CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 20-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2015 |
20-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0884 |
1.0840 |
-0.0044 |
-0.4% |
1.1142 |
| High |
1.0916 |
1.0878 |
-0.0038 |
-0.3% |
1.1207 |
| Low |
1.0836 |
1.0817 |
-0.0019 |
-0.2% |
1.0836 |
| Close |
1.0857 |
1.0837 |
-0.0020 |
-0.2% |
1.0857 |
| Range |
0.0080 |
0.0061 |
-0.0019 |
-23.8% |
0.0371 |
| ATR |
0.0137 |
0.0131 |
-0.0005 |
-4.0% |
0.0000 |
| Volume |
148,275 |
131,930 |
-16,345 |
-11.0% |
1,012,020 |
|
| Daily Pivots for day following 20-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1027 |
1.0993 |
1.0871 |
|
| R3 |
1.0966 |
1.0932 |
1.0854 |
|
| R2 |
1.0905 |
1.0905 |
1.0848 |
|
| R1 |
1.0871 |
1.0871 |
1.0843 |
1.0858 |
| PP |
1.0844 |
1.0844 |
1.0844 |
1.0837 |
| S1 |
1.0810 |
1.0810 |
1.0831 |
1.0797 |
| S2 |
1.0783 |
1.0783 |
1.0826 |
|
| S3 |
1.0722 |
1.0749 |
1.0820 |
|
| S4 |
1.0661 |
1.0688 |
1.0803 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2080 |
1.1839 |
1.1061 |
|
| R3 |
1.1709 |
1.1468 |
1.0959 |
|
| R2 |
1.1338 |
1.1338 |
1.0925 |
|
| R1 |
1.1097 |
1.1097 |
1.0891 |
1.1032 |
| PP |
1.0967 |
1.0967 |
1.0967 |
1.0934 |
| S1 |
1.0726 |
1.0726 |
1.0823 |
1.0661 |
| S2 |
1.0596 |
1.0596 |
1.0789 |
|
| S3 |
1.0225 |
1.0355 |
1.0755 |
|
| S4 |
0.9854 |
0.9984 |
1.0653 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1097 |
1.0817 |
0.0280 |
2.6% |
0.0096 |
0.9% |
7% |
False |
True |
177,960 |
| 10 |
1.1226 |
1.0817 |
0.0409 |
3.8% |
0.0125 |
1.2% |
5% |
False |
True |
208,755 |
| 20 |
1.1424 |
1.0817 |
0.0607 |
5.6% |
0.0131 |
1.2% |
3% |
False |
True |
220,047 |
| 40 |
1.1450 |
1.0817 |
0.0633 |
5.8% |
0.0140 |
1.3% |
3% |
False |
True |
161,399 |
| 60 |
1.1485 |
1.0808 |
0.0677 |
6.2% |
0.0139 |
1.3% |
4% |
False |
False |
108,329 |
| 80 |
1.1485 |
1.0545 |
0.0940 |
8.7% |
0.0136 |
1.3% |
31% |
False |
False |
81,443 |
| 100 |
1.1485 |
1.0494 |
0.0991 |
9.1% |
0.0141 |
1.3% |
35% |
False |
False |
65,243 |
| 120 |
1.1560 |
1.0494 |
0.1066 |
9.8% |
0.0133 |
1.2% |
32% |
False |
False |
54,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1137 |
|
2.618 |
1.1038 |
|
1.618 |
1.0977 |
|
1.000 |
1.0939 |
|
0.618 |
1.0916 |
|
HIGH |
1.0878 |
|
0.618 |
1.0855 |
|
0.500 |
1.0848 |
|
0.382 |
1.0840 |
|
LOW |
1.0817 |
|
0.618 |
1.0779 |
|
1.000 |
1.0756 |
|
1.618 |
1.0718 |
|
2.618 |
1.0657 |
|
4.250 |
1.0558 |
|
|
| Fisher Pivots for day following 20-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0848 |
1.0895 |
| PP |
1.0844 |
1.0875 |
| S1 |
1.0841 |
1.0856 |
|