CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 15-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2015 |
15-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1030 |
1.1018 |
-0.0012 |
-0.1% |
1.1124 |
| High |
1.1107 |
1.1059 |
-0.0048 |
-0.4% |
1.1236 |
| Low |
1.0994 |
1.0957 |
-0.0037 |
-0.3% |
1.0947 |
| Close |
1.1034 |
1.0973 |
-0.0061 |
-0.6% |
1.1154 |
| Range |
0.0113 |
0.0102 |
-0.0011 |
-9.7% |
0.0289 |
| ATR |
0.0136 |
0.0134 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
496 |
526 |
30 |
6.0% |
2,331 |
|
| Daily Pivots for day following 15-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1302 |
1.1240 |
1.1029 |
|
| R3 |
1.1200 |
1.1138 |
1.1001 |
|
| R2 |
1.1098 |
1.1098 |
1.0992 |
|
| R1 |
1.1036 |
1.1036 |
1.0982 |
1.1016 |
| PP |
1.0996 |
1.0996 |
1.0996 |
1.0987 |
| S1 |
1.0934 |
1.0934 |
1.0964 |
1.0914 |
| S2 |
1.0894 |
1.0894 |
1.0954 |
|
| S3 |
1.0792 |
1.0832 |
1.0945 |
|
| S4 |
1.0690 |
1.0730 |
1.0917 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1979 |
1.1856 |
1.1313 |
|
| R3 |
1.1690 |
1.1567 |
1.1233 |
|
| R2 |
1.1401 |
1.1401 |
1.1207 |
|
| R1 |
1.1278 |
1.1278 |
1.1180 |
1.1340 |
| PP |
1.1112 |
1.1112 |
1.1112 |
1.1143 |
| S1 |
1.0989 |
1.0989 |
1.1128 |
1.1051 |
| S2 |
1.0823 |
1.0823 |
1.1101 |
|
| S3 |
1.0534 |
1.0700 |
1.1075 |
|
| S4 |
1.0245 |
1.0411 |
1.0995 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1236 |
1.0957 |
0.0279 |
2.5% |
0.0139 |
1.3% |
6% |
False |
True |
552 |
| 10 |
1.1236 |
1.0947 |
0.0289 |
2.6% |
0.0129 |
1.2% |
9% |
False |
False |
505 |
| 20 |
1.1462 |
1.0947 |
0.0515 |
4.7% |
0.0129 |
1.2% |
5% |
False |
False |
513 |
| 40 |
1.1462 |
1.0863 |
0.0599 |
5.5% |
0.0131 |
1.2% |
18% |
False |
False |
372 |
| 60 |
1.1501 |
1.0711 |
0.0790 |
7.2% |
0.0126 |
1.1% |
33% |
False |
False |
286 |
| 80 |
1.1501 |
1.0570 |
0.0931 |
8.5% |
0.0119 |
1.1% |
43% |
False |
False |
223 |
| 100 |
1.1501 |
1.0520 |
0.0981 |
8.9% |
0.0119 |
1.1% |
46% |
False |
False |
185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1493 |
|
2.618 |
1.1326 |
|
1.618 |
1.1224 |
|
1.000 |
1.1161 |
|
0.618 |
1.1122 |
|
HIGH |
1.1059 |
|
0.618 |
1.1020 |
|
0.500 |
1.1008 |
|
0.382 |
1.0996 |
|
LOW |
1.0957 |
|
0.618 |
1.0894 |
|
1.000 |
1.0855 |
|
1.618 |
1.0792 |
|
2.618 |
1.0690 |
|
4.250 |
1.0524 |
|
|
| Fisher Pivots for day following 15-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1008 |
1.1090 |
| PP |
1.0996 |
1.1051 |
| S1 |
1.0985 |
1.1012 |
|