CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 07-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2015 |
07-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1124 |
1.1069 |
-0.0055 |
-0.5% |
1.1009 |
| High |
1.1143 |
1.1075 |
-0.0068 |
-0.6% |
1.1307 |
| Low |
1.1000 |
1.0947 |
-0.0053 |
-0.5% |
1.0983 |
| Close |
1.1075 |
1.1003 |
-0.0072 |
-0.7% |
1.1113 |
| Range |
0.0143 |
0.0128 |
-0.0015 |
-10.5% |
0.0324 |
| ATR |
0.0131 |
0.0131 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
355 |
524 |
169 |
47.6% |
2,417 |
|
| Daily Pivots for day following 07-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1392 |
1.1326 |
1.1073 |
|
| R3 |
1.1264 |
1.1198 |
1.1038 |
|
| R2 |
1.1136 |
1.1136 |
1.1026 |
|
| R1 |
1.1070 |
1.1070 |
1.1015 |
1.1039 |
| PP |
1.1008 |
1.1008 |
1.1008 |
1.0993 |
| S1 |
1.0942 |
1.0942 |
1.0991 |
1.0911 |
| S2 |
1.0880 |
1.0880 |
1.0980 |
|
| S3 |
1.0752 |
1.0814 |
1.0968 |
|
| S4 |
1.0624 |
1.0686 |
1.0933 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2106 |
1.1934 |
1.1291 |
|
| R3 |
1.1782 |
1.1610 |
1.1202 |
|
| R2 |
1.1458 |
1.1458 |
1.1172 |
|
| R1 |
1.1286 |
1.1286 |
1.1143 |
1.1372 |
| PP |
1.1134 |
1.1134 |
1.1134 |
1.1178 |
| S1 |
1.0962 |
1.0962 |
1.1083 |
1.1048 |
| S2 |
1.0810 |
1.0810 |
1.1054 |
|
| S3 |
1.0486 |
1.0638 |
1.1024 |
|
| S4 |
1.0162 |
1.0314 |
1.0935 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1272 |
1.0947 |
0.0325 |
3.0% |
0.0120 |
1.1% |
17% |
False |
True |
586 |
| 10 |
1.1372 |
1.0947 |
0.0425 |
3.9% |
0.0135 |
1.2% |
13% |
False |
True |
504 |
| 20 |
1.1462 |
1.0947 |
0.0515 |
4.7% |
0.0123 |
1.1% |
11% |
False |
True |
422 |
| 40 |
1.1501 |
1.0863 |
0.0638 |
5.8% |
0.0128 |
1.2% |
22% |
False |
False |
315 |
| 60 |
1.1501 |
1.0570 |
0.0931 |
8.5% |
0.0123 |
1.1% |
47% |
False |
False |
239 |
| 80 |
1.1501 |
1.0553 |
0.0948 |
8.6% |
0.0124 |
1.1% |
47% |
False |
False |
187 |
| 100 |
1.1501 |
1.0520 |
0.0981 |
8.9% |
0.0113 |
1.0% |
49% |
False |
False |
155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1619 |
|
2.618 |
1.1410 |
|
1.618 |
1.1282 |
|
1.000 |
1.1203 |
|
0.618 |
1.1154 |
|
HIGH |
1.1075 |
|
0.618 |
1.1026 |
|
0.500 |
1.1011 |
|
0.382 |
1.0996 |
|
LOW |
1.0947 |
|
0.618 |
1.0868 |
|
1.000 |
1.0819 |
|
1.618 |
1.0740 |
|
2.618 |
1.0612 |
|
4.250 |
1.0403 |
|
|
| Fisher Pivots for day following 07-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1011 |
1.1048 |
| PP |
1.1008 |
1.1033 |
| S1 |
1.1006 |
1.1018 |
|