CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 31-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2015 |
31-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1007 |
1.0951 |
-0.0056 |
-0.5% |
1.0994 |
| High |
1.1007 |
1.1136 |
0.0129 |
1.2% |
1.1151 |
| Low |
1.0917 |
1.0948 |
0.0031 |
0.3% |
1.0917 |
| Close |
1.0941 |
1.0988 |
0.0047 |
0.4% |
1.0988 |
| Range |
0.0090 |
0.0188 |
0.0098 |
108.9% |
0.0234 |
| ATR |
0.0117 |
0.0123 |
0.0006 |
4.8% |
0.0000 |
| Volume |
591 |
792 |
201 |
34.0% |
3,195 |
|
| Daily Pivots for day following 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1588 |
1.1476 |
1.1091 |
|
| R3 |
1.1400 |
1.1288 |
1.1040 |
|
| R2 |
1.1212 |
1.1212 |
1.1022 |
|
| R1 |
1.1100 |
1.1100 |
1.1005 |
1.1156 |
| PP |
1.1024 |
1.1024 |
1.1024 |
1.1052 |
| S1 |
1.0912 |
1.0912 |
1.0971 |
1.0968 |
| S2 |
1.0836 |
1.0836 |
1.0954 |
|
| S3 |
1.0648 |
1.0724 |
1.0936 |
|
| S4 |
1.0460 |
1.0536 |
1.0885 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1721 |
1.1588 |
1.1117 |
|
| R3 |
1.1487 |
1.1354 |
1.1052 |
|
| R2 |
1.1253 |
1.1253 |
1.1031 |
|
| R1 |
1.1120 |
1.1120 |
1.1009 |
1.1070 |
| PP |
1.1019 |
1.1019 |
1.1019 |
1.0993 |
| S1 |
1.0886 |
1.0886 |
1.0967 |
1.0836 |
| S2 |
1.0785 |
1.0785 |
1.0945 |
|
| S3 |
1.0551 |
1.0652 |
1.0924 |
|
| S4 |
1.0317 |
1.0418 |
1.0859 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1151 |
1.0917 |
0.0234 |
2.1% |
0.0126 |
1.1% |
30% |
False |
False |
639 |
| 10 |
1.1151 |
1.0834 |
0.0317 |
2.9% |
0.0108 |
1.0% |
49% |
False |
False |
1,203 |
| 20 |
1.1236 |
1.0834 |
0.0402 |
3.7% |
0.0117 |
1.1% |
38% |
False |
False |
865 |
| 40 |
1.1462 |
1.0834 |
0.0628 |
5.7% |
0.0123 |
1.1% |
25% |
False |
False |
644 |
| 60 |
1.1501 |
1.0834 |
0.0667 |
6.1% |
0.0123 |
1.1% |
23% |
False |
False |
493 |
| 80 |
1.1501 |
1.0570 |
0.0931 |
8.5% |
0.0121 |
1.1% |
45% |
False |
False |
385 |
| 100 |
1.1501 |
1.0520 |
0.0981 |
8.9% |
0.0123 |
1.1% |
48% |
False |
False |
315 |
| 120 |
1.1501 |
1.0520 |
0.0981 |
8.9% |
0.0112 |
1.0% |
48% |
False |
False |
266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1935 |
|
2.618 |
1.1628 |
|
1.618 |
1.1440 |
|
1.000 |
1.1324 |
|
0.618 |
1.1252 |
|
HIGH |
1.1136 |
|
0.618 |
1.1064 |
|
0.500 |
1.1042 |
|
0.382 |
1.1020 |
|
LOW |
1.0948 |
|
0.618 |
1.0832 |
|
1.000 |
1.0760 |
|
1.618 |
1.0644 |
|
2.618 |
1.0456 |
|
4.250 |
1.0149 |
|
|
| Fisher Pivots for day following 31-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1042 |
1.1027 |
| PP |
1.1024 |
1.1014 |
| S1 |
1.1006 |
1.1001 |
|