CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 16-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2015 |
16-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1018 |
1.0953 |
-0.0065 |
-0.6% |
1.1012 |
| High |
1.1044 |
1.0972 |
-0.0072 |
-0.7% |
1.1226 |
| Low |
1.0938 |
1.0864 |
-0.0074 |
-0.7% |
1.0927 |
| Close |
1.0957 |
1.0883 |
-0.0074 |
-0.7% |
1.1138 |
| Range |
0.0106 |
0.0108 |
0.0002 |
1.9% |
0.0299 |
| ATR |
0.0143 |
0.0141 |
-0.0003 |
-1.8% |
0.0000 |
| Volume |
189,823 |
227,379 |
37,556 |
19.8% |
1,203,486 |
|
| Daily Pivots for day following 16-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1230 |
1.1165 |
1.0942 |
|
| R3 |
1.1122 |
1.1057 |
1.0913 |
|
| R2 |
1.1014 |
1.1014 |
1.0903 |
|
| R1 |
1.0949 |
1.0949 |
1.0893 |
1.0928 |
| PP |
1.0906 |
1.0906 |
1.0906 |
1.0896 |
| S1 |
1.0841 |
1.0841 |
1.0873 |
1.0820 |
| S2 |
1.0798 |
1.0798 |
1.0863 |
|
| S3 |
1.0690 |
1.0733 |
1.0853 |
|
| S4 |
1.0582 |
1.0625 |
1.0824 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1994 |
1.1865 |
1.1302 |
|
| R3 |
1.1695 |
1.1566 |
1.1220 |
|
| R2 |
1.1396 |
1.1396 |
1.1193 |
|
| R1 |
1.1267 |
1.1267 |
1.1165 |
1.1332 |
| PP |
1.1097 |
1.1097 |
1.1097 |
1.1129 |
| S1 |
1.0968 |
1.0968 |
1.1111 |
1.1033 |
| S2 |
1.0798 |
1.0798 |
1.1083 |
|
| S3 |
1.0499 |
1.0669 |
1.1056 |
|
| S4 |
1.0200 |
1.0370 |
1.0974 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1226 |
1.0864 |
0.0362 |
3.3% |
0.0143 |
1.3% |
5% |
False |
True |
228,735 |
| 10 |
1.1226 |
1.0864 |
0.0362 |
3.3% |
0.0134 |
1.2% |
5% |
False |
True |
224,129 |
| 20 |
1.1450 |
1.0864 |
0.0586 |
5.4% |
0.0135 |
1.2% |
3% |
False |
True |
227,801 |
| 40 |
1.1450 |
1.0837 |
0.0613 |
5.6% |
0.0141 |
1.3% |
8% |
False |
False |
154,601 |
| 60 |
1.1485 |
1.0690 |
0.0795 |
7.3% |
0.0142 |
1.3% |
24% |
False |
False |
103,680 |
| 80 |
1.1485 |
1.0545 |
0.0940 |
8.6% |
0.0139 |
1.3% |
36% |
False |
False |
77,962 |
| 100 |
1.1485 |
1.0494 |
0.0991 |
9.1% |
0.0141 |
1.3% |
39% |
False |
False |
62,442 |
| 120 |
1.1560 |
1.0494 |
0.1066 |
9.8% |
0.0134 |
1.2% |
36% |
False |
False |
52,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1431 |
|
2.618 |
1.1255 |
|
1.618 |
1.1147 |
|
1.000 |
1.1080 |
|
0.618 |
1.1039 |
|
HIGH |
1.0972 |
|
0.618 |
1.0931 |
|
0.500 |
1.0918 |
|
0.382 |
1.0905 |
|
LOW |
1.0864 |
|
0.618 |
1.0797 |
|
1.000 |
1.0756 |
|
1.618 |
1.0689 |
|
2.618 |
1.0581 |
|
4.250 |
1.0405 |
|
|
| Fisher Pivots for day following 16-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0918 |
1.0981 |
| PP |
1.0906 |
1.0948 |
| S1 |
1.0895 |
1.0916 |
|