CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 12-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1332 |
1.1295 |
-0.0037 |
-0.3% |
1.1139 |
| High |
1.1354 |
1.1321 |
-0.0033 |
-0.3% |
1.1415 |
| Low |
1.1224 |
1.1196 |
-0.0028 |
-0.2% |
1.1126 |
| Close |
1.1295 |
1.1293 |
-0.0002 |
0.0% |
1.1293 |
| Range |
0.0130 |
0.0125 |
-0.0005 |
-3.8% |
0.0289 |
| ATR |
0.0138 |
0.0137 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
231 |
251 |
20 |
8.7% |
1,286 |
|
| Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1645 |
1.1594 |
1.1362 |
|
| R3 |
1.1520 |
1.1469 |
1.1327 |
|
| R2 |
1.1395 |
1.1395 |
1.1316 |
|
| R1 |
1.1344 |
1.1344 |
1.1304 |
1.1307 |
| PP |
1.1270 |
1.1270 |
1.1270 |
1.1252 |
| S1 |
1.1219 |
1.1219 |
1.1282 |
1.1182 |
| S2 |
1.1145 |
1.1145 |
1.1270 |
|
| S3 |
1.1020 |
1.1094 |
1.1259 |
|
| S4 |
1.0895 |
1.0969 |
1.1224 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2145 |
1.2008 |
1.1452 |
|
| R3 |
1.1856 |
1.1719 |
1.1372 |
|
| R2 |
1.1567 |
1.1567 |
1.1346 |
|
| R1 |
1.1430 |
1.1430 |
1.1319 |
1.1499 |
| PP |
1.1278 |
1.1278 |
1.1278 |
1.1312 |
| S1 |
1.1141 |
1.1141 |
1.1267 |
1.1210 |
| S2 |
1.0989 |
1.0989 |
1.1240 |
|
| S3 |
1.0700 |
1.0852 |
1.1214 |
|
| S4 |
1.0411 |
1.0563 |
1.1134 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1415 |
1.1126 |
0.0289 |
2.6% |
0.0137 |
1.2% |
58% |
False |
False |
257 |
| 10 |
1.1415 |
1.0923 |
0.0492 |
4.4% |
0.0158 |
1.4% |
75% |
False |
False |
281 |
| 20 |
1.1501 |
1.0863 |
0.0638 |
5.6% |
0.0137 |
1.2% |
67% |
False |
False |
228 |
| 40 |
1.1501 |
1.0711 |
0.0790 |
7.0% |
0.0122 |
1.1% |
74% |
False |
False |
164 |
| 60 |
1.1501 |
1.0570 |
0.0931 |
8.2% |
0.0118 |
1.0% |
78% |
False |
False |
121 |
| 80 |
1.1501 |
1.0520 |
0.0981 |
8.7% |
0.0115 |
1.0% |
79% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1852 |
|
2.618 |
1.1648 |
|
1.618 |
1.1523 |
|
1.000 |
1.1446 |
|
0.618 |
1.1398 |
|
HIGH |
1.1321 |
|
0.618 |
1.1273 |
|
0.500 |
1.1259 |
|
0.382 |
1.1244 |
|
LOW |
1.1196 |
|
0.618 |
1.1119 |
|
1.000 |
1.1071 |
|
1.618 |
1.0994 |
|
2.618 |
1.0869 |
|
4.250 |
1.0665 |
|
|
| Fisher Pivots for day following 12-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1282 |
1.1306 |
| PP |
1.1270 |
1.1301 |
| S1 |
1.1259 |
1.1297 |
|