CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 23-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2015 |
23-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1388 |
1.1372 |
-0.0016 |
-0.1% |
1.1250 |
| High |
1.1440 |
1.1372 |
-0.0068 |
-0.6% |
1.1462 |
| Low |
1.1351 |
1.1162 |
-0.0189 |
-1.7% |
1.1235 |
| Close |
1.1367 |
1.1197 |
-0.0170 |
-1.5% |
1.1383 |
| Range |
0.0089 |
0.0210 |
0.0121 |
136.0% |
0.0227 |
| ATR |
0.0125 |
0.0132 |
0.0006 |
4.8% |
0.0000 |
| Volume |
414 |
357 |
-57 |
-13.8% |
2,098 |
|
| Daily Pivots for day following 23-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1874 |
1.1745 |
1.1313 |
|
| R3 |
1.1664 |
1.1535 |
1.1255 |
|
| R2 |
1.1454 |
1.1454 |
1.1236 |
|
| R1 |
1.1325 |
1.1325 |
1.1216 |
1.1285 |
| PP |
1.1244 |
1.1244 |
1.1244 |
1.1223 |
| S1 |
1.1115 |
1.1115 |
1.1178 |
1.1075 |
| S2 |
1.1034 |
1.1034 |
1.1159 |
|
| S3 |
1.0824 |
1.0905 |
1.1139 |
|
| S4 |
1.0614 |
1.0695 |
1.1082 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2041 |
1.1939 |
1.1508 |
|
| R3 |
1.1814 |
1.1712 |
1.1445 |
|
| R2 |
1.1587 |
1.1587 |
1.1425 |
|
| R1 |
1.1485 |
1.1485 |
1.1404 |
1.1536 |
| PP |
1.1360 |
1.1360 |
1.1360 |
1.1386 |
| S1 |
1.1258 |
1.1258 |
1.1362 |
1.1309 |
| S2 |
1.1133 |
1.1133 |
1.1341 |
|
| S3 |
1.0906 |
1.1031 |
1.1321 |
|
| S4 |
1.0679 |
1.0804 |
1.1258 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1462 |
1.1162 |
0.0300 |
2.7% |
0.0126 |
1.1% |
12% |
False |
True |
487 |
| 10 |
1.1462 |
1.1162 |
0.0300 |
2.7% |
0.0120 |
1.1% |
12% |
False |
True |
347 |
| 20 |
1.1462 |
1.0863 |
0.0599 |
5.3% |
0.0133 |
1.2% |
56% |
False |
False |
309 |
| 40 |
1.1501 |
1.0863 |
0.0638 |
5.7% |
0.0128 |
1.1% |
52% |
False |
False |
228 |
| 60 |
1.1501 |
1.0570 |
0.0931 |
8.3% |
0.0118 |
1.1% |
67% |
False |
False |
165 |
| 80 |
1.1501 |
1.0520 |
0.0981 |
8.8% |
0.0121 |
1.1% |
69% |
False |
False |
133 |
| 100 |
1.1542 |
1.0520 |
0.1022 |
9.1% |
0.0107 |
1.0% |
66% |
False |
False |
109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2265 |
|
2.618 |
1.1922 |
|
1.618 |
1.1712 |
|
1.000 |
1.1582 |
|
0.618 |
1.1502 |
|
HIGH |
1.1372 |
|
0.618 |
1.1292 |
|
0.500 |
1.1267 |
|
0.382 |
1.1242 |
|
LOW |
1.1162 |
|
0.618 |
1.1032 |
|
1.000 |
1.0952 |
|
1.618 |
1.0822 |
|
2.618 |
1.0612 |
|
4.250 |
1.0270 |
|
|
| Fisher Pivots for day following 23-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1267 |
1.1303 |
| PP |
1.1244 |
1.1268 |
| S1 |
1.1220 |
1.1232 |
|