CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 06-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2015 |
06-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1064 |
1.1012 |
-0.0052 |
-0.5% |
1.1001 |
| High |
1.1134 |
1.1129 |
-0.0005 |
0.0% |
1.1292 |
| Low |
1.1043 |
1.0992 |
-0.0051 |
-0.5% |
1.0962 |
| Close |
1.1096 |
1.1058 |
-0.0038 |
-0.3% |
1.1096 |
| Range |
0.0091 |
0.0137 |
0.0046 |
50.5% |
0.0330 |
| ATR |
0.0141 |
0.0141 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
174,067 |
259,881 |
85,814 |
49.3% |
1,002,852 |
|
| Daily Pivots for day following 06-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1471 |
1.1401 |
1.1133 |
|
| R3 |
1.1334 |
1.1264 |
1.1096 |
|
| R2 |
1.1197 |
1.1197 |
1.1083 |
|
| R1 |
1.1127 |
1.1127 |
1.1071 |
1.1162 |
| PP |
1.1060 |
1.1060 |
1.1060 |
1.1077 |
| S1 |
1.0990 |
1.0990 |
1.1045 |
1.1025 |
| S2 |
1.0923 |
1.0923 |
1.1033 |
|
| S3 |
1.0786 |
1.0853 |
1.1020 |
|
| S4 |
1.0649 |
1.0716 |
1.0983 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2107 |
1.1931 |
1.1278 |
|
| R3 |
1.1777 |
1.1601 |
1.1187 |
|
| R2 |
1.1447 |
1.1447 |
1.1157 |
|
| R1 |
1.1271 |
1.1271 |
1.1126 |
1.1359 |
| PP |
1.1117 |
1.1117 |
1.1117 |
1.1161 |
| S1 |
1.0941 |
1.0941 |
1.1066 |
1.1029 |
| S2 |
1.0787 |
1.0787 |
1.1036 |
|
| S3 |
1.0457 |
1.0611 |
1.1005 |
|
| S4 |
1.0127 |
1.0281 |
1.0915 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1292 |
1.0962 |
0.0330 |
3.0% |
0.0165 |
1.5% |
29% |
False |
False |
252,546 |
| 10 |
1.1424 |
1.0962 |
0.0462 |
4.2% |
0.0138 |
1.2% |
21% |
False |
False |
231,339 |
| 20 |
1.1450 |
1.0962 |
0.0488 |
4.4% |
0.0138 |
1.2% |
20% |
False |
False |
212,299 |
| 40 |
1.1485 |
1.0837 |
0.0648 |
5.9% |
0.0141 |
1.3% |
34% |
False |
False |
109,846 |
| 60 |
1.1485 |
1.0545 |
0.0940 |
8.5% |
0.0140 |
1.3% |
55% |
False |
False |
73,660 |
| 80 |
1.1485 |
1.0494 |
0.0991 |
9.0% |
0.0146 |
1.3% |
57% |
False |
False |
55,427 |
| 100 |
1.1485 |
1.0494 |
0.0991 |
9.0% |
0.0137 |
1.2% |
57% |
False |
False |
44,372 |
| 120 |
1.1877 |
1.0494 |
0.1383 |
12.5% |
0.0134 |
1.2% |
41% |
False |
False |
36,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1711 |
|
2.618 |
1.1488 |
|
1.618 |
1.1351 |
|
1.000 |
1.1266 |
|
0.618 |
1.1214 |
|
HIGH |
1.1129 |
|
0.618 |
1.1077 |
|
0.500 |
1.1061 |
|
0.382 |
1.1044 |
|
LOW |
1.0992 |
|
0.618 |
1.0907 |
|
1.000 |
1.0855 |
|
1.618 |
1.0770 |
|
2.618 |
1.0633 |
|
4.250 |
1.0410 |
|
|
| Fisher Pivots for day following 06-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1061 |
1.1090 |
| PP |
1.1060 |
1.1079 |
| S1 |
1.1059 |
1.1069 |
|