CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 15-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1295 |
1.1250 |
-0.0045 |
-0.4% |
1.1139 |
| High |
1.1321 |
1.1325 |
0.0004 |
0.0% |
1.1415 |
| Low |
1.1196 |
1.1235 |
0.0039 |
0.3% |
1.1126 |
| Close |
1.1293 |
1.1315 |
0.0022 |
0.2% |
1.1293 |
| Range |
0.0125 |
0.0090 |
-0.0035 |
-28.0% |
0.0289 |
| ATR |
0.0137 |
0.0134 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
251 |
240 |
-11 |
-4.4% |
1,286 |
|
| Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1562 |
1.1528 |
1.1365 |
|
| R3 |
1.1472 |
1.1438 |
1.1340 |
|
| R2 |
1.1382 |
1.1382 |
1.1332 |
|
| R1 |
1.1348 |
1.1348 |
1.1323 |
1.1365 |
| PP |
1.1292 |
1.1292 |
1.1292 |
1.1300 |
| S1 |
1.1258 |
1.1258 |
1.1307 |
1.1275 |
| S2 |
1.1202 |
1.1202 |
1.1299 |
|
| S3 |
1.1112 |
1.1168 |
1.1290 |
|
| S4 |
1.1022 |
1.1078 |
1.1266 |
|
|
| 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 |
1.1196 |
0.0219 |
1.9% |
0.0115 |
1.0% |
54% |
False |
False |
227 |
| 10 |
1.1415 |
1.0955 |
0.0460 |
4.1% |
0.0159 |
1.4% |
78% |
False |
False |
293 |
| 20 |
1.1480 |
1.0863 |
0.0617 |
5.5% |
0.0135 |
1.2% |
73% |
False |
False |
230 |
| 40 |
1.1501 |
1.0711 |
0.0790 |
7.0% |
0.0123 |
1.1% |
76% |
False |
False |
168 |
| 60 |
1.1501 |
1.0570 |
0.0931 |
8.2% |
0.0116 |
1.0% |
80% |
False |
False |
124 |
| 80 |
1.1501 |
1.0520 |
0.0981 |
8.7% |
0.0115 |
1.0% |
81% |
False |
False |
100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1708 |
|
2.618 |
1.1561 |
|
1.618 |
1.1471 |
|
1.000 |
1.1415 |
|
0.618 |
1.1381 |
|
HIGH |
1.1325 |
|
0.618 |
1.1291 |
|
0.500 |
1.1280 |
|
0.382 |
1.1269 |
|
LOW |
1.1235 |
|
0.618 |
1.1179 |
|
1.000 |
1.1145 |
|
1.618 |
1.1089 |
|
2.618 |
1.0999 |
|
4.250 |
1.0853 |
|
|
| Fisher Pivots for day following 15-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1303 |
1.1302 |
| PP |
1.1292 |
1.1288 |
| S1 |
1.1280 |
1.1275 |
|