CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 22-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2015 |
22-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0830 |
1.0946 |
0.0116 |
1.1% |
1.1142 |
| High |
1.0977 |
1.0975 |
-0.0002 |
0.0% |
1.1207 |
| Low |
1.0820 |
1.0877 |
0.0057 |
0.5% |
1.0836 |
| Close |
1.0950 |
1.0912 |
-0.0038 |
-0.3% |
1.0857 |
| Range |
0.0157 |
0.0098 |
-0.0059 |
-37.6% |
0.0371 |
| ATR |
0.0133 |
0.0130 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
217,564 |
176,952 |
-40,612 |
-18.7% |
1,012,020 |
|
| Daily Pivots for day following 22-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1215 |
1.1162 |
1.0966 |
|
| R3 |
1.1117 |
1.1064 |
1.0939 |
|
| R2 |
1.1019 |
1.1019 |
1.0930 |
|
| R1 |
1.0966 |
1.0966 |
1.0921 |
1.0944 |
| PP |
1.0921 |
1.0921 |
1.0921 |
1.0910 |
| S1 |
1.0868 |
1.0868 |
1.0903 |
1.0846 |
| S2 |
1.0823 |
1.0823 |
1.0894 |
|
| S3 |
1.0725 |
1.0770 |
1.0885 |
|
| S4 |
1.0627 |
1.0672 |
1.0858 |
|
|
| 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 |
1.0977 |
1.0817 |
0.0160 |
1.5% |
0.0101 |
0.9% |
59% |
False |
False |
180,420 |
| 10 |
1.1226 |
1.0817 |
0.0409 |
3.7% |
0.0125 |
1.1% |
23% |
False |
False |
199,124 |
| 20 |
1.1292 |
1.0817 |
0.0475 |
4.4% |
0.0128 |
1.2% |
20% |
False |
False |
215,895 |
| 40 |
1.1450 |
1.0817 |
0.0633 |
5.8% |
0.0138 |
1.3% |
15% |
False |
False |
171,083 |
| 60 |
1.1485 |
1.0817 |
0.0668 |
6.1% |
0.0140 |
1.3% |
14% |
False |
False |
114,878 |
| 80 |
1.1485 |
1.0545 |
0.0940 |
8.6% |
0.0137 |
1.3% |
39% |
False |
False |
86,349 |
| 100 |
1.1485 |
1.0494 |
0.0991 |
9.1% |
0.0142 |
1.3% |
42% |
False |
False |
69,184 |
| 120 |
1.1560 |
1.0494 |
0.1066 |
9.8% |
0.0134 |
1.2% |
39% |
False |
False |
57,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1392 |
|
2.618 |
1.1232 |
|
1.618 |
1.1134 |
|
1.000 |
1.1073 |
|
0.618 |
1.1036 |
|
HIGH |
1.0975 |
|
0.618 |
1.0938 |
|
0.500 |
1.0926 |
|
0.382 |
1.0914 |
|
LOW |
1.0877 |
|
0.618 |
1.0816 |
|
1.000 |
1.0779 |
|
1.618 |
1.0718 |
|
2.618 |
1.0620 |
|
4.250 |
1.0461 |
|
|
| Fisher Pivots for day following 22-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0926 |
1.0907 |
| PP |
1.0921 |
1.0902 |
| S1 |
1.0917 |
1.0897 |
|