CME Euro FX (E) Future September 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 |
1.1242 |
1.1144 |
-0.0098 |
-0.9% |
1.1380 |
| High |
1.1256 |
1.1187 |
-0.0069 |
-0.6% |
1.1424 |
| Low |
1.1124 |
1.1054 |
-0.0070 |
-0.6% |
1.1141 |
| Close |
1.1156 |
1.1059 |
-0.0097 |
-0.9% |
1.1172 |
| Range |
0.0132 |
0.0133 |
0.0001 |
0.8% |
0.0283 |
| ATR |
0.0146 |
0.0145 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
252,875 |
203,073 |
-49,802 |
-19.7% |
1,050,657 |
|
| Daily Pivots for day following 01-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1499 |
1.1412 |
1.1132 |
|
| R3 |
1.1366 |
1.1279 |
1.1096 |
|
| R2 |
1.1233 |
1.1233 |
1.1083 |
|
| R1 |
1.1146 |
1.1146 |
1.1071 |
1.1123 |
| PP |
1.1100 |
1.1100 |
1.1100 |
1.1089 |
| S1 |
1.1013 |
1.1013 |
1.1047 |
1.0990 |
| S2 |
1.0967 |
1.0967 |
1.1035 |
|
| S3 |
1.0834 |
1.0880 |
1.1022 |
|
| S4 |
1.0701 |
1.0747 |
1.0986 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2095 |
1.1916 |
1.1328 |
|
| R3 |
1.1812 |
1.1633 |
1.1250 |
|
| R2 |
1.1529 |
1.1529 |
1.1224 |
|
| R1 |
1.1350 |
1.1350 |
1.1198 |
1.1298 |
| PP |
1.1246 |
1.1246 |
1.1246 |
1.1220 |
| S1 |
1.1067 |
1.1067 |
1.1146 |
1.1015 |
| S2 |
1.0963 |
1.0963 |
1.1120 |
|
| S3 |
1.0680 |
1.0784 |
1.1094 |
|
| S4 |
1.0397 |
1.0501 |
1.1016 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1292 |
1.0962 |
0.0330 |
3.0% |
0.0152 |
1.4% |
29% |
False |
False |
237,843 |
| 10 |
1.1450 |
1.0962 |
0.0488 |
4.4% |
0.0137 |
1.2% |
20% |
False |
False |
231,473 |
| 20 |
1.1450 |
1.0962 |
0.0488 |
4.4% |
0.0146 |
1.3% |
20% |
False |
False |
192,546 |
| 40 |
1.1485 |
1.0837 |
0.0648 |
5.9% |
0.0144 |
1.3% |
34% |
False |
False |
99,111 |
| 60 |
1.1485 |
1.0545 |
0.0940 |
8.5% |
0.0141 |
1.3% |
55% |
False |
False |
66,450 |
| 80 |
1.1485 |
1.0494 |
0.0991 |
9.0% |
0.0148 |
1.3% |
57% |
False |
False |
50,016 |
| 100 |
1.1485 |
1.0494 |
0.0991 |
9.0% |
0.0136 |
1.2% |
57% |
False |
False |
40,034 |
| 120 |
1.1900 |
1.0494 |
0.1406 |
12.7% |
0.0134 |
1.2% |
40% |
False |
False |
33,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1752 |
|
2.618 |
1.1535 |
|
1.618 |
1.1402 |
|
1.000 |
1.1320 |
|
0.618 |
1.1269 |
|
HIGH |
1.1187 |
|
0.618 |
1.1136 |
|
0.500 |
1.1121 |
|
0.382 |
1.1105 |
|
LOW |
1.1054 |
|
0.618 |
1.0972 |
|
1.000 |
1.0921 |
|
1.618 |
1.0839 |
|
2.618 |
1.0706 |
|
4.250 |
1.0489 |
|
|
| Fisher Pivots for day following 01-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1121 |
1.1127 |
| PP |
1.1100 |
1.1104 |
| S1 |
1.1080 |
1.1082 |
|