CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 30-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2015 |
30-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1069 |
1.0988 |
-0.0081 |
-0.7% |
1.0840 |
| High |
1.1091 |
1.0996 |
-0.0095 |
-0.9% |
1.1026 |
| Low |
1.0973 |
1.0899 |
-0.0074 |
-0.7% |
1.0817 |
| Close |
1.1015 |
1.0924 |
-0.0091 |
-0.8% |
1.0989 |
| Range |
0.0118 |
0.0097 |
-0.0021 |
-17.8% |
0.0209 |
| ATR |
0.0124 |
0.0123 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
208,069 |
220,858 |
12,789 |
6.1% |
931,366 |
|
| Daily Pivots for day following 30-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1231 |
1.1174 |
1.0977 |
|
| R3 |
1.1134 |
1.1077 |
1.0951 |
|
| R2 |
1.1037 |
1.1037 |
1.0942 |
|
| R1 |
1.0980 |
1.0980 |
1.0933 |
1.0960 |
| PP |
1.0940 |
1.0940 |
1.0940 |
1.0930 |
| S1 |
1.0883 |
1.0883 |
1.0915 |
1.0863 |
| S2 |
1.0843 |
1.0843 |
1.0906 |
|
| S3 |
1.0746 |
1.0786 |
1.0897 |
|
| S4 |
1.0649 |
1.0689 |
1.0871 |
|
|
| 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 |
1.0899 |
0.0238 |
2.2% |
0.0105 |
1.0% |
11% |
False |
True |
193,783 |
| 10 |
1.1137 |
1.0817 |
0.0320 |
2.9% |
0.0102 |
0.9% |
33% |
False |
False |
188,427 |
| 20 |
1.1226 |
1.0817 |
0.0409 |
3.7% |
0.0118 |
1.1% |
26% |
False |
False |
206,278 |
| 40 |
1.1450 |
1.0817 |
0.0633 |
5.8% |
0.0132 |
1.2% |
17% |
False |
False |
199,412 |
| 60 |
1.1485 |
1.0817 |
0.0668 |
6.1% |
0.0135 |
1.2% |
16% |
False |
False |
134,834 |
| 80 |
1.1485 |
1.0545 |
0.0940 |
8.6% |
0.0135 |
1.2% |
40% |
False |
False |
101,407 |
| 100 |
1.1485 |
1.0494 |
0.0991 |
9.1% |
0.0142 |
1.3% |
43% |
False |
False |
81,268 |
| 120 |
1.1485 |
1.0494 |
0.0991 |
9.1% |
0.0133 |
1.2% |
43% |
False |
False |
67,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1408 |
|
2.618 |
1.1250 |
|
1.618 |
1.1153 |
|
1.000 |
1.1093 |
|
0.618 |
1.1056 |
|
HIGH |
1.0996 |
|
0.618 |
1.0959 |
|
0.500 |
1.0948 |
|
0.382 |
1.0936 |
|
LOW |
1.0899 |
|
0.618 |
1.0839 |
|
1.000 |
1.0802 |
|
1.618 |
1.0742 |
|
2.618 |
1.0645 |
|
4.250 |
1.0487 |
|
|
| Fisher Pivots for day following 30-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0948 |
1.1003 |
| PP |
1.0940 |
1.0976 |
| S1 |
1.0932 |
1.0950 |
|