CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 14-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2015 |
14-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1156 |
1.1030 |
-0.0126 |
-1.1% |
1.1124 |
| High |
1.1222 |
1.1107 |
-0.0115 |
-1.0% |
1.1236 |
| Low |
1.1023 |
1.0994 |
-0.0029 |
-0.3% |
1.0947 |
| Close |
1.1023 |
1.1034 |
0.0011 |
0.1% |
1.1154 |
| Range |
0.0199 |
0.0113 |
-0.0086 |
-43.2% |
0.0289 |
| ATR |
0.0138 |
0.0136 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
657 |
496 |
-161 |
-24.5% |
2,331 |
|
| Daily Pivots for day following 14-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1384 |
1.1322 |
1.1096 |
|
| R3 |
1.1271 |
1.1209 |
1.1065 |
|
| R2 |
1.1158 |
1.1158 |
1.1055 |
|
| R1 |
1.1096 |
1.1096 |
1.1044 |
1.1127 |
| PP |
1.1045 |
1.1045 |
1.1045 |
1.1061 |
| S1 |
1.0983 |
1.0983 |
1.1024 |
1.1014 |
| S2 |
1.0932 |
1.0932 |
1.1013 |
|
| S3 |
1.0819 |
1.0870 |
1.1003 |
|
| S4 |
1.0706 |
1.0757 |
1.0972 |
|
|
| 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 |
1.0994 |
0.0242 |
2.2% |
0.0142 |
1.3% |
17% |
False |
True |
521 |
| 10 |
1.1272 |
1.0947 |
0.0325 |
2.9% |
0.0131 |
1.2% |
27% |
False |
False |
553 |
| 20 |
1.1462 |
1.0947 |
0.0515 |
4.7% |
0.0130 |
1.2% |
17% |
False |
False |
496 |
| 40 |
1.1480 |
1.0863 |
0.0617 |
5.6% |
0.0132 |
1.2% |
28% |
False |
False |
363 |
| 60 |
1.1501 |
1.0711 |
0.0790 |
7.2% |
0.0125 |
1.1% |
41% |
False |
False |
277 |
| 80 |
1.1501 |
1.0570 |
0.0931 |
8.4% |
0.0120 |
1.1% |
50% |
False |
False |
217 |
| 100 |
1.1501 |
1.0520 |
0.0981 |
8.9% |
0.0118 |
1.1% |
52% |
False |
False |
179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1587 |
|
2.618 |
1.1403 |
|
1.618 |
1.1290 |
|
1.000 |
1.1220 |
|
0.618 |
1.1177 |
|
HIGH |
1.1107 |
|
0.618 |
1.1064 |
|
0.500 |
1.1051 |
|
0.382 |
1.1037 |
|
LOW |
1.0994 |
|
0.618 |
1.0924 |
|
1.000 |
1.0881 |
|
1.618 |
1.0811 |
|
2.618 |
1.0698 |
|
4.250 |
1.0514 |
|
|
| Fisher Pivots for day following 14-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1051 |
1.1115 |
| PP |
1.1045 |
1.1088 |
| S1 |
1.1040 |
1.1061 |
|