CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 29-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2015 |
29-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1100 |
1.1069 |
-0.0031 |
-0.3% |
1.0840 |
| High |
1.1106 |
1.1091 |
-0.0015 |
-0.1% |
1.1026 |
| Low |
1.1029 |
1.0973 |
-0.0056 |
-0.5% |
1.0817 |
| Close |
1.1049 |
1.1015 |
-0.0034 |
-0.3% |
1.0989 |
| Range |
0.0077 |
0.0118 |
0.0041 |
53.2% |
0.0209 |
| ATR |
0.0124 |
0.0124 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
154,264 |
208,069 |
53,805 |
34.9% |
931,366 |
|
| Daily Pivots for day following 29-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1380 |
1.1316 |
1.1080 |
|
| R3 |
1.1262 |
1.1198 |
1.1047 |
|
| R2 |
1.1144 |
1.1144 |
1.1037 |
|
| R1 |
1.1080 |
1.1080 |
1.1026 |
1.1053 |
| PP |
1.1026 |
1.1026 |
1.1026 |
1.1013 |
| S1 |
1.0962 |
1.0962 |
1.1004 |
1.0935 |
| S2 |
1.0908 |
1.0908 |
1.0993 |
|
| S3 |
1.0790 |
1.0844 |
1.0983 |
|
| S4 |
1.0672 |
1.0726 |
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 |
1.1137 |
1.0929 |
0.0208 |
1.9% |
0.0105 |
0.9% |
41% |
False |
False |
197,739 |
| 10 |
1.1137 |
1.0817 |
0.0320 |
2.9% |
0.0103 |
0.9% |
62% |
False |
False |
189,079 |
| 20 |
1.1226 |
1.0817 |
0.0409 |
3.7% |
0.0119 |
1.1% |
48% |
False |
False |
205,389 |
| 40 |
1.1450 |
1.0817 |
0.0633 |
5.7% |
0.0135 |
1.2% |
31% |
False |
False |
194,510 |
| 60 |
1.1485 |
1.0817 |
0.0668 |
6.1% |
0.0136 |
1.2% |
30% |
False |
False |
131,173 |
| 80 |
1.1485 |
1.0545 |
0.0940 |
8.5% |
0.0136 |
1.2% |
50% |
False |
False |
98,654 |
| 100 |
1.1485 |
1.0494 |
0.0991 |
9.0% |
0.0142 |
1.3% |
53% |
False |
False |
79,061 |
| 120 |
1.1485 |
1.0494 |
0.0991 |
9.0% |
0.0132 |
1.2% |
53% |
False |
False |
65,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1593 |
|
2.618 |
1.1400 |
|
1.618 |
1.1282 |
|
1.000 |
1.1209 |
|
0.618 |
1.1164 |
|
HIGH |
1.1091 |
|
0.618 |
1.1046 |
|
0.500 |
1.1032 |
|
0.382 |
1.1018 |
|
LOW |
1.0973 |
|
0.618 |
1.0900 |
|
1.000 |
1.0855 |
|
1.618 |
1.0782 |
|
2.618 |
1.0664 |
|
4.250 |
1.0472 |
|
|
| Fisher Pivots for day following 29-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1032 |
1.1055 |
| PP |
1.1026 |
1.1042 |
| S1 |
1.1021 |
1.1028 |
|