CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 07-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2015 |
07-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1012 |
1.1066 |
0.0054 |
0.5% |
1.1001 |
| High |
1.1129 |
1.1068 |
-0.0061 |
-0.5% |
1.1292 |
| Low |
1.0992 |
1.0927 |
-0.0065 |
-0.6% |
1.0962 |
| Close |
1.1058 |
1.0986 |
-0.0072 |
-0.7% |
1.1096 |
| Range |
0.0137 |
0.0141 |
0.0004 |
2.9% |
0.0330 |
| ATR |
0.0141 |
0.0141 |
0.0000 |
0.0% |
0.0000 |
| Volume |
259,881 |
275,390 |
15,509 |
6.0% |
1,002,852 |
|
| Daily Pivots for day following 07-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1417 |
1.1342 |
1.1064 |
|
| R3 |
1.1276 |
1.1201 |
1.1025 |
|
| R2 |
1.1135 |
1.1135 |
1.1012 |
|
| R1 |
1.1060 |
1.1060 |
1.0999 |
1.1027 |
| PP |
1.0994 |
1.0994 |
1.0994 |
1.0977 |
| S1 |
1.0919 |
1.0919 |
1.0973 |
1.0886 |
| S2 |
1.0853 |
1.0853 |
1.0960 |
|
| S3 |
1.0712 |
1.0778 |
1.0947 |
|
| S4 |
1.0571 |
1.0637 |
1.0908 |
|
|
| 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 |
1.1256 |
1.0927 |
0.0329 |
3.0% |
0.0127 |
1.2% |
18% |
False |
True |
233,057 |
| 10 |
1.1360 |
1.0927 |
0.0433 |
3.9% |
0.0142 |
1.3% |
14% |
False |
True |
238,352 |
| 20 |
1.1450 |
1.0927 |
0.0523 |
4.8% |
0.0134 |
1.2% |
11% |
False |
True |
222,751 |
| 40 |
1.1485 |
1.0837 |
0.0648 |
5.9% |
0.0142 |
1.3% |
23% |
False |
False |
116,678 |
| 60 |
1.1485 |
1.0545 |
0.0940 |
8.6% |
0.0141 |
1.3% |
47% |
False |
False |
78,238 |
| 80 |
1.1485 |
1.0510 |
0.0975 |
8.9% |
0.0145 |
1.3% |
49% |
False |
False |
58,864 |
| 100 |
1.1485 |
1.0494 |
0.0991 |
9.0% |
0.0137 |
1.3% |
50% |
False |
False |
47,126 |
| 120 |
1.1777 |
1.0494 |
0.1283 |
11.7% |
0.0135 |
1.2% |
38% |
False |
False |
39,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1667 |
|
2.618 |
1.1437 |
|
1.618 |
1.1296 |
|
1.000 |
1.1209 |
|
0.618 |
1.1155 |
|
HIGH |
1.1068 |
|
0.618 |
1.1014 |
|
0.500 |
1.0998 |
|
0.382 |
1.0981 |
|
LOW |
1.0927 |
|
0.618 |
1.0840 |
|
1.000 |
1.0786 |
|
1.618 |
1.0699 |
|
2.618 |
1.0558 |
|
4.250 |
1.0328 |
|
|
| Fisher Pivots for day following 07-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0998 |
1.1031 |
| PP |
1.0994 |
1.1016 |
| S1 |
1.0990 |
1.1001 |
|