CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 10-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2015 |
10-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1094 |
1.1072 |
-0.0022 |
-0.2% |
1.1124 |
| High |
1.1138 |
1.1236 |
0.0098 |
0.9% |
1.1236 |
| Low |
1.1020 |
1.1072 |
0.0052 |
0.5% |
1.0947 |
| Close |
1.1039 |
1.1154 |
0.0115 |
1.0% |
1.1154 |
| Range |
0.0118 |
0.0164 |
0.0046 |
39.0% |
0.0289 |
| ATR |
0.0129 |
0.0133 |
0.0005 |
3.8% |
0.0000 |
| Volume |
613 |
469 |
-144 |
-23.5% |
2,331 |
|
| Daily Pivots for day following 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1646 |
1.1564 |
1.1244 |
|
| R3 |
1.1482 |
1.1400 |
1.1199 |
|
| R2 |
1.1318 |
1.1318 |
1.1184 |
|
| R1 |
1.1236 |
1.1236 |
1.1169 |
1.1277 |
| PP |
1.1154 |
1.1154 |
1.1154 |
1.1175 |
| S1 |
1.1072 |
1.1072 |
1.1139 |
1.1113 |
| S2 |
1.0990 |
1.0990 |
1.1124 |
|
| S3 |
1.0826 |
1.0908 |
1.1109 |
|
| S4 |
1.0662 |
1.0744 |
1.1064 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1979 |
1.1856 |
1.1313 |
|
| R3 |
1.1690 |
1.1567 |
1.1233 |
|
| R2 |
1.1401 |
1.1401 |
1.1207 |
|
| R1 |
1.1278 |
1.1278 |
1.1180 |
1.1340 |
| PP |
1.1112 |
1.1112 |
1.1112 |
1.1143 |
| S1 |
1.0989 |
1.0989 |
1.1128 |
1.1051 |
| S2 |
1.0823 |
1.0823 |
1.1101 |
|
| S3 |
1.0534 |
1.0700 |
1.1075 |
|
| S4 |
1.0245 |
1.0411 |
1.0995 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1236 |
1.0947 |
0.0289 |
2.6% |
0.0133 |
1.2% |
72% |
True |
False |
466 |
| 10 |
1.1307 |
1.0947 |
0.0360 |
3.2% |
0.0140 |
1.3% |
58% |
False |
False |
518 |
| 20 |
1.1462 |
1.0947 |
0.0515 |
4.6% |
0.0125 |
1.1% |
40% |
False |
False |
463 |
| 40 |
1.1501 |
1.0863 |
0.0638 |
5.7% |
0.0130 |
1.2% |
46% |
False |
False |
344 |
| 60 |
1.1501 |
1.0696 |
0.0805 |
7.2% |
0.0124 |
1.1% |
57% |
False |
False |
260 |
| 80 |
1.1501 |
1.0570 |
0.0931 |
8.3% |
0.0122 |
1.1% |
63% |
False |
False |
204 |
| 100 |
1.1501 |
1.0520 |
0.0981 |
8.8% |
0.0116 |
1.0% |
65% |
False |
False |
168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1933 |
|
2.618 |
1.1665 |
|
1.618 |
1.1501 |
|
1.000 |
1.1400 |
|
0.618 |
1.1337 |
|
HIGH |
1.1236 |
|
0.618 |
1.1173 |
|
0.500 |
1.1154 |
|
0.382 |
1.1135 |
|
LOW |
1.1072 |
|
0.618 |
1.0971 |
|
1.000 |
1.0908 |
|
1.618 |
1.0807 |
|
2.618 |
1.0643 |
|
4.250 |
1.0375 |
|
|
| Fisher Pivots for day following 10-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1154 |
1.1143 |
| PP |
1.1154 |
1.1131 |
| S1 |
1.1154 |
1.1120 |
|