CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 27-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2015 |
27-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0991 |
1.0984 |
-0.0007 |
-0.1% |
1.0840 |
| High |
1.1003 |
1.1137 |
0.0134 |
1.2% |
1.1026 |
| Low |
1.0932 |
1.0977 |
0.0045 |
0.4% |
1.0817 |
| Close |
1.0989 |
1.1105 |
0.0116 |
1.1% |
1.0989 |
| Range |
0.0071 |
0.0160 |
0.0089 |
125.4% |
0.0209 |
| ATR |
0.0125 |
0.0128 |
0.0002 |
2.0% |
0.0000 |
| Volume |
164,283 |
221,444 |
57,161 |
34.8% |
931,366 |
|
| Daily Pivots for day following 27-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1553 |
1.1489 |
1.1193 |
|
| R3 |
1.1393 |
1.1329 |
1.1149 |
|
| R2 |
1.1233 |
1.1233 |
1.1134 |
|
| R1 |
1.1169 |
1.1169 |
1.1120 |
1.1201 |
| PP |
1.1073 |
1.1073 |
1.1073 |
1.1089 |
| S1 |
1.1009 |
1.1009 |
1.1090 |
1.1041 |
| S2 |
1.0913 |
1.0913 |
1.1076 |
|
| S3 |
1.0753 |
1.0849 |
1.1061 |
|
| S4 |
1.0593 |
1.0689 |
1.1017 |
|
|
| 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 |
1.1137 |
1.0820 |
0.0317 |
2.9% |
0.0117 |
1.0% |
90% |
True |
False |
204,176 |
| 10 |
1.1137 |
1.0817 |
0.0320 |
2.9% |
0.0106 |
1.0% |
90% |
True |
False |
191,068 |
| 20 |
1.1292 |
1.0817 |
0.0475 |
4.3% |
0.0133 |
1.2% |
61% |
False |
False |
218,558 |
| 40 |
1.1450 |
1.0817 |
0.0633 |
5.7% |
0.0139 |
1.3% |
45% |
False |
False |
186,210 |
| 60 |
1.1485 |
1.0817 |
0.0668 |
6.0% |
0.0136 |
1.2% |
43% |
False |
False |
125,224 |
| 80 |
1.1485 |
1.0545 |
0.0940 |
8.5% |
0.0137 |
1.2% |
60% |
False |
False |
94,143 |
| 100 |
1.1485 |
1.0494 |
0.0991 |
8.9% |
0.0143 |
1.3% |
62% |
False |
False |
75,444 |
| 120 |
1.1511 |
1.0494 |
0.1017 |
9.2% |
0.0133 |
1.2% |
60% |
False |
False |
62,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1817 |
|
2.618 |
1.1556 |
|
1.618 |
1.1396 |
|
1.000 |
1.1297 |
|
0.618 |
1.1236 |
|
HIGH |
1.1137 |
|
0.618 |
1.1076 |
|
0.500 |
1.1057 |
|
0.382 |
1.1038 |
|
LOW |
1.0977 |
|
0.618 |
1.0878 |
|
1.000 |
1.0817 |
|
1.618 |
1.0718 |
|
2.618 |
1.0558 |
|
4.250 |
1.0297 |
|
|
| Fisher Pivots for day following 27-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1089 |
1.1081 |
| PP |
1.1073 |
1.1057 |
| S1 |
1.1057 |
1.1033 |
|