CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 09-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2015 |
09-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1020 |
1.1094 |
0.0074 |
0.7% |
1.1009 |
| High |
1.1117 |
1.1138 |
0.0021 |
0.2% |
1.1307 |
| Low |
1.1003 |
1.1020 |
0.0017 |
0.2% |
1.0983 |
| Close |
1.1088 |
1.1039 |
-0.0049 |
-0.4% |
1.1113 |
| Range |
0.0114 |
0.0118 |
0.0004 |
3.5% |
0.0324 |
| ATR |
0.0129 |
0.0129 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
370 |
613 |
243 |
65.7% |
2,417 |
|
| Daily Pivots for day following 09-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1420 |
1.1347 |
1.1104 |
|
| R3 |
1.1302 |
1.1229 |
1.1071 |
|
| R2 |
1.1184 |
1.1184 |
1.1061 |
|
| R1 |
1.1111 |
1.1111 |
1.1050 |
1.1089 |
| PP |
1.1066 |
1.1066 |
1.1066 |
1.1054 |
| S1 |
1.0993 |
1.0993 |
1.1028 |
1.0971 |
| S2 |
1.0948 |
1.0948 |
1.1017 |
|
| S3 |
1.0830 |
1.0875 |
1.1007 |
|
| S4 |
1.0712 |
1.0757 |
1.0974 |
|
|
| 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 |
1.1148 |
1.0947 |
0.0201 |
1.8% |
0.0117 |
1.1% |
46% |
False |
False |
426 |
| 10 |
1.1307 |
1.0947 |
0.0360 |
3.3% |
0.0130 |
1.2% |
26% |
False |
False |
517 |
| 20 |
1.1462 |
1.0947 |
0.0515 |
4.7% |
0.0123 |
1.1% |
18% |
False |
False |
451 |
| 40 |
1.1501 |
1.0863 |
0.0638 |
5.8% |
0.0130 |
1.2% |
28% |
False |
False |
335 |
| 60 |
1.1501 |
1.0618 |
0.0883 |
8.0% |
0.0123 |
1.1% |
48% |
False |
False |
254 |
| 80 |
1.1501 |
1.0570 |
0.0931 |
8.4% |
0.0124 |
1.1% |
50% |
False |
False |
199 |
| 100 |
1.1501 |
1.0520 |
0.0981 |
8.9% |
0.0115 |
1.0% |
53% |
False |
False |
163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1640 |
|
2.618 |
1.1447 |
|
1.618 |
1.1329 |
|
1.000 |
1.1256 |
|
0.618 |
1.1211 |
|
HIGH |
1.1138 |
|
0.618 |
1.1093 |
|
0.500 |
1.1079 |
|
0.382 |
1.1065 |
|
LOW |
1.1020 |
|
0.618 |
1.0947 |
|
1.000 |
1.0902 |
|
1.618 |
1.0829 |
|
2.618 |
1.0711 |
|
4.250 |
1.0519 |
|
|
| Fisher Pivots for day following 09-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1079 |
1.1043 |
| PP |
1.1066 |
1.1041 |
| S1 |
1.1052 |
1.1040 |
|