CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 08-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2015 |
08-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1069 |
1.1020 |
-0.0049 |
-0.4% |
1.1009 |
| High |
1.1075 |
1.1117 |
0.0042 |
0.4% |
1.1307 |
| Low |
1.0947 |
1.1003 |
0.0056 |
0.5% |
1.0983 |
| Close |
1.1003 |
1.1088 |
0.0085 |
0.8% |
1.1113 |
| Range |
0.0128 |
0.0114 |
-0.0014 |
-10.9% |
0.0324 |
| ATR |
0.0131 |
0.0129 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
524 |
370 |
-154 |
-29.4% |
2,417 |
|
| Daily Pivots for day following 08-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1411 |
1.1364 |
1.1151 |
|
| R3 |
1.1297 |
1.1250 |
1.1119 |
|
| R2 |
1.1183 |
1.1183 |
1.1109 |
|
| R1 |
1.1136 |
1.1136 |
1.1098 |
1.1160 |
| PP |
1.1069 |
1.1069 |
1.1069 |
1.1081 |
| S1 |
1.1022 |
1.1022 |
1.1078 |
1.1046 |
| S2 |
1.0955 |
1.0955 |
1.1067 |
|
| S3 |
1.0841 |
1.0908 |
1.1057 |
|
| S4 |
1.0727 |
1.0794 |
1.1025 |
|
|
| 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 |
1.1201 |
1.0947 |
0.0254 |
2.3% |
0.0118 |
1.1% |
56% |
False |
False |
457 |
| 10 |
1.1307 |
1.0947 |
0.0360 |
3.2% |
0.0125 |
1.1% |
39% |
False |
False |
506 |
| 20 |
1.1462 |
1.0947 |
0.0515 |
4.6% |
0.0123 |
1.1% |
27% |
False |
False |
426 |
| 40 |
1.1501 |
1.0863 |
0.0638 |
5.8% |
0.0130 |
1.2% |
35% |
False |
False |
321 |
| 60 |
1.1501 |
1.0580 |
0.0921 |
8.3% |
0.0124 |
1.1% |
55% |
False |
False |
245 |
| 80 |
1.1501 |
1.0570 |
0.0931 |
8.4% |
0.0124 |
1.1% |
56% |
False |
False |
192 |
| 100 |
1.1501 |
1.0520 |
0.0981 |
8.8% |
0.0114 |
1.0% |
58% |
False |
False |
157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1602 |
|
2.618 |
1.1415 |
|
1.618 |
1.1301 |
|
1.000 |
1.1231 |
|
0.618 |
1.1187 |
|
HIGH |
1.1117 |
|
0.618 |
1.1073 |
|
0.500 |
1.1060 |
|
0.382 |
1.1047 |
|
LOW |
1.1003 |
|
0.618 |
1.0933 |
|
1.000 |
1.0889 |
|
1.618 |
1.0819 |
|
2.618 |
1.0705 |
|
4.250 |
1.0519 |
|
|
| Fisher Pivots for day following 08-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1079 |
1.1074 |
| PP |
1.1069 |
1.1059 |
| S1 |
1.1060 |
1.1045 |
|