CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 17-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2015 |
17-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0953 |
1.0884 |
-0.0069 |
-0.6% |
1.1142 |
| High |
1.0972 |
1.0916 |
-0.0056 |
-0.5% |
1.1207 |
| Low |
1.0864 |
1.0836 |
-0.0028 |
-0.3% |
1.0836 |
| Close |
1.0883 |
1.0857 |
-0.0026 |
-0.2% |
1.0857 |
| Range |
0.0108 |
0.0080 |
-0.0028 |
-25.9% |
0.0371 |
| ATR |
0.0141 |
0.0137 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
227,379 |
148,275 |
-79,104 |
-34.8% |
1,012,020 |
|
| Daily Pivots for day following 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1110 |
1.1063 |
1.0901 |
|
| R3 |
1.1030 |
1.0983 |
1.0879 |
|
| R2 |
1.0950 |
1.0950 |
1.0872 |
|
| R1 |
1.0903 |
1.0903 |
1.0864 |
1.0887 |
| PP |
1.0870 |
1.0870 |
1.0870 |
1.0861 |
| S1 |
1.0823 |
1.0823 |
1.0850 |
1.0807 |
| S2 |
1.0790 |
1.0790 |
1.0842 |
|
| S3 |
1.0710 |
1.0743 |
1.0835 |
|
| S4 |
1.0630 |
1.0663 |
1.0813 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2080 |
1.1839 |
1.1061 |
|
| R3 |
1.1709 |
1.1468 |
1.0959 |
|
| R2 |
1.1338 |
1.1338 |
1.0925 |
|
| R1 |
1.1097 |
1.1097 |
1.0891 |
1.1032 |
| PP |
1.0967 |
1.0967 |
1.0967 |
1.0934 |
| S1 |
1.0726 |
1.0726 |
1.0823 |
1.0661 |
| S2 |
1.0596 |
1.0596 |
1.0789 |
|
| S3 |
1.0225 |
1.0355 |
1.0755 |
|
| S4 |
0.9854 |
0.9984 |
1.0653 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1207 |
1.0836 |
0.0371 |
3.4% |
0.0124 |
1.1% |
6% |
False |
True |
202,404 |
| 10 |
1.1226 |
1.0836 |
0.0390 |
3.6% |
0.0133 |
1.2% |
5% |
False |
True |
221,550 |
| 20 |
1.1424 |
1.0836 |
0.0588 |
5.4% |
0.0134 |
1.2% |
4% |
False |
True |
221,759 |
| 40 |
1.1450 |
1.0836 |
0.0614 |
5.7% |
0.0141 |
1.3% |
3% |
False |
True |
158,203 |
| 60 |
1.1485 |
1.0690 |
0.0795 |
7.3% |
0.0141 |
1.3% |
21% |
False |
False |
106,138 |
| 80 |
1.1485 |
1.0545 |
0.0940 |
8.7% |
0.0138 |
1.3% |
33% |
False |
False |
79,801 |
| 100 |
1.1485 |
1.0494 |
0.0991 |
9.1% |
0.0142 |
1.3% |
37% |
False |
False |
63,924 |
| 120 |
1.1560 |
1.0494 |
0.1066 |
9.8% |
0.0133 |
1.2% |
34% |
False |
False |
53,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1256 |
|
2.618 |
1.1125 |
|
1.618 |
1.1045 |
|
1.000 |
1.0996 |
|
0.618 |
1.0965 |
|
HIGH |
1.0916 |
|
0.618 |
1.0885 |
|
0.500 |
1.0876 |
|
0.382 |
1.0867 |
|
LOW |
1.0836 |
|
0.618 |
1.0787 |
|
1.000 |
1.0756 |
|
1.618 |
1.0707 |
|
2.618 |
1.0627 |
|
4.250 |
1.0496 |
|
|
| Fisher Pivots for day following 17-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0876 |
1.0940 |
| PP |
1.0870 |
1.0912 |
| S1 |
1.0863 |
1.0885 |
|