CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 02-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2015 |
02-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1167 |
1.1079 |
-0.0088 |
-0.8% |
1.1388 |
| High |
1.1201 |
1.1148 |
-0.0053 |
-0.5% |
1.1440 |
| Low |
1.1076 |
1.1066 |
-0.0010 |
-0.1% |
1.1162 |
| Close |
1.1076 |
1.1113 |
0.0037 |
0.3% |
1.1189 |
| Range |
0.0125 |
0.0082 |
-0.0043 |
-34.4% |
0.0278 |
| ATR |
0.0134 |
0.0130 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
771 |
269 |
-502 |
-65.1% |
2,167 |
|
| Daily Pivots for day following 02-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1355 |
1.1316 |
1.1158 |
|
| R3 |
1.1273 |
1.1234 |
1.1136 |
|
| R2 |
1.1191 |
1.1191 |
1.1128 |
|
| R1 |
1.1152 |
1.1152 |
1.1121 |
1.1172 |
| PP |
1.1109 |
1.1109 |
1.1109 |
1.1119 |
| S1 |
1.1070 |
1.1070 |
1.1105 |
1.1090 |
| S2 |
1.1027 |
1.1027 |
1.1098 |
|
| S3 |
1.0945 |
1.0988 |
1.1090 |
|
| S4 |
1.0863 |
1.0906 |
1.1068 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2098 |
1.1921 |
1.1342 |
|
| R3 |
1.1820 |
1.1643 |
1.1265 |
|
| R2 |
1.1542 |
1.1542 |
1.1240 |
|
| R1 |
1.1365 |
1.1365 |
1.1214 |
1.1315 |
| PP |
1.1264 |
1.1264 |
1.1264 |
1.1238 |
| S1 |
1.1087 |
1.1087 |
1.1164 |
1.1037 |
| S2 |
1.0986 |
1.0986 |
1.1138 |
|
| S3 |
1.0708 |
1.0809 |
1.1113 |
|
| S4 |
1.0430 |
1.0531 |
1.1036 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1307 |
1.0983 |
0.0324 |
2.9% |
0.0147 |
1.3% |
40% |
False |
False |
570 |
| 10 |
1.1444 |
1.0983 |
0.0461 |
4.1% |
0.0128 |
1.2% |
28% |
False |
False |
530 |
| 20 |
1.1462 |
1.0983 |
0.0479 |
4.3% |
0.0130 |
1.2% |
27% |
False |
False |
423 |
| 40 |
1.1501 |
1.0863 |
0.0638 |
5.7% |
0.0127 |
1.1% |
39% |
False |
False |
306 |
| 60 |
1.1501 |
1.0570 |
0.0931 |
8.4% |
0.0123 |
1.1% |
58% |
False |
False |
225 |
| 80 |
1.1501 |
1.0520 |
0.0981 |
8.8% |
0.0124 |
1.1% |
60% |
False |
False |
178 |
| 100 |
1.1501 |
1.0520 |
0.0981 |
8.8% |
0.0111 |
1.0% |
60% |
False |
False |
146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1497 |
|
2.618 |
1.1363 |
|
1.618 |
1.1281 |
|
1.000 |
1.1230 |
|
0.618 |
1.1199 |
|
HIGH |
1.1148 |
|
0.618 |
1.1117 |
|
0.500 |
1.1107 |
|
0.382 |
1.1097 |
|
LOW |
1.1066 |
|
0.618 |
1.1015 |
|
1.000 |
1.0984 |
|
1.618 |
1.0933 |
|
2.618 |
1.0851 |
|
4.250 |
1.0718 |
|
|
| Fisher Pivots for day following 02-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1111 |
1.1169 |
| PP |
1.1109 |
1.1150 |
| S1 |
1.1107 |
1.1132 |
|