CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 08-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2015 |
08-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1066 |
1.1008 |
-0.0058 |
-0.5% |
1.1001 |
| High |
1.1068 |
1.1104 |
0.0036 |
0.3% |
1.1292 |
| Low |
1.0927 |
1.0985 |
0.0058 |
0.5% |
1.0962 |
| Close |
1.0986 |
1.1071 |
0.0085 |
0.8% |
1.1096 |
| Range |
0.0141 |
0.0119 |
-0.0022 |
-15.6% |
0.0330 |
| ATR |
0.0141 |
0.0139 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
275,390 |
215,436 |
-59,954 |
-21.8% |
1,002,852 |
|
| Daily Pivots for day following 08-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1410 |
1.1360 |
1.1136 |
|
| R3 |
1.1291 |
1.1241 |
1.1104 |
|
| R2 |
1.1172 |
1.1172 |
1.1093 |
|
| R1 |
1.1122 |
1.1122 |
1.1082 |
1.1147 |
| PP |
1.1053 |
1.1053 |
1.1053 |
1.1066 |
| S1 |
1.1003 |
1.1003 |
1.1060 |
1.1028 |
| S2 |
1.0934 |
1.0934 |
1.1049 |
|
| S3 |
1.0815 |
1.0884 |
1.1038 |
|
| S4 |
1.0696 |
1.0765 |
1.1006 |
|
|
| 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 |
1.1187 |
1.0927 |
0.0260 |
2.3% |
0.0124 |
1.1% |
55% |
False |
False |
225,569 |
| 10 |
1.1292 |
1.0927 |
0.0365 |
3.3% |
0.0132 |
1.2% |
39% |
False |
False |
232,666 |
| 20 |
1.1450 |
1.0927 |
0.0523 |
4.7% |
0.0133 |
1.2% |
28% |
False |
False |
228,415 |
| 40 |
1.1485 |
1.0837 |
0.0648 |
5.9% |
0.0143 |
1.3% |
36% |
False |
False |
121,966 |
| 60 |
1.1485 |
1.0556 |
0.0929 |
8.4% |
0.0141 |
1.3% |
55% |
False |
False |
81,814 |
| 80 |
1.1485 |
1.0545 |
0.0940 |
8.5% |
0.0145 |
1.3% |
56% |
False |
False |
61,554 |
| 100 |
1.1485 |
1.0494 |
0.0991 |
9.0% |
0.0138 |
1.2% |
58% |
False |
False |
49,280 |
| 120 |
1.1677 |
1.0494 |
0.1183 |
10.7% |
0.0134 |
1.2% |
49% |
False |
False |
41,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1610 |
|
2.618 |
1.1416 |
|
1.618 |
1.1297 |
|
1.000 |
1.1223 |
|
0.618 |
1.1178 |
|
HIGH |
1.1104 |
|
0.618 |
1.1059 |
|
0.500 |
1.1045 |
|
0.382 |
1.1030 |
|
LOW |
1.0985 |
|
0.618 |
1.0911 |
|
1.000 |
1.0866 |
|
1.618 |
1.0792 |
|
2.618 |
1.0673 |
|
4.250 |
1.0479 |
|
|
| Fisher Pivots for day following 08-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1062 |
1.1057 |
| PP |
1.1053 |
1.1042 |
| S1 |
1.1045 |
1.1028 |
|