CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 13-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2015 |
13-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1053 |
1.1142 |
0.0089 |
0.8% |
1.1012 |
| High |
1.1226 |
1.1207 |
-0.0019 |
-0.2% |
1.1226 |
| Low |
1.1053 |
1.1003 |
-0.0050 |
-0.5% |
1.0927 |
| Close |
1.1138 |
1.1007 |
-0.0131 |
-1.2% |
1.1138 |
| Range |
0.0173 |
0.0204 |
0.0031 |
17.9% |
0.0299 |
| ATR |
0.0144 |
0.0148 |
0.0004 |
3.0% |
0.0000 |
| Volume |
279,930 |
254,149 |
-25,781 |
-9.2% |
1,203,486 |
|
| Daily Pivots for day following 13-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1684 |
1.1550 |
1.1119 |
|
| R3 |
1.1480 |
1.1346 |
1.1063 |
|
| R2 |
1.1276 |
1.1276 |
1.1044 |
|
| R1 |
1.1142 |
1.1142 |
1.1026 |
1.1107 |
| PP |
1.1072 |
1.1072 |
1.1072 |
1.1055 |
| S1 |
1.0938 |
1.0938 |
1.0988 |
1.0903 |
| S2 |
1.0868 |
1.0868 |
1.0970 |
|
| S3 |
1.0664 |
1.0734 |
1.0951 |
|
| S4 |
1.0460 |
1.0530 |
1.0895 |
|
|
| 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% |
0.0154 |
1.4% |
27% |
False |
False |
239,550 |
| 10 |
1.1292 |
1.0927 |
0.0365 |
3.3% |
0.0160 |
1.4% |
22% |
False |
False |
246,048 |
| 20 |
1.1450 |
1.0927 |
0.0523 |
4.8% |
0.0137 |
1.2% |
15% |
False |
False |
229,557 |
| 40 |
1.1485 |
1.0837 |
0.0648 |
5.9% |
0.0145 |
1.3% |
26% |
False |
False |
139,512 |
| 60 |
1.1485 |
1.0687 |
0.0798 |
7.2% |
0.0141 |
1.3% |
40% |
False |
False |
93,553 |
| 80 |
1.1485 |
1.0545 |
0.0940 |
8.5% |
0.0141 |
1.3% |
49% |
False |
False |
70,370 |
| 100 |
1.1485 |
1.0494 |
0.0991 |
9.0% |
0.0141 |
1.3% |
52% |
False |
False |
56,348 |
| 120 |
1.1580 |
1.0494 |
0.1086 |
9.9% |
0.0136 |
1.2% |
47% |
False |
False |
46,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2074 |
|
2.618 |
1.1741 |
|
1.618 |
1.1537 |
|
1.000 |
1.1411 |
|
0.618 |
1.1333 |
|
HIGH |
1.1207 |
|
0.618 |
1.1129 |
|
0.500 |
1.1105 |
|
0.382 |
1.1081 |
|
LOW |
1.1003 |
|
0.618 |
1.0877 |
|
1.000 |
1.0799 |
|
1.618 |
1.0673 |
|
2.618 |
1.0469 |
|
4.250 |
1.0136 |
|
|
| Fisher Pivots for day following 13-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1105 |
1.1114 |
| PP |
1.1072 |
1.1078 |
| S1 |
1.1040 |
1.1043 |
|