CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 21-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2015 |
21-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0840 |
1.0830 |
-0.0010 |
-0.1% |
1.1142 |
| High |
1.0878 |
1.0977 |
0.0099 |
0.9% |
1.1207 |
| Low |
1.0817 |
1.0820 |
0.0003 |
0.0% |
1.0836 |
| Close |
1.0837 |
1.0950 |
0.0113 |
1.0% |
1.0857 |
| Range |
0.0061 |
0.0157 |
0.0096 |
157.4% |
0.0371 |
| ATR |
0.0131 |
0.0133 |
0.0002 |
1.4% |
0.0000 |
| Volume |
131,930 |
217,564 |
85,634 |
64.9% |
1,012,020 |
|
| Daily Pivots for day following 21-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1387 |
1.1325 |
1.1036 |
|
| R3 |
1.1230 |
1.1168 |
1.0993 |
|
| R2 |
1.1073 |
1.1073 |
1.0979 |
|
| R1 |
1.1011 |
1.1011 |
1.0964 |
1.1042 |
| PP |
1.0916 |
1.0916 |
1.0916 |
1.0931 |
| S1 |
1.0854 |
1.0854 |
1.0936 |
1.0885 |
| S2 |
1.0759 |
1.0759 |
1.0921 |
|
| S3 |
1.0602 |
1.0697 |
1.0907 |
|
| S4 |
1.0445 |
1.0540 |
1.0864 |
|
|
| 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 |
1.1044 |
1.0817 |
0.0227 |
2.1% |
0.0102 |
0.9% |
59% |
False |
False |
182,994 |
| 10 |
1.1226 |
1.0817 |
0.0409 |
3.7% |
0.0127 |
1.2% |
33% |
False |
False |
202,972 |
| 20 |
1.1360 |
1.0817 |
0.0543 |
5.0% |
0.0134 |
1.2% |
24% |
False |
False |
220,662 |
| 40 |
1.1450 |
1.0817 |
0.0633 |
5.8% |
0.0139 |
1.3% |
21% |
False |
False |
166,800 |
| 60 |
1.1485 |
1.0817 |
0.0668 |
6.1% |
0.0140 |
1.3% |
20% |
False |
False |
111,944 |
| 80 |
1.1485 |
1.0545 |
0.0940 |
8.6% |
0.0137 |
1.2% |
43% |
False |
False |
84,151 |
| 100 |
1.1485 |
1.0494 |
0.0991 |
9.1% |
0.0142 |
1.3% |
46% |
False |
False |
67,416 |
| 120 |
1.1560 |
1.0494 |
0.1066 |
9.7% |
0.0133 |
1.2% |
43% |
False |
False |
56,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1644 |
|
2.618 |
1.1388 |
|
1.618 |
1.1231 |
|
1.000 |
1.1134 |
|
0.618 |
1.1074 |
|
HIGH |
1.0977 |
|
0.618 |
1.0917 |
|
0.500 |
1.0899 |
|
0.382 |
1.0880 |
|
LOW |
1.0820 |
|
0.618 |
1.0723 |
|
1.000 |
1.0663 |
|
1.618 |
1.0566 |
|
2.618 |
1.0409 |
|
4.250 |
1.0153 |
|
|
| Fisher Pivots for day following 21-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0933 |
1.0932 |
| PP |
1.0916 |
1.0915 |
| S1 |
1.0899 |
1.0897 |
|