CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 10-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2015 |
10-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1084 |
1.1053 |
-0.0031 |
-0.3% |
1.1012 |
| High |
1.1136 |
1.1226 |
0.0090 |
0.8% |
1.1226 |
| Low |
1.1001 |
1.1053 |
0.0052 |
0.5% |
1.0927 |
| Close |
1.1022 |
1.1138 |
0.0116 |
1.1% |
1.1138 |
| Range |
0.0135 |
0.0173 |
0.0038 |
28.1% |
0.0299 |
| ATR |
0.0139 |
0.0144 |
0.0005 |
3.3% |
0.0000 |
| Volume |
172,849 |
279,930 |
107,081 |
62.0% |
1,203,486 |
|
| Daily Pivots for day following 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1658 |
1.1571 |
1.1233 |
|
| R3 |
1.1485 |
1.1398 |
1.1186 |
|
| R2 |
1.1312 |
1.1312 |
1.1170 |
|
| R1 |
1.1225 |
1.1225 |
1.1154 |
1.1269 |
| PP |
1.1139 |
1.1139 |
1.1139 |
1.1161 |
| S1 |
1.1052 |
1.1052 |
1.1122 |
1.1096 |
| S2 |
1.0966 |
1.0966 |
1.1106 |
|
| S3 |
1.0793 |
1.0879 |
1.1090 |
|
| S4 |
1.0620 |
1.0706 |
1.1043 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1994 |
1.1865 |
1.1302 |
|
| R3 |
1.1695 |
1.1566 |
1.1220 |
|
| R2 |
1.1396 |
1.1396 |
1.1193 |
|
| R1 |
1.1267 |
1.1267 |
1.1165 |
1.1332 |
| PP |
1.1097 |
1.1097 |
1.1097 |
1.1129 |
| S1 |
1.0968 |
1.0968 |
1.1111 |
1.1033 |
| S2 |
1.0798 |
1.0798 |
1.1083 |
|
| S3 |
1.0499 |
1.0669 |
1.1056 |
|
| S4 |
1.0200 |
1.0370 |
1.0974 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1226 |
1.0927 |
0.0299 |
2.7% |
0.0141 |
1.3% |
71% |
True |
False |
240,697 |
| 10 |
1.1292 |
1.0927 |
0.0365 |
3.3% |
0.0148 |
1.3% |
58% |
False |
False |
238,832 |
| 20 |
1.1450 |
1.0927 |
0.0523 |
4.7% |
0.0135 |
1.2% |
40% |
False |
False |
232,791 |
| 40 |
1.1485 |
1.0837 |
0.0648 |
5.8% |
0.0143 |
1.3% |
46% |
False |
False |
133,235 |
| 60 |
1.1485 |
1.0653 |
0.0832 |
7.5% |
0.0141 |
1.3% |
58% |
False |
False |
89,330 |
| 80 |
1.1485 |
1.0545 |
0.0940 |
8.4% |
0.0142 |
1.3% |
63% |
False |
False |
67,205 |
| 100 |
1.1485 |
1.0494 |
0.0991 |
8.9% |
0.0140 |
1.3% |
65% |
False |
False |
53,806 |
| 120 |
1.1649 |
1.0494 |
0.1155 |
10.4% |
0.0135 |
1.2% |
56% |
False |
False |
44,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1961 |
|
2.618 |
1.1679 |
|
1.618 |
1.1506 |
|
1.000 |
1.1399 |
|
0.618 |
1.1333 |
|
HIGH |
1.1226 |
|
0.618 |
1.1160 |
|
0.500 |
1.1140 |
|
0.382 |
1.1119 |
|
LOW |
1.1053 |
|
0.618 |
1.0946 |
|
1.000 |
1.0880 |
|
1.618 |
1.0773 |
|
2.618 |
1.0600 |
|
4.250 |
1.0318 |
|
|
| Fisher Pivots for day following 10-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1140 |
1.1127 |
| PP |
1.1139 |
1.1116 |
| S1 |
1.1139 |
1.1106 |
|