CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 23-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2015 |
23-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0946 |
1.0934 |
-0.0012 |
-0.1% |
1.1142 |
| High |
1.0975 |
1.1026 |
0.0051 |
0.5% |
1.1207 |
| Low |
1.0877 |
1.0929 |
0.0052 |
0.5% |
1.0836 |
| Close |
1.0912 |
1.1006 |
0.0094 |
0.9% |
1.0857 |
| Range |
0.0098 |
0.0097 |
-0.0001 |
-1.0% |
0.0371 |
| ATR |
0.0130 |
0.0129 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
176,952 |
240,637 |
63,685 |
36.0% |
1,012,020 |
|
| Daily Pivots for day following 23-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1278 |
1.1239 |
1.1059 |
|
| R3 |
1.1181 |
1.1142 |
1.1033 |
|
| R2 |
1.1084 |
1.1084 |
1.1024 |
|
| R1 |
1.1045 |
1.1045 |
1.1015 |
1.1065 |
| PP |
1.0987 |
1.0987 |
1.0987 |
1.0997 |
| S1 |
1.0948 |
1.0948 |
1.0997 |
1.0968 |
| S2 |
1.0890 |
1.0890 |
1.0988 |
|
| S3 |
1.0793 |
1.0851 |
1.0979 |
|
| S4 |
1.0696 |
1.0754 |
1.0953 |
|
|
| 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 |
1.1026 |
1.0817 |
0.0209 |
1.9% |
0.0099 |
0.9% |
90% |
True |
False |
183,071 |
| 10 |
1.1226 |
1.0817 |
0.0409 |
3.7% |
0.0121 |
1.1% |
46% |
False |
False |
205,903 |
| 20 |
1.1292 |
1.0817 |
0.0475 |
4.3% |
0.0130 |
1.2% |
40% |
False |
False |
217,293 |
| 40 |
1.1450 |
1.0817 |
0.0633 |
5.8% |
0.0137 |
1.2% |
30% |
False |
False |
176,944 |
| 60 |
1.1485 |
1.0817 |
0.0668 |
6.1% |
0.0140 |
1.3% |
28% |
False |
False |
118,879 |
| 80 |
1.1485 |
1.0545 |
0.0940 |
8.5% |
0.0137 |
1.2% |
49% |
False |
False |
89,341 |
| 100 |
1.1485 |
1.0494 |
0.0991 |
9.0% |
0.0142 |
1.3% |
52% |
False |
False |
71,589 |
| 120 |
1.1560 |
1.0494 |
0.1066 |
9.7% |
0.0134 |
1.2% |
48% |
False |
False |
59,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1438 |
|
2.618 |
1.1280 |
|
1.618 |
1.1183 |
|
1.000 |
1.1123 |
|
0.618 |
1.1086 |
|
HIGH |
1.1026 |
|
0.618 |
1.0989 |
|
0.500 |
1.0978 |
|
0.382 |
1.0966 |
|
LOW |
1.0929 |
|
0.618 |
1.0869 |
|
1.000 |
1.0832 |
|
1.618 |
1.0772 |
|
2.618 |
1.0675 |
|
4.250 |
1.0517 |
|
|
| Fisher Pivots for day following 23-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0997 |
1.0978 |
| PP |
1.0987 |
1.0951 |
| S1 |
1.0978 |
1.0923 |
|