CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 27-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2015 |
27-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1011 |
1.0994 |
-0.0017 |
-0.2% |
1.0859 |
| High |
1.1016 |
1.1151 |
0.0135 |
1.2% |
1.1040 |
| Low |
1.0950 |
1.0994 |
0.0044 |
0.4% |
1.0834 |
| Close |
1.1006 |
1.1122 |
0.0116 |
1.1% |
1.1006 |
| Range |
0.0066 |
0.0157 |
0.0091 |
137.9% |
0.0206 |
| ATR |
0.0118 |
0.0120 |
0.0003 |
2.4% |
0.0000 |
| Volume |
893 |
1,087 |
194 |
21.7% |
8,840 |
|
| Daily Pivots for day following 27-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1560 |
1.1498 |
1.1208 |
|
| R3 |
1.1403 |
1.1341 |
1.1165 |
|
| R2 |
1.1246 |
1.1246 |
1.1151 |
|
| R1 |
1.1184 |
1.1184 |
1.1136 |
1.1215 |
| PP |
1.1089 |
1.1089 |
1.1089 |
1.1105 |
| S1 |
1.1027 |
1.1027 |
1.1108 |
1.1058 |
| S2 |
1.0932 |
1.0932 |
1.1093 |
|
| S3 |
1.0775 |
1.0870 |
1.1079 |
|
| S4 |
1.0618 |
1.0713 |
1.1036 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1578 |
1.1498 |
1.1119 |
|
| R3 |
1.1372 |
1.1292 |
1.1063 |
|
| R2 |
1.1166 |
1.1166 |
1.1044 |
|
| R1 |
1.1086 |
1.1086 |
1.1025 |
1.1126 |
| PP |
1.0960 |
1.0960 |
1.0960 |
1.0980 |
| S1 |
1.0880 |
1.0880 |
1.0987 |
1.0920 |
| S2 |
1.0754 |
1.0754 |
1.0968 |
|
| S3 |
1.0548 |
1.0674 |
1.0949 |
|
| S4 |
1.0342 |
1.0468 |
1.0893 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1151 |
1.0837 |
0.0314 |
2.8% |
0.0111 |
1.0% |
91% |
True |
False |
1,646 |
| 10 |
1.1151 |
1.0834 |
0.0317 |
2.9% |
0.0100 |
0.9% |
91% |
True |
False |
1,221 |
| 20 |
1.1307 |
1.0834 |
0.0473 |
4.3% |
0.0126 |
1.1% |
61% |
False |
False |
881 |
| 40 |
1.1462 |
1.0834 |
0.0628 |
5.6% |
0.0129 |
1.2% |
46% |
False |
False |
617 |
| 60 |
1.1501 |
1.0834 |
0.0667 |
6.0% |
0.0123 |
1.1% |
43% |
False |
False |
462 |
| 80 |
1.1501 |
1.0570 |
0.0931 |
8.4% |
0.0120 |
1.1% |
59% |
False |
False |
360 |
| 100 |
1.1501 |
1.0520 |
0.0981 |
8.8% |
0.0122 |
1.1% |
61% |
False |
False |
296 |
| 120 |
1.1535 |
1.0520 |
0.1015 |
9.1% |
0.0111 |
1.0% |
59% |
False |
False |
249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1818 |
|
2.618 |
1.1562 |
|
1.618 |
1.1405 |
|
1.000 |
1.1308 |
|
0.618 |
1.1248 |
|
HIGH |
1.1151 |
|
0.618 |
1.1091 |
|
0.500 |
1.1073 |
|
0.382 |
1.1054 |
|
LOW |
1.0994 |
|
0.618 |
1.0897 |
|
1.000 |
1.0837 |
|
1.618 |
1.0740 |
|
2.618 |
1.0583 |
|
4.250 |
1.0327 |
|
|
| Fisher Pivots for day following 27-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1106 |
1.1098 |
| PP |
1.1089 |
1.1074 |
| S1 |
1.1073 |
1.1051 |
|