CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 06-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2015 |
06-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1079 |
1.1124 |
0.0045 |
0.4% |
1.1009 |
| High |
1.1148 |
1.1143 |
-0.0005 |
0.0% |
1.1307 |
| Low |
1.1066 |
1.1000 |
-0.0066 |
-0.6% |
1.0983 |
| Close |
1.1113 |
1.1075 |
-0.0038 |
-0.3% |
1.1113 |
| Range |
0.0082 |
0.0143 |
0.0061 |
74.4% |
0.0324 |
| ATR |
0.0130 |
0.0131 |
0.0001 |
0.7% |
0.0000 |
| Volume |
269 |
355 |
86 |
32.0% |
2,417 |
|
| Daily Pivots for day following 06-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1502 |
1.1431 |
1.1154 |
|
| R3 |
1.1359 |
1.1288 |
1.1114 |
|
| R2 |
1.1216 |
1.1216 |
1.1101 |
|
| R1 |
1.1145 |
1.1145 |
1.1088 |
1.1109 |
| PP |
1.1073 |
1.1073 |
1.1073 |
1.1055 |
| S1 |
1.1002 |
1.1002 |
1.1062 |
1.0966 |
| S2 |
1.0930 |
1.0930 |
1.1049 |
|
| S3 |
1.0787 |
1.0859 |
1.1036 |
|
| S4 |
1.0644 |
1.0716 |
1.0996 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2106 |
1.1934 |
1.1291 |
|
| R3 |
1.1782 |
1.1610 |
1.1202 |
|
| R2 |
1.1458 |
1.1458 |
1.1172 |
|
| R1 |
1.1286 |
1.1286 |
1.1143 |
1.1372 |
| PP |
1.1134 |
1.1134 |
1.1134 |
1.1178 |
| S1 |
1.0962 |
1.0962 |
1.1083 |
1.1048 |
| S2 |
1.0810 |
1.0810 |
1.1054 |
|
| S3 |
1.0486 |
1.0638 |
1.1024 |
|
| S4 |
1.0162 |
1.0314 |
1.0935 |
|
|
| 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% |
0.0160 |
1.4% |
28% |
False |
False |
554 |
| 10 |
1.1440 |
1.0983 |
0.0457 |
4.1% |
0.0131 |
1.2% |
20% |
False |
False |
493 |
| 20 |
1.1462 |
1.0983 |
0.0479 |
4.3% |
0.0126 |
1.1% |
19% |
False |
False |
416 |
| 40 |
1.1501 |
1.0863 |
0.0638 |
5.8% |
0.0127 |
1.1% |
33% |
False |
False |
308 |
| 60 |
1.1501 |
1.0570 |
0.0931 |
8.4% |
0.0123 |
1.1% |
54% |
False |
False |
231 |
| 80 |
1.1501 |
1.0520 |
0.0981 |
8.9% |
0.0124 |
1.1% |
57% |
False |
False |
181 |
| 100 |
1.1501 |
1.0520 |
0.0981 |
8.9% |
0.0113 |
1.0% |
57% |
False |
False |
150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1751 |
|
2.618 |
1.1517 |
|
1.618 |
1.1374 |
|
1.000 |
1.1286 |
|
0.618 |
1.1231 |
|
HIGH |
1.1143 |
|
0.618 |
1.1088 |
|
0.500 |
1.1072 |
|
0.382 |
1.1055 |
|
LOW |
1.1000 |
|
0.618 |
1.0912 |
|
1.000 |
1.0857 |
|
1.618 |
1.0769 |
|
2.618 |
1.0626 |
|
4.250 |
1.0392 |
|
|
| Fisher Pivots for day following 06-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1074 |
1.1101 |
| PP |
1.1073 |
1.1092 |
| S1 |
1.1072 |
1.1084 |
|