CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 31-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2015 |
31-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0988 |
1.0938 |
-0.0050 |
-0.5% |
1.0984 |
| High |
1.0996 |
1.1121 |
0.0125 |
1.1% |
1.1137 |
| Low |
1.0899 |
1.0927 |
0.0028 |
0.3% |
1.0899 |
| Close |
1.0924 |
1.0971 |
0.0047 |
0.4% |
1.0971 |
| Range |
0.0097 |
0.0194 |
0.0097 |
100.0% |
0.0238 |
| ATR |
0.0123 |
0.0128 |
0.0005 |
4.3% |
0.0000 |
| Volume |
220,858 |
316,797 |
95,939 |
43.4% |
1,121,432 |
|
| Daily Pivots for day following 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1588 |
1.1474 |
1.1078 |
|
| R3 |
1.1394 |
1.1280 |
1.1024 |
|
| R2 |
1.1200 |
1.1200 |
1.1007 |
|
| R1 |
1.1086 |
1.1086 |
1.0989 |
1.1143 |
| PP |
1.1006 |
1.1006 |
1.1006 |
1.1035 |
| S1 |
1.0892 |
1.0892 |
1.0953 |
1.0949 |
| S2 |
1.0812 |
1.0812 |
1.0935 |
|
| S3 |
1.0618 |
1.0698 |
1.0918 |
|
| S4 |
1.0424 |
1.0504 |
1.0864 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1716 |
1.1582 |
1.1102 |
|
| R3 |
1.1478 |
1.1344 |
1.1036 |
|
| R2 |
1.1240 |
1.1240 |
1.1015 |
|
| R1 |
1.1106 |
1.1106 |
1.0993 |
1.1054 |
| PP |
1.1002 |
1.1002 |
1.1002 |
1.0977 |
| S1 |
1.0868 |
1.0868 |
1.0949 |
1.0816 |
| S2 |
1.0764 |
1.0764 |
1.0927 |
|
| S3 |
1.0526 |
1.0630 |
1.0906 |
|
| S4 |
1.0288 |
1.0392 |
1.0840 |
|
|
| 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% |
0.0129 |
1.2% |
30% |
False |
False |
224,286 |
| 10 |
1.1137 |
1.0817 |
0.0320 |
2.9% |
0.0113 |
1.0% |
48% |
False |
False |
205,279 |
| 20 |
1.1226 |
1.0817 |
0.0409 |
3.7% |
0.0123 |
1.1% |
38% |
False |
False |
213,415 |
| 40 |
1.1450 |
1.0817 |
0.0633 |
5.8% |
0.0133 |
1.2% |
24% |
False |
False |
206,928 |
| 60 |
1.1485 |
1.0817 |
0.0668 |
6.1% |
0.0135 |
1.2% |
23% |
False |
False |
140,088 |
| 80 |
1.1485 |
1.0545 |
0.0940 |
8.6% |
0.0136 |
1.2% |
45% |
False |
False |
105,359 |
| 100 |
1.1485 |
1.0494 |
0.0991 |
9.0% |
0.0141 |
1.3% |
48% |
False |
False |
84,434 |
| 120 |
1.1485 |
1.0494 |
0.0991 |
9.0% |
0.0134 |
1.2% |
48% |
False |
False |
70,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1946 |
|
2.618 |
1.1629 |
|
1.618 |
1.1435 |
|
1.000 |
1.1315 |
|
0.618 |
1.1241 |
|
HIGH |
1.1121 |
|
0.618 |
1.1047 |
|
0.500 |
1.1024 |
|
0.382 |
1.1001 |
|
LOW |
1.0927 |
|
0.618 |
1.0807 |
|
1.000 |
1.0733 |
|
1.618 |
1.0613 |
|
2.618 |
1.0419 |
|
4.250 |
1.0103 |
|
|
| Fisher Pivots for day following 31-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1024 |
1.1010 |
| PP |
1.1006 |
1.0997 |
| S1 |
1.0989 |
1.0984 |
|