CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 23-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2015 |
23-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0975 |
1.0951 |
-0.0024 |
-0.2% |
1.1156 |
| High |
1.0988 |
1.1040 |
0.0052 |
0.5% |
1.1222 |
| Low |
1.0898 |
1.0950 |
0.0052 |
0.5% |
1.0856 |
| Close |
1.0929 |
1.1023 |
0.0094 |
0.9% |
1.0873 |
| Range |
0.0090 |
0.0090 |
0.0000 |
0.0% |
0.0366 |
| ATR |
0.0122 |
0.0121 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
1,910 |
2,377 |
467 |
24.5% |
2,945 |
|
| Daily Pivots for day following 23-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1274 |
1.1239 |
1.1073 |
|
| R3 |
1.1184 |
1.1149 |
1.1048 |
|
| R2 |
1.1094 |
1.1094 |
1.1040 |
|
| R1 |
1.1059 |
1.1059 |
1.1031 |
1.1077 |
| PP |
1.1004 |
1.1004 |
1.1004 |
1.1013 |
| S1 |
1.0969 |
1.0969 |
1.1015 |
1.0987 |
| S2 |
1.0914 |
1.0914 |
1.1007 |
|
| S3 |
1.0824 |
1.0879 |
1.0998 |
|
| S4 |
1.0734 |
1.0789 |
1.0974 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2082 |
1.1843 |
1.1074 |
|
| R3 |
1.1716 |
1.1477 |
1.0974 |
|
| R2 |
1.1350 |
1.1350 |
1.0940 |
|
| R1 |
1.1111 |
1.1111 |
1.0907 |
1.1048 |
| PP |
1.0984 |
1.0984 |
1.0984 |
1.0952 |
| S1 |
1.0745 |
1.0745 |
1.0839 |
1.0682 |
| S2 |
1.0618 |
1.0618 |
1.0806 |
|
| S3 |
1.0252 |
1.0379 |
1.0772 |
|
| S4 |
0.9886 |
1.0013 |
1.0672 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1040 |
1.0834 |
0.0206 |
1.9% |
0.0092 |
0.8% |
92% |
True |
False |
1,719 |
| 10 |
1.1236 |
1.0834 |
0.0402 |
3.6% |
0.0114 |
1.0% |
47% |
False |
False |
1,136 |
| 20 |
1.1307 |
1.0834 |
0.0473 |
4.3% |
0.0122 |
1.1% |
40% |
False |
False |
826 |
| 40 |
1.1462 |
1.0834 |
0.0628 |
5.7% |
0.0127 |
1.2% |
30% |
False |
False |
576 |
| 60 |
1.1501 |
1.0834 |
0.0667 |
6.1% |
0.0125 |
1.1% |
28% |
False |
False |
434 |
| 80 |
1.1501 |
1.0570 |
0.0931 |
8.4% |
0.0119 |
1.1% |
49% |
False |
False |
337 |
| 100 |
1.1501 |
1.0520 |
0.0981 |
8.9% |
0.0122 |
1.1% |
51% |
False |
False |
276 |
| 120 |
1.1542 |
1.0520 |
0.1022 |
9.3% |
0.0110 |
1.0% |
49% |
False |
False |
232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1423 |
|
2.618 |
1.1276 |
|
1.618 |
1.1186 |
|
1.000 |
1.1130 |
|
0.618 |
1.1096 |
|
HIGH |
1.1040 |
|
0.618 |
1.1006 |
|
0.500 |
1.0995 |
|
0.382 |
1.0984 |
|
LOW |
1.0950 |
|
0.618 |
1.0894 |
|
1.000 |
1.0860 |
|
1.618 |
1.0804 |
|
2.618 |
1.0714 |
|
4.250 |
1.0568 |
|
|
| Fisher Pivots for day following 23-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1014 |
1.0995 |
| PP |
1.1004 |
1.0967 |
| S1 |
1.0995 |
1.0939 |
|