CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 09-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2015 |
09-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1008 |
1.1084 |
0.0076 |
0.7% |
1.1001 |
| High |
1.1104 |
1.1136 |
0.0032 |
0.3% |
1.1292 |
| Low |
1.0985 |
1.1001 |
0.0016 |
0.1% |
1.0962 |
| Close |
1.1071 |
1.1022 |
-0.0049 |
-0.4% |
1.1096 |
| Range |
0.0119 |
0.0135 |
0.0016 |
13.4% |
0.0330 |
| ATR |
0.0139 |
0.0139 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
215,436 |
172,849 |
-42,587 |
-19.8% |
1,002,852 |
|
| Daily Pivots for day following 09-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1458 |
1.1375 |
1.1096 |
|
| R3 |
1.1323 |
1.1240 |
1.1059 |
|
| R2 |
1.1188 |
1.1188 |
1.1047 |
|
| R1 |
1.1105 |
1.1105 |
1.1034 |
1.1079 |
| PP |
1.1053 |
1.1053 |
1.1053 |
1.1040 |
| S1 |
1.0970 |
1.0970 |
1.1010 |
1.0944 |
| S2 |
1.0918 |
1.0918 |
1.0997 |
|
| S3 |
1.0783 |
1.0835 |
1.0985 |
|
| S4 |
1.0648 |
1.0700 |
1.0948 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2107 |
1.1931 |
1.1278 |
|
| R3 |
1.1777 |
1.1601 |
1.1187 |
|
| R2 |
1.1447 |
1.1447 |
1.1157 |
|
| R1 |
1.1271 |
1.1271 |
1.1126 |
1.1359 |
| PP |
1.1117 |
1.1117 |
1.1117 |
1.1161 |
| S1 |
1.0941 |
1.0941 |
1.1066 |
1.1029 |
| S2 |
1.0787 |
1.0787 |
1.1036 |
|
| S3 |
1.0457 |
1.0611 |
1.1005 |
|
| S4 |
1.0127 |
1.0281 |
1.0915 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1136 |
1.0927 |
0.0209 |
1.9% |
0.0125 |
1.1% |
45% |
True |
False |
219,524 |
| 10 |
1.1292 |
1.0927 |
0.0365 |
3.3% |
0.0138 |
1.3% |
26% |
False |
False |
228,683 |
| 20 |
1.1450 |
1.0927 |
0.0523 |
4.7% |
0.0133 |
1.2% |
18% |
False |
False |
228,496 |
| 40 |
1.1485 |
1.0837 |
0.0648 |
5.9% |
0.0143 |
1.3% |
29% |
False |
False |
126,261 |
| 60 |
1.1485 |
1.0595 |
0.0890 |
8.1% |
0.0140 |
1.3% |
48% |
False |
False |
84,684 |
| 80 |
1.1485 |
1.0545 |
0.0940 |
8.5% |
0.0145 |
1.3% |
51% |
False |
False |
63,710 |
| 100 |
1.1485 |
1.0494 |
0.0991 |
9.0% |
0.0138 |
1.3% |
53% |
False |
False |
51,008 |
| 120 |
1.1672 |
1.0494 |
0.1178 |
10.7% |
0.0134 |
1.2% |
45% |
False |
False |
42,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1710 |
|
2.618 |
1.1489 |
|
1.618 |
1.1354 |
|
1.000 |
1.1271 |
|
0.618 |
1.1219 |
|
HIGH |
1.1136 |
|
0.618 |
1.1084 |
|
0.500 |
1.1069 |
|
0.382 |
1.1053 |
|
LOW |
1.1001 |
|
0.618 |
1.0918 |
|
1.000 |
1.0866 |
|
1.618 |
1.0783 |
|
2.618 |
1.0648 |
|
4.250 |
1.0427 |
|
|
| Fisher Pivots for day following 09-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1069 |
1.1032 |
| PP |
1.1053 |
1.1028 |
| S1 |
1.1038 |
1.1025 |
|