CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 17-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2015 |
17-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1307 |
1.1295 |
-0.0012 |
-0.1% |
1.1139 |
| High |
1.1363 |
1.1380 |
0.0017 |
0.1% |
1.1415 |
| Low |
1.1248 |
1.1259 |
0.0011 |
0.1% |
1.1126 |
| Close |
1.1272 |
1.1364 |
0.0092 |
0.8% |
1.1293 |
| Range |
0.0115 |
0.0121 |
0.0006 |
5.2% |
0.0289 |
| ATR |
0.0132 |
0.0132 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
191 |
311 |
120 |
62.8% |
1,286 |
|
| Daily Pivots for day following 17-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1697 |
1.1652 |
1.1431 |
|
| R3 |
1.1576 |
1.1531 |
1.1397 |
|
| R2 |
1.1455 |
1.1455 |
1.1386 |
|
| R1 |
1.1410 |
1.1410 |
1.1375 |
1.1433 |
| PP |
1.1334 |
1.1334 |
1.1334 |
1.1346 |
| S1 |
1.1289 |
1.1289 |
1.1353 |
1.1312 |
| S2 |
1.1213 |
1.1213 |
1.1342 |
|
| S3 |
1.1092 |
1.1168 |
1.1331 |
|
| S4 |
1.0971 |
1.1047 |
1.1297 |
|
|
| 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 |
1.1380 |
1.1196 |
0.0184 |
1.6% |
0.0116 |
1.0% |
91% |
True |
False |
244 |
| 10 |
1.1415 |
1.1085 |
0.0330 |
2.9% |
0.0136 |
1.2% |
85% |
False |
False |
268 |
| 20 |
1.1415 |
1.0863 |
0.0552 |
4.9% |
0.0130 |
1.1% |
91% |
False |
False |
240 |
| 40 |
1.1501 |
1.0711 |
0.0790 |
7.0% |
0.0125 |
1.1% |
83% |
False |
False |
180 |
| 60 |
1.1501 |
1.0570 |
0.0931 |
8.2% |
0.0117 |
1.0% |
85% |
False |
False |
131 |
| 80 |
1.1501 |
1.0520 |
0.0981 |
8.6% |
0.0118 |
1.0% |
86% |
False |
False |
106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1894 |
|
2.618 |
1.1697 |
|
1.618 |
1.1576 |
|
1.000 |
1.1501 |
|
0.618 |
1.1455 |
|
HIGH |
1.1380 |
|
0.618 |
1.1334 |
|
0.500 |
1.1320 |
|
0.382 |
1.1305 |
|
LOW |
1.1259 |
|
0.618 |
1.1184 |
|
1.000 |
1.1138 |
|
1.618 |
1.1063 |
|
2.618 |
1.0942 |
|
4.250 |
1.0745 |
|
|
| Fisher Pivots for day following 17-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1349 |
1.1345 |
| PP |
1.1334 |
1.1326 |
| S1 |
1.1320 |
1.1308 |
|