CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 15-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2015 |
15-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1015 |
1.1018 |
0.0003 |
0.0% |
1.1012 |
| High |
1.1097 |
1.1044 |
-0.0053 |
-0.5% |
1.1226 |
| Low |
1.0974 |
1.0938 |
-0.0036 |
-0.3% |
1.0927 |
| Close |
1.1018 |
1.0957 |
-0.0061 |
-0.6% |
1.1138 |
| Range |
0.0123 |
0.0106 |
-0.0017 |
-13.8% |
0.0299 |
| ATR |
0.0146 |
0.0143 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
192,394 |
189,823 |
-2,571 |
-1.3% |
1,203,486 |
|
| Daily Pivots for day following 15-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1298 |
1.1233 |
1.1015 |
|
| R3 |
1.1192 |
1.1127 |
1.0986 |
|
| R2 |
1.1086 |
1.1086 |
1.0976 |
|
| R1 |
1.1021 |
1.1021 |
1.0967 |
1.1001 |
| PP |
1.0980 |
1.0980 |
1.0980 |
1.0969 |
| S1 |
1.0915 |
1.0915 |
1.0947 |
1.0895 |
| S2 |
1.0874 |
1.0874 |
1.0938 |
|
| S3 |
1.0768 |
1.0809 |
1.0928 |
|
| S4 |
1.0662 |
1.0703 |
1.0899 |
|
|
| 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 |
1.0938 |
0.0288 |
2.6% |
0.0148 |
1.4% |
7% |
False |
True |
217,829 |
| 10 |
1.1226 |
1.0927 |
0.0299 |
2.7% |
0.0136 |
1.2% |
10% |
False |
False |
221,699 |
| 20 |
1.1450 |
1.0927 |
0.0523 |
4.8% |
0.0137 |
1.3% |
6% |
False |
False |
229,007 |
| 40 |
1.1450 |
1.0837 |
0.0613 |
5.6% |
0.0144 |
1.3% |
20% |
False |
False |
148,956 |
| 60 |
1.1485 |
1.0687 |
0.0798 |
7.3% |
0.0142 |
1.3% |
34% |
False |
False |
99,897 |
| 80 |
1.1485 |
1.0545 |
0.0940 |
8.6% |
0.0139 |
1.3% |
44% |
False |
False |
75,132 |
| 100 |
1.1485 |
1.0494 |
0.0991 |
9.0% |
0.0141 |
1.3% |
47% |
False |
False |
60,169 |
| 120 |
1.1560 |
1.0494 |
0.1066 |
9.7% |
0.0134 |
1.2% |
43% |
False |
False |
50,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1495 |
|
2.618 |
1.1322 |
|
1.618 |
1.1216 |
|
1.000 |
1.1150 |
|
0.618 |
1.1110 |
|
HIGH |
1.1044 |
|
0.618 |
1.1004 |
|
0.500 |
1.0991 |
|
0.382 |
1.0978 |
|
LOW |
1.0938 |
|
0.618 |
1.0872 |
|
1.000 |
1.0832 |
|
1.618 |
1.0766 |
|
2.618 |
1.0660 |
|
4.250 |
1.0488 |
|
|
| Fisher Pivots for day following 15-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0991 |
1.1073 |
| PP |
1.0980 |
1.1034 |
| S1 |
1.0968 |
1.0996 |
|