CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 20-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2015 |
20-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0898 |
1.0859 |
-0.0039 |
-0.4% |
1.1156 |
| High |
1.0929 |
1.0889 |
-0.0040 |
-0.4% |
1.1222 |
| Low |
1.0856 |
1.0834 |
-0.0022 |
-0.2% |
1.0856 |
| Close |
1.0873 |
1.0854 |
-0.0019 |
-0.2% |
1.0873 |
| Range |
0.0073 |
0.0055 |
-0.0018 |
-24.7% |
0.0366 |
| ATR |
0.0127 |
0.0122 |
-0.0005 |
-4.1% |
0.0000 |
| Volume |
652 |
1,695 |
1,043 |
160.0% |
2,945 |
|
| Daily Pivots for day following 20-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1024 |
1.0994 |
1.0884 |
|
| R3 |
1.0969 |
1.0939 |
1.0869 |
|
| R2 |
1.0914 |
1.0914 |
1.0864 |
|
| R1 |
1.0884 |
1.0884 |
1.0859 |
1.0872 |
| PP |
1.0859 |
1.0859 |
1.0859 |
1.0853 |
| S1 |
1.0829 |
1.0829 |
1.0849 |
1.0817 |
| S2 |
1.0804 |
1.0804 |
1.0844 |
|
| S3 |
1.0749 |
1.0774 |
1.0839 |
|
| S4 |
1.0694 |
1.0719 |
1.0824 |
|
|
| 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 |
1.1107 |
1.0834 |
0.0273 |
2.5% |
0.0089 |
0.8% |
7% |
False |
True |
796 |
| 10 |
1.1236 |
1.0834 |
0.0402 |
3.7% |
0.0117 |
1.1% |
5% |
False |
True |
661 |
| 20 |
1.1440 |
1.0834 |
0.0606 |
5.6% |
0.0124 |
1.1% |
3% |
False |
True |
577 |
| 40 |
1.1462 |
1.0834 |
0.0628 |
5.8% |
0.0129 |
1.2% |
3% |
False |
True |
432 |
| 60 |
1.1501 |
1.0834 |
0.0667 |
6.1% |
0.0124 |
1.1% |
3% |
False |
True |
334 |
| 80 |
1.1501 |
1.0570 |
0.0931 |
8.6% |
0.0118 |
1.1% |
31% |
False |
False |
259 |
| 100 |
1.1501 |
1.0520 |
0.0981 |
9.0% |
0.0119 |
1.1% |
34% |
False |
False |
214 |
| 120 |
1.1542 |
1.0520 |
0.1022 |
9.4% |
0.0108 |
1.0% |
33% |
False |
False |
180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1123 |
|
2.618 |
1.1033 |
|
1.618 |
1.0978 |
|
1.000 |
1.0944 |
|
0.618 |
1.0923 |
|
HIGH |
1.0889 |
|
0.618 |
1.0868 |
|
0.500 |
1.0862 |
|
0.382 |
1.0855 |
|
LOW |
1.0834 |
|
0.618 |
1.0800 |
|
1.000 |
1.0779 |
|
1.618 |
1.0745 |
|
2.618 |
1.0690 |
|
4.250 |
1.0600 |
|
|
| Fisher Pivots for day following 20-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0862 |
1.0910 |
| PP |
1.0859 |
1.0891 |
| S1 |
1.0857 |
1.0873 |
|