CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 16-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2015 |
16-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1018 |
1.0971 |
-0.0047 |
-0.4% |
1.1124 |
| High |
1.1059 |
1.0985 |
-0.0074 |
-0.7% |
1.1236 |
| Low |
1.0957 |
1.0884 |
-0.0073 |
-0.7% |
1.0947 |
| Close |
1.0973 |
1.0899 |
-0.0074 |
-0.7% |
1.1154 |
| Range |
0.0102 |
0.0101 |
-0.0001 |
-1.0% |
0.0289 |
| ATR |
0.0134 |
0.0132 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
526 |
614 |
88 |
16.7% |
2,331 |
|
| Daily Pivots for day following 16-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1226 |
1.1163 |
1.0955 |
|
| R3 |
1.1125 |
1.1062 |
1.0927 |
|
| R2 |
1.1024 |
1.1024 |
1.0918 |
|
| R1 |
1.0961 |
1.0961 |
1.0908 |
1.0942 |
| PP |
1.0923 |
1.0923 |
1.0923 |
1.0913 |
| S1 |
1.0860 |
1.0860 |
1.0890 |
1.0841 |
| S2 |
1.0822 |
1.0822 |
1.0880 |
|
| S3 |
1.0721 |
1.0759 |
1.0871 |
|
| S4 |
1.0620 |
1.0658 |
1.0843 |
|
|
| 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 |
1.0884 |
0.0352 |
3.2% |
0.0136 |
1.2% |
4% |
False |
True |
552 |
| 10 |
1.1236 |
1.0884 |
0.0352 |
3.2% |
0.0126 |
1.2% |
4% |
False |
True |
489 |
| 20 |
1.1462 |
1.0884 |
0.0578 |
5.3% |
0.0128 |
1.2% |
3% |
False |
True |
528 |
| 40 |
1.1462 |
1.0863 |
0.0599 |
5.5% |
0.0129 |
1.2% |
6% |
False |
False |
384 |
| 60 |
1.1501 |
1.0711 |
0.0790 |
7.2% |
0.0126 |
1.2% |
24% |
False |
False |
296 |
| 80 |
1.1501 |
1.0570 |
0.0931 |
8.5% |
0.0119 |
1.1% |
35% |
False |
False |
230 |
| 100 |
1.1501 |
1.0520 |
0.0981 |
9.0% |
0.0120 |
1.1% |
39% |
False |
False |
191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1414 |
|
2.618 |
1.1249 |
|
1.618 |
1.1148 |
|
1.000 |
1.1086 |
|
0.618 |
1.1047 |
|
HIGH |
1.0985 |
|
0.618 |
1.0946 |
|
0.500 |
1.0935 |
|
0.382 |
1.0923 |
|
LOW |
1.0884 |
|
0.618 |
1.0822 |
|
1.000 |
1.0783 |
|
1.618 |
1.0721 |
|
2.618 |
1.0620 |
|
4.250 |
1.0455 |
|
|
| Fisher Pivots for day following 16-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0935 |
1.0996 |
| PP |
1.0923 |
1.0963 |
| S1 |
1.0911 |
1.0931 |
|