CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 02-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2015 |
02-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1144 |
1.1064 |
-0.0080 |
-0.7% |
1.1380 |
| High |
1.1187 |
1.1134 |
-0.0053 |
-0.5% |
1.1424 |
| Low |
1.1054 |
1.1043 |
-0.0011 |
-0.1% |
1.1141 |
| Close |
1.1059 |
1.1096 |
0.0037 |
0.3% |
1.1172 |
| Range |
0.0133 |
0.0091 |
-0.0042 |
-31.6% |
0.0283 |
| ATR |
0.0145 |
0.0141 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
203,073 |
174,067 |
-29,006 |
-14.3% |
1,050,657 |
|
| Daily Pivots for day following 02-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1364 |
1.1321 |
1.1146 |
|
| R3 |
1.1273 |
1.1230 |
1.1121 |
|
| R2 |
1.1182 |
1.1182 |
1.1113 |
|
| R1 |
1.1139 |
1.1139 |
1.1104 |
1.1161 |
| PP |
1.1091 |
1.1091 |
1.1091 |
1.1102 |
| S1 |
1.1048 |
1.1048 |
1.1088 |
1.1070 |
| S2 |
1.1000 |
1.1000 |
1.1079 |
|
| S3 |
1.0909 |
1.0957 |
1.1071 |
|
| S4 |
1.0818 |
1.0866 |
1.1046 |
|
|
| 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% |
0.0155 |
1.4% |
41% |
False |
False |
236,967 |
| 10 |
1.1424 |
1.0962 |
0.0462 |
4.2% |
0.0135 |
1.2% |
29% |
False |
False |
221,967 |
| 20 |
1.1450 |
1.0962 |
0.0488 |
4.4% |
0.0143 |
1.3% |
27% |
False |
False |
200,441 |
| 40 |
1.1485 |
1.0837 |
0.0648 |
5.8% |
0.0142 |
1.3% |
40% |
False |
False |
103,425 |
| 60 |
1.1485 |
1.0545 |
0.0940 |
8.5% |
0.0140 |
1.3% |
59% |
False |
False |
69,340 |
| 80 |
1.1485 |
1.0494 |
0.0991 |
8.9% |
0.0146 |
1.3% |
61% |
False |
False |
52,189 |
| 100 |
1.1485 |
1.0494 |
0.0991 |
8.9% |
0.0136 |
1.2% |
61% |
False |
False |
41,774 |
| 120 |
1.1877 |
1.0494 |
0.1383 |
12.5% |
0.0134 |
1.2% |
44% |
False |
False |
34,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1521 |
|
2.618 |
1.1372 |
|
1.618 |
1.1281 |
|
1.000 |
1.1225 |
|
0.618 |
1.1190 |
|
HIGH |
1.1134 |
|
0.618 |
1.1099 |
|
0.500 |
1.1089 |
|
0.382 |
1.1078 |
|
LOW |
1.1043 |
|
0.618 |
1.0987 |
|
1.000 |
1.0952 |
|
1.618 |
1.0896 |
|
2.618 |
1.0805 |
|
4.250 |
1.0656 |
|
|
| Fisher Pivots for day following 02-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1094 |
1.1150 |
| PP |
1.1091 |
1.1132 |
| S1 |
1.1089 |
1.1114 |
|