CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 11-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2015 |
11-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1321 |
1.1332 |
0.0011 |
0.1% |
1.1006 |
| High |
1.1415 |
1.1354 |
-0.0061 |
-0.5% |
1.1405 |
| Low |
1.1300 |
1.1224 |
-0.0076 |
-0.7% |
1.0923 |
| Close |
1.1348 |
1.1295 |
-0.0053 |
-0.5% |
1.1152 |
| Range |
0.0115 |
0.0130 |
0.0015 |
13.0% |
0.0482 |
| ATR |
0.0139 |
0.0138 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
120 |
231 |
111 |
92.5% |
1,526 |
|
| Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1681 |
1.1618 |
1.1367 |
|
| R3 |
1.1551 |
1.1488 |
1.1331 |
|
| R2 |
1.1421 |
1.1421 |
1.1319 |
|
| R1 |
1.1358 |
1.1358 |
1.1307 |
1.1325 |
| PP |
1.1291 |
1.1291 |
1.1291 |
1.1274 |
| S1 |
1.1228 |
1.1228 |
1.1283 |
1.1195 |
| S2 |
1.1161 |
1.1161 |
1.1271 |
|
| S3 |
1.1031 |
1.1098 |
1.1259 |
|
| S4 |
1.0901 |
1.0968 |
1.1224 |
|
|
| 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% |
0.0153 |
1.4% |
64% |
False |
False |
307 |
| 10 |
1.1415 |
1.0923 |
0.0492 |
4.4% |
0.0152 |
1.3% |
76% |
False |
False |
271 |
| 20 |
1.1501 |
1.0863 |
0.0638 |
5.6% |
0.0135 |
1.2% |
68% |
False |
False |
226 |
| 40 |
1.1501 |
1.0696 |
0.0805 |
7.1% |
0.0123 |
1.1% |
74% |
False |
False |
159 |
| 60 |
1.1501 |
1.0570 |
0.0931 |
8.2% |
0.0120 |
1.1% |
78% |
False |
False |
118 |
| 80 |
1.1501 |
1.0520 |
0.0981 |
8.7% |
0.0114 |
1.0% |
79% |
False |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1907 |
|
2.618 |
1.1694 |
|
1.618 |
1.1564 |
|
1.000 |
1.1484 |
|
0.618 |
1.1434 |
|
HIGH |
1.1354 |
|
0.618 |
1.1304 |
|
0.500 |
1.1289 |
|
0.382 |
1.1274 |
|
LOW |
1.1224 |
|
0.618 |
1.1144 |
|
1.000 |
1.1094 |
|
1.618 |
1.1014 |
|
2.618 |
1.0884 |
|
4.250 |
1.0672 |
|
|
| Fisher Pivots for day following 11-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1293 |
1.1320 |
| PP |
1.1291 |
1.1311 |
| S1 |
1.1289 |
1.1303 |
|