CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 24-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2015 |
24-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0934 |
1.0991 |
0.0057 |
0.5% |
1.0840 |
| High |
1.1026 |
1.1003 |
-0.0023 |
-0.2% |
1.1026 |
| Low |
1.0929 |
1.0932 |
0.0003 |
0.0% |
1.0817 |
| Close |
1.1006 |
1.0989 |
-0.0017 |
-0.2% |
1.0989 |
| Range |
0.0097 |
0.0071 |
-0.0026 |
-26.8% |
0.0209 |
| ATR |
0.0129 |
0.0125 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
240,637 |
164,283 |
-76,354 |
-31.7% |
931,366 |
|
| Daily Pivots for day following 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1188 |
1.1159 |
1.1028 |
|
| R3 |
1.1117 |
1.1088 |
1.1009 |
|
| R2 |
1.1046 |
1.1046 |
1.1002 |
|
| R1 |
1.1017 |
1.1017 |
1.0996 |
1.0996 |
| PP |
1.0975 |
1.0975 |
1.0975 |
1.0964 |
| S1 |
1.0946 |
1.0946 |
1.0982 |
1.0925 |
| S2 |
1.0904 |
1.0904 |
1.0976 |
|
| S3 |
1.0833 |
1.0875 |
1.0969 |
|
| S4 |
1.0762 |
1.0804 |
1.0950 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1571 |
1.1489 |
1.1104 |
|
| R3 |
1.1362 |
1.1280 |
1.1046 |
|
| R2 |
1.1153 |
1.1153 |
1.1027 |
|
| R1 |
1.1071 |
1.1071 |
1.1008 |
1.1112 |
| PP |
1.0944 |
1.0944 |
1.0944 |
1.0965 |
| S1 |
1.0862 |
1.0862 |
1.0970 |
1.0903 |
| S2 |
1.0735 |
1.0735 |
1.0951 |
|
| S3 |
1.0526 |
1.0653 |
1.0932 |
|
| S4 |
1.0317 |
1.0444 |
1.0874 |
|
|
| 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% |
0.0097 |
0.9% |
82% |
False |
False |
186,273 |
| 10 |
1.1207 |
1.0817 |
0.0390 |
3.5% |
0.0111 |
1.0% |
44% |
False |
False |
194,338 |
| 20 |
1.1292 |
1.0817 |
0.0475 |
4.3% |
0.0129 |
1.2% |
36% |
False |
False |
216,585 |
| 40 |
1.1450 |
1.0817 |
0.0633 |
5.8% |
0.0137 |
1.2% |
27% |
False |
False |
180,901 |
| 60 |
1.1485 |
1.0817 |
0.0668 |
6.1% |
0.0137 |
1.2% |
26% |
False |
False |
121,599 |
| 80 |
1.1485 |
1.0545 |
0.0940 |
8.6% |
0.0136 |
1.2% |
47% |
False |
False |
91,382 |
| 100 |
1.1485 |
1.0494 |
0.0991 |
9.0% |
0.0142 |
1.3% |
50% |
False |
False |
73,231 |
| 120 |
1.1520 |
1.0494 |
0.1026 |
9.3% |
0.0133 |
1.2% |
48% |
False |
False |
61,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1305 |
|
2.618 |
1.1189 |
|
1.618 |
1.1118 |
|
1.000 |
1.1074 |
|
0.618 |
1.1047 |
|
HIGH |
1.1003 |
|
0.618 |
1.0976 |
|
0.500 |
1.0968 |
|
0.382 |
1.0959 |
|
LOW |
1.0932 |
|
0.618 |
1.0888 |
|
1.000 |
1.0861 |
|
1.618 |
1.0817 |
|
2.618 |
1.0746 |
|
4.250 |
1.0630 |
|
|
| Fisher Pivots for day following 24-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0982 |
1.0977 |
| PP |
1.0975 |
1.0964 |
| S1 |
1.0968 |
1.0952 |
|