CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 29-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2015 |
29-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1110 |
1.1092 |
-0.0018 |
-0.2% |
1.0859 |
| High |
1.1122 |
1.1108 |
-0.0014 |
-0.1% |
1.1040 |
| Low |
1.1046 |
1.0991 |
-0.0055 |
-0.5% |
1.0834 |
| Close |
1.1066 |
1.1032 |
-0.0034 |
-0.3% |
1.1006 |
| Range |
0.0076 |
0.0117 |
0.0041 |
53.9% |
0.0206 |
| ATR |
0.0117 |
0.0117 |
0.0000 |
0.0% |
0.0000 |
| Volume |
470 |
255 |
-215 |
-45.7% |
8,840 |
|
| Daily Pivots for day following 29-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1395 |
1.1330 |
1.1096 |
|
| R3 |
1.1278 |
1.1213 |
1.1064 |
|
| R2 |
1.1161 |
1.1161 |
1.1053 |
|
| R1 |
1.1096 |
1.1096 |
1.1043 |
1.1070 |
| PP |
1.1044 |
1.1044 |
1.1044 |
1.1031 |
| S1 |
1.0979 |
1.0979 |
1.1021 |
1.0953 |
| S2 |
1.0927 |
1.0927 |
1.1011 |
|
| S3 |
1.0810 |
1.0862 |
1.1000 |
|
| S4 |
1.0693 |
1.0745 |
1.0968 |
|
|
| 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 |
1.0950 |
0.0201 |
1.8% |
0.0101 |
0.9% |
41% |
False |
False |
1,016 |
| 10 |
1.1151 |
1.0834 |
0.0317 |
2.9% |
0.0098 |
0.9% |
62% |
False |
False |
1,191 |
| 20 |
1.1236 |
1.0834 |
0.0402 |
3.6% |
0.0113 |
1.0% |
49% |
False |
False |
848 |
| 40 |
1.1462 |
1.0834 |
0.0628 |
5.7% |
0.0125 |
1.1% |
32% |
False |
False |
627 |
| 60 |
1.1501 |
1.0834 |
0.0667 |
6.0% |
0.0124 |
1.1% |
30% |
False |
False |
472 |
| 80 |
1.1501 |
1.0570 |
0.0931 |
8.4% |
0.0120 |
1.1% |
50% |
False |
False |
368 |
| 100 |
1.1501 |
1.0520 |
0.0981 |
8.9% |
0.0122 |
1.1% |
52% |
False |
False |
302 |
| 120 |
1.1501 |
1.0520 |
0.0981 |
8.9% |
0.0111 |
1.0% |
52% |
False |
False |
254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1605 |
|
2.618 |
1.1414 |
|
1.618 |
1.1297 |
|
1.000 |
1.1225 |
|
0.618 |
1.1180 |
|
HIGH |
1.1108 |
|
0.618 |
1.1063 |
|
0.500 |
1.1050 |
|
0.382 |
1.1036 |
|
LOW |
1.0991 |
|
0.618 |
1.0919 |
|
1.000 |
1.0874 |
|
1.618 |
1.0802 |
|
2.618 |
1.0685 |
|
4.250 |
1.0494 |
|
|
| Fisher Pivots for day following 29-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1050 |
1.1071 |
| PP |
1.1044 |
1.1058 |
| S1 |
1.1038 |
1.1045 |
|