409 |
1.1359 |
1.1439 |
| PP |
1.1354 |
1.1354 |
1.1354 |
1.1370 |
| S1 |
1.1294 |
1.1294 |
1.1337 |
1.1324 |
| S2 |
1.1239 |
1.1239 |
1.1327 |
|
| S3 |
1.1124 |
1.1179 |
1.1316 |
|
| S4 |
1.1009 |
1.1064 |
1.1285 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2606 |
1.2361 |
1.1417 |
|
| R3 |
1.2124 |
1.1879 |
1.1285 |
|
| R2 |
1.1642 |
1.1642 |
1.1240 |
|
| R1 |
1.1397 |
1.1397 |
1.1196 |
1.1520 |
| PP |
1.1160 |
1.1160 |
1.1160 |
1.1221 |
| S1 |
1.0915 |
1.0915 |
1.1108 |
1.1038 |
| S2 |
1.0678 |
1.0678 |
1.1064 |
|
| S3 |
1.0196 |
1.0433 |
1.1019 |
|
| S4 |
0.9714 |
0.9951 |
1.0887 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1415 |
1.1085 |
0.0330 |
2.9% |
0.0156 |
1.4% |
80% |
True |
False |
291 |
| 10 |
1.1415 |
1.0907 |
0.0508 |
4.5% |
0.0148 |
1.3% |
87% |
True |
False |
266 |
| 20 |
1.1501 |
1.0863 |
0.0638 |
5.6% |
0.0136 |
1.2% |
76% |
False |
False |
220 |
| 40 |
1.1501 |
1.0618 |
0.0883 |
7.8% |
0.0123 |
1.1% |
83% |
False |
False |
156 |
| 60 |
1.1501 |
1.0570 |
0.0931 |
8.2% |
0.0125 |
1.1% |
84% |
False |
False |
115 |
| 80 |
1.1501 |
1.0520 |
0.0981 |
8.6% |
0.0113 |
1.0% |
84% |
False |
False |
91 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1904 |
|
2.618 |
1.1716 |
|
1.618 |
1.1601 |
|
1.000 |
1.1530 |
|
0.618 |
1.1486 |
|
HIGH |
1.1415 |
|
0.618 |
1.1371 |
|
0.500 |
1.1358 |
|
0.382 |
1.1344 |
|
LOW |
1.1300 |
|
0.618 |
1.1229 |
|
1.000 |
1.1185 |
|
1.618 |
1.1114 |
|
2.618 |
1.0999 |
|
4.250 |
1.0811 |
|
|
| Fisher Pivots for day following 10-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1358 |
1.1322 |
| PP |
1.1354 |
1.1296 |
| S1 |
1.1351 |
1.1271 |
|