CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 18-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2015 |
18-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1295 |
1.1371 |
0.0076 |
0.7% |
1.1139 |
| High |
1.1380 |
1.1462 |
0.0082 |
0.7% |
1.1415 |
| Low |
1.1259 |
1.1370 |
0.0111 |
1.0% |
1.1126 |
| Close |
1.1364 |
1.1400 |
0.0036 |
0.3% |
1.1293 |
| Range |
0.0121 |
0.0092 |
-0.0029 |
-24.0% |
0.0289 |
| ATR |
0.0132 |
0.0129 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
311 |
631 |
320 |
102.9% |
1,286 |
|
| Daily Pivots for day following 18-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1687 |
1.1635 |
1.1451 |
|
| R3 |
1.1595 |
1.1543 |
1.1425 |
|
| R2 |
1.1503 |
1.1503 |
1.1417 |
|
| R1 |
1.1451 |
1.1451 |
1.1408 |
1.1477 |
| PP |
1.1411 |
1.1411 |
1.1411 |
1.1424 |
| S1 |
1.1359 |
1.1359 |
1.1392 |
1.1385 |
| S2 |
1.1319 |
1.1319 |
1.1383 |
|
| S3 |
1.1227 |
1.1267 |
1.1375 |
|
| S4 |
1.1135 |
1.1175 |
1.1349 |
|
|
| 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 |
1.1462 |
1.1196 |
0.0266 |
2.3% |
0.0109 |
1.0% |
77% |
True |
False |
324 |
| 10 |
1.1462 |
1.1085 |
0.0377 |
3.3% |
0.0131 |
1.1% |
84% |
True |
False |
316 |
| 20 |
1.1462 |
1.0863 |
0.0599 |
5.3% |
0.0131 |
1.1% |
90% |
True |
False |
259 |
| 40 |
1.1501 |
1.0711 |
0.0790 |
6.9% |
0.0125 |
1.1% |
87% |
False |
False |
195 |
| 60 |
1.1501 |
1.0570 |
0.0931 |
8.2% |
0.0117 |
1.0% |
89% |
False |
False |
141 |
| 80 |
1.1501 |
1.0520 |
0.0981 |
8.6% |
0.0119 |
1.0% |
90% |
False |
False |
114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1853 |
|
2.618 |
1.1703 |
|
1.618 |
1.1611 |
|
1.000 |
1.1554 |
|
0.618 |
1.1519 |
|
HIGH |
1.1462 |
|
0.618 |
1.1427 |
|
0.500 |
1.1416 |
|
0.382 |
1.1405 |
|
LOW |
1.1370 |
|
0.618 |
1.1313 |
|
1.000 |
1.1278 |
|
1.618 |
1.1221 |
|
2.618 |
1.1129 |
|
4.250 |
1.0979 |
|
|
| Fisher Pivots for day following 18-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1416 |
1.1385 |
| PP |
1.1411 |
1.1370 |
| S1 |
1.1405 |
1.1355 |
|