CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 14-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2015 |
14-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1142 |
1.1015 |
-0.0127 |
-1.1% |
1.1012 |
| High |
1.1207 |
1.1097 |
-0.0110 |
-1.0% |
1.1226 |
| Low |
1.1003 |
1.0974 |
-0.0029 |
-0.3% |
1.0927 |
| Close |
1.1007 |
1.1018 |
0.0011 |
0.1% |
1.1138 |
| Range |
0.0204 |
0.0123 |
-0.0081 |
-39.7% |
0.0299 |
| ATR |
0.0148 |
0.0146 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
254,149 |
192,394 |
-61,755 |
-24.3% |
1,203,486 |
|
| Daily Pivots for day following 14-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1399 |
1.1331 |
1.1086 |
|
| R3 |
1.1276 |
1.1208 |
1.1052 |
|
| R2 |
1.1153 |
1.1153 |
1.1041 |
|
| R1 |
1.1085 |
1.1085 |
1.1029 |
1.1119 |
| PP |
1.1030 |
1.1030 |
1.1030 |
1.1047 |
| S1 |
1.0962 |
1.0962 |
1.1007 |
1.0996 |
| S2 |
1.0907 |
1.0907 |
1.0995 |
|
| S3 |
1.0784 |
1.0839 |
1.0984 |
|
| S4 |
1.0661 |
1.0716 |
1.0950 |
|
|
| 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 |
1.0974 |
0.0252 |
2.3% |
0.0151 |
1.4% |
17% |
False |
True |
222,951 |
| 10 |
1.1256 |
1.0927 |
0.0329 |
3.0% |
0.0139 |
1.3% |
28% |
False |
False |
228,004 |
| 20 |
1.1450 |
1.0927 |
0.0523 |
4.7% |
0.0138 |
1.3% |
17% |
False |
False |
228,990 |
| 40 |
1.1467 |
1.0837 |
0.0630 |
5.7% |
0.0145 |
1.3% |
29% |
False |
False |
144,274 |
| 60 |
1.1485 |
1.0687 |
0.0798 |
7.2% |
0.0142 |
1.3% |
41% |
False |
False |
96,745 |
| 80 |
1.1485 |
1.0545 |
0.0940 |
8.5% |
0.0140 |
1.3% |
50% |
False |
False |
72,767 |
| 100 |
1.1485 |
1.0494 |
0.0991 |
9.0% |
0.0141 |
1.3% |
53% |
False |
False |
58,271 |
| 120 |
1.1560 |
1.0494 |
0.1066 |
9.7% |
0.0135 |
1.2% |
49% |
False |
False |
48,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1620 |
|
2.618 |
1.1419 |
|
1.618 |
1.1296 |
|
1.000 |
1.1220 |
|
0.618 |
1.1173 |
|
HIGH |
1.1097 |
|
0.618 |
1.1050 |
|
0.500 |
1.1036 |
|
0.382 |
1.1021 |
|
LOW |
1.0974 |
|
0.618 |
1.0898 |
|
1.000 |
1.0851 |
|
1.618 |
1.0775 |
|
2.618 |
1.0652 |
|
4.250 |
1.0451 |
|
|
| Fisher Pivots for day following 14-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1036 |
1.1100 |
| PP |
1.1030 |
1.1073 |
| S1 |
1.1024 |
1.1045 |
|