CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 28-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2015 |
28-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0994 |
1.1110 |
0.0116 |
1.1% |
1.0859 |
| High |
1.1151 |
1.1122 |
-0.0029 |
-0.3% |
1.1040 |
| Low |
1.0994 |
1.1046 |
0.0052 |
0.5% |
1.0834 |
| Close |
1.1122 |
1.1066 |
-0.0056 |
-0.5% |
1.1006 |
| Range |
0.0157 |
0.0076 |
-0.0081 |
-51.6% |
0.0206 |
| ATR |
0.0120 |
0.0117 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
1,087 |
470 |
-617 |
-56.8% |
8,840 |
|
| Daily Pivots for day following 28-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1306 |
1.1262 |
1.1108 |
|
| R3 |
1.1230 |
1.1186 |
1.1087 |
|
| R2 |
1.1154 |
1.1154 |
1.1080 |
|
| R1 |
1.1110 |
1.1110 |
1.1073 |
1.1094 |
| PP |
1.1078 |
1.1078 |
1.1078 |
1.1070 |
| S1 |
1.1034 |
1.1034 |
1.1059 |
1.1018 |
| S2 |
1.1002 |
1.1002 |
1.1052 |
|
| S3 |
1.0926 |
1.0958 |
1.1045 |
|
| S4 |
1.0850 |
1.0882 |
1.1024 |
|
|
| 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 |
1.0898 |
0.0253 |
2.3% |
0.0096 |
0.9% |
66% |
False |
False |
1,347 |
| 10 |
1.1151 |
1.0834 |
0.0317 |
2.9% |
0.0096 |
0.9% |
73% |
False |
False |
1,218 |
| 20 |
1.1272 |
1.0834 |
0.0438 |
4.0% |
0.0114 |
1.0% |
53% |
False |
False |
886 |
| 40 |
1.1462 |
1.0834 |
0.0628 |
5.7% |
0.0129 |
1.2% |
37% |
False |
False |
626 |
| 60 |
1.1501 |
1.0834 |
0.0667 |
6.0% |
0.0123 |
1.1% |
35% |
False |
False |
468 |
| 80 |
1.1501 |
1.0570 |
0.0931 |
8.4% |
0.0119 |
1.1% |
53% |
False |
False |
365 |
| 100 |
1.1501 |
1.0520 |
0.0981 |
8.9% |
0.0121 |
1.1% |
56% |
False |
False |
300 |
| 120 |
1.1501 |
1.0520 |
0.0981 |
8.9% |
0.0111 |
1.0% |
56% |
False |
False |
252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1445 |
|
2.618 |
1.1321 |
|
1.618 |
1.1245 |
|
1.000 |
1.1198 |
|
0.618 |
1.1169 |
|
HIGH |
1.1122 |
|
0.618 |
1.1093 |
|
0.500 |
1.1084 |
|
0.382 |
1.1075 |
|
LOW |
1.1046 |
|
0.618 |
1.0999 |
|
1.000 |
1.0970 |
|
1.618 |
1.0923 |
|
2.618 |
1.0847 |
|
4.250 |
1.0723 |
|
|
| Fisher Pivots for day following 28-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1084 |
1.1061 |
| PP |
1.1078 |
1.1056 |
| S1 |
1.1072 |
1.1051 |
|