CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 13-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2015 |
13-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1072 |
1.1156 |
0.0084 |
0.8% |
1.1124 |
| High |
1.1236 |
1.1222 |
-0.0014 |
-0.1% |
1.1236 |
| Low |
1.1072 |
1.1023 |
-0.0049 |
-0.4% |
1.0947 |
| Close |
1.1154 |
1.1023 |
-0.0131 |
-1.2% |
1.1154 |
| Range |
0.0164 |
0.0199 |
0.0035 |
21.3% |
0.0289 |
| ATR |
0.0133 |
0.0138 |
0.0005 |
3.5% |
0.0000 |
| Volume |
469 |
657 |
188 |
40.1% |
2,331 |
|
| Daily Pivots for day following 13-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1686 |
1.1554 |
1.1132 |
|
| R3 |
1.1487 |
1.1355 |
1.1078 |
|
| R2 |
1.1288 |
1.1288 |
1.1059 |
|
| R1 |
1.1156 |
1.1156 |
1.1041 |
1.1123 |
| PP |
1.1089 |
1.1089 |
1.1089 |
1.1073 |
| S1 |
1.0957 |
1.0957 |
1.1005 |
1.0924 |
| S2 |
1.0890 |
1.0890 |
1.0987 |
|
| S3 |
1.0691 |
1.0758 |
1.0968 |
|
| S4 |
1.0492 |
1.0559 |
1.0914 |
|
|
| 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% |
0.0145 |
1.3% |
26% |
False |
False |
526 |
| 10 |
1.1307 |
1.0947 |
0.0360 |
3.3% |
0.0152 |
1.4% |
21% |
False |
False |
540 |
| 20 |
1.1462 |
1.0947 |
0.0515 |
4.7% |
0.0128 |
1.2% |
15% |
False |
False |
483 |
| 40 |
1.1501 |
1.0863 |
0.0638 |
5.8% |
0.0132 |
1.2% |
25% |
False |
False |
356 |
| 60 |
1.1501 |
1.0711 |
0.0790 |
7.2% |
0.0124 |
1.1% |
39% |
False |
False |
271 |
| 80 |
1.1501 |
1.0570 |
0.0931 |
8.4% |
0.0121 |
1.1% |
49% |
False |
False |
211 |
| 100 |
1.1501 |
1.0520 |
0.0981 |
8.9% |
0.0118 |
1.1% |
51% |
False |
False |
174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2068 |
|
2.618 |
1.1743 |
|
1.618 |
1.1544 |
|
1.000 |
1.1421 |
|
0.618 |
1.1345 |
|
HIGH |
1.1222 |
|
0.618 |
1.1146 |
|
0.500 |
1.1123 |
|
0.382 |
1.1099 |
|
LOW |
1.1023 |
|
0.618 |
1.0900 |
|
1.000 |
1.0824 |
|
1.618 |
1.0701 |
|
2.618 |
1.0502 |
|
4.250 |
1.0177 |
|
|
| Fisher Pivots for day following 13-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1123 |
1.1128 |
| PP |
1.1089 |
1.1093 |
| S1 |
1.1056 |
1.1058 |
|