CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 25-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2015 |
25-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1198 |
1.1231 |
0.0033 |
0.3% |
1.1250 |
| High |
1.1260 |
1.1251 |
-0.0009 |
-0.1% |
1.1462 |
| Low |
1.1191 |
1.1186 |
-0.0005 |
0.0% |
1.1235 |
| Close |
1.1235 |
1.1231 |
-0.0004 |
0.0% |
1.1383 |
| Range |
0.0069 |
0.0065 |
-0.0004 |
-5.8% |
0.0227 |
| ATR |
0.0127 |
0.0123 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
502 |
459 |
-43 |
-8.6% |
2,098 |
|
| Daily Pivots for day following 25-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1418 |
1.1389 |
1.1267 |
|
| R3 |
1.1353 |
1.1324 |
1.1249 |
|
| R2 |
1.1288 |
1.1288 |
1.1243 |
|
| R1 |
1.1259 |
1.1259 |
1.1237 |
1.1264 |
| PP |
1.1223 |
1.1223 |
1.1223 |
1.1225 |
| S1 |
1.1194 |
1.1194 |
1.1225 |
1.1199 |
| S2 |
1.1158 |
1.1158 |
1.1219 |
|
| S3 |
1.1093 |
1.1129 |
1.1213 |
|
| S4 |
1.1028 |
1.1064 |
1.1195 |
|
|
| 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 |
1.1444 |
1.1162 |
0.0282 |
2.5% |
0.0110 |
1.0% |
24% |
False |
False |
491 |
| 10 |
1.1462 |
1.1162 |
0.0300 |
2.7% |
0.0109 |
1.0% |
23% |
False |
False |
408 |
| 20 |
1.1462 |
1.0923 |
0.0539 |
4.8% |
0.0131 |
1.2% |
57% |
False |
False |
339 |
| 40 |
1.1501 |
1.0863 |
0.0638 |
5.7% |
0.0124 |
1.1% |
58% |
False |
False |
246 |
| 60 |
1.1501 |
1.0570 |
0.0931 |
8.3% |
0.0118 |
1.1% |
71% |
False |
False |
179 |
| 80 |
1.1501 |
1.0520 |
0.0981 |
8.7% |
0.0121 |
1.1% |
72% |
False |
False |
145 |
| 100 |
1.1535 |
1.0520 |
0.1015 |
9.0% |
0.0107 |
1.0% |
70% |
False |
False |
118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1527 |
|
2.618 |
1.1421 |
|
1.618 |
1.1356 |
|
1.000 |
1.1316 |
|
0.618 |
1.1291 |
|
HIGH |
1.1251 |
|
0.618 |
1.1226 |
|
0.500 |
1.1219 |
|
0.382 |
1.1211 |
|
LOW |
1.1186 |
|
0.618 |
1.1146 |
|
1.000 |
1.1121 |
|
1.618 |
1.1081 |
|
2.618 |
1.1016 |
|
4.250 |
1.0910 |
|
|
| Fisher Pivots for day following 25-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1227 |
1.1267 |
| PP |
1.1223 |
1.1255 |
| S1 |
1.1219 |
1.1243 |
|