CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 17-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2015 |
17-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0971 |
1.0898 |
-0.0073 |
-0.7% |
1.1156 |
| High |
1.0985 |
1.0929 |
-0.0056 |
-0.5% |
1.1222 |
| Low |
1.0884 |
1.0856 |
-0.0028 |
-0.3% |
1.0856 |
| Close |
1.0899 |
1.0873 |
-0.0026 |
-0.2% |
1.0873 |
| Range |
0.0101 |
0.0073 |
-0.0028 |
-27.7% |
0.0366 |
| ATR |
0.0132 |
0.0127 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
614 |
652 |
38 |
6.2% |
2,945 |
|
| Daily Pivots for day following 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1105 |
1.1062 |
1.0913 |
|
| R3 |
1.1032 |
1.0989 |
1.0893 |
|
| R2 |
1.0959 |
1.0959 |
1.0886 |
|
| R1 |
1.0916 |
1.0916 |
1.0880 |
1.0901 |
| PP |
1.0886 |
1.0886 |
1.0886 |
1.0879 |
| S1 |
1.0843 |
1.0843 |
1.0866 |
1.0828 |
| S2 |
1.0813 |
1.0813 |
1.0860 |
|
| S3 |
1.0740 |
1.0770 |
1.0853 |
|
| S4 |
1.0667 |
1.0697 |
1.0833 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2082 |
1.1843 |
1.1074 |
|
| R3 |
1.1716 |
1.1477 |
1.0974 |
|
| R2 |
1.1350 |
1.1350 |
1.0940 |
|
| R1 |
1.1111 |
1.1111 |
1.0907 |
1.1048 |
| PP |
1.0984 |
1.0984 |
1.0984 |
1.0952 |
| S1 |
1.0745 |
1.0745 |
1.0839 |
1.0682 |
| S2 |
1.0618 |
1.0618 |
1.0806 |
|
| S3 |
1.0252 |
1.0379 |
1.0772 |
|
| S4 |
0.9886 |
1.0013 |
1.0672 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1222 |
1.0856 |
0.0366 |
3.4% |
0.0118 |
1.1% |
5% |
False |
True |
589 |
| 10 |
1.1236 |
1.0856 |
0.0380 |
3.5% |
0.0126 |
1.2% |
4% |
False |
True |
527 |
| 20 |
1.1444 |
1.0856 |
0.0588 |
5.4% |
0.0127 |
1.2% |
3% |
False |
True |
529 |
| 40 |
1.1462 |
1.0856 |
0.0606 |
5.6% |
0.0129 |
1.2% |
3% |
False |
True |
394 |
| 60 |
1.1501 |
1.0711 |
0.0790 |
7.3% |
0.0126 |
1.2% |
21% |
False |
False |
306 |
| 80 |
1.1501 |
1.0570 |
0.0931 |
8.6% |
0.0119 |
1.1% |
33% |
False |
False |
238 |
| 100 |
1.1501 |
1.0520 |
0.0981 |
9.0% |
0.0120 |
1.1% |
36% |
False |
False |
197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1239 |
|
2.618 |
1.1120 |
|
1.618 |
1.1047 |
|
1.000 |
1.1002 |
|
0.618 |
1.0974 |
|
HIGH |
1.0929 |
|
0.618 |
1.0901 |
|
0.500 |
1.0893 |
|
0.382 |
1.0884 |
|
LOW |
1.0856 |
|
0.618 |
1.0811 |
|
1.000 |
1.0783 |
|
1.618 |
1.0738 |
|
2.618 |
1.0665 |
|
4.250 |
1.0546 |
|
|
| Fisher Pivots for day following 17-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0893 |
1.0958 |
| PP |
1.0886 |
1.0929 |
| S1 |
1.0880 |
1.0901 |
|