CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 01-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2015 |
01-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1258 |
1.1167 |
-0.0091 |
-0.8% |
1.1388 |
| High |
1.1272 |
1.1201 |
-0.0071 |
-0.6% |
1.1440 |
| Low |
1.1148 |
1.1076 |
-0.0072 |
-0.6% |
1.1162 |
| Close |
1.1173 |
1.1076 |
-0.0097 |
-0.9% |
1.1189 |
| Range |
0.0124 |
0.0125 |
0.0001 |
0.8% |
0.0278 |
| ATR |
0.0134 |
0.0134 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
1,015 |
771 |
-244 |
-24.0% |
2,167 |
|
| Daily Pivots for day following 01-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1493 |
1.1409 |
1.1145 |
|
| R3 |
1.1368 |
1.1284 |
1.1110 |
|
| R2 |
1.1243 |
1.1243 |
1.1099 |
|
| R1 |
1.1159 |
1.1159 |
1.1087 |
1.1139 |
| PP |
1.1118 |
1.1118 |
1.1118 |
1.1107 |
| S1 |
1.1034 |
1.1034 |
1.1065 |
1.1014 |
| S2 |
1.0993 |
1.0993 |
1.1053 |
|
| S3 |
1.0868 |
1.0909 |
1.1042 |
|
| S4 |
1.0743 |
1.0784 |
1.1007 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2098 |
1.1921 |
1.1342 |
|
| R3 |
1.1820 |
1.1643 |
1.1265 |
|
| R2 |
1.1542 |
1.1542 |
1.1240 |
|
| R1 |
1.1365 |
1.1365 |
1.1214 |
1.1315 |
| PP |
1.1264 |
1.1264 |
1.1264 |
1.1238 |
| S1 |
1.1087 |
1.1087 |
1.1164 |
1.1037 |
| S2 |
1.0986 |
1.0986 |
1.1138 |
|
| S3 |
1.0708 |
1.0809 |
1.1113 |
|
| S4 |
1.0430 |
1.0531 |
1.1036 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1307 |
1.0983 |
0.0324 |
2.9% |
0.0144 |
1.3% |
29% |
False |
False |
608 |
| 10 |
1.1462 |
1.0983 |
0.0479 |
4.3% |
0.0129 |
1.2% |
19% |
False |
False |
567 |
| 20 |
1.1462 |
1.0983 |
0.0479 |
4.3% |
0.0133 |
1.2% |
19% |
False |
False |
417 |
| 40 |
1.1501 |
1.0863 |
0.0638 |
5.8% |
0.0129 |
1.2% |
33% |
False |
False |
302 |
| 60 |
1.1501 |
1.0570 |
0.0931 |
8.4% |
0.0123 |
1.1% |
54% |
False |
False |
221 |
| 80 |
1.1501 |
1.0520 |
0.0981 |
8.9% |
0.0125 |
1.1% |
57% |
False |
False |
175 |
| 100 |
1.1501 |
1.0520 |
0.0981 |
8.9% |
0.0111 |
1.0% |
57% |
False |
False |
143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1732 |
|
2.618 |
1.1528 |
|
1.618 |
1.1403 |
|
1.000 |
1.1326 |
|
0.618 |
1.1278 |
|
HIGH |
1.1201 |
|
0.618 |
1.1153 |
|
0.500 |
1.1139 |
|
0.382 |
1.1124 |
|
LOW |
1.1076 |
|
0.618 |
1.0999 |
|
1.000 |
1.0951 |
|
1.618 |
1.0874 |
|
2.618 |
1.0749 |
|
4.250 |
1.0545 |
|
|
| Fisher Pivots for day following 01-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1139 |
1.1145 |
| PP |
1.1118 |
1.1122 |
| S1 |
1.1097 |
1.1099 |
|