CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 21-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2015 |
21-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0859 |
1.0854 |
-0.0005 |
0.0% |
1.1156 |
| High |
1.0889 |
1.0989 |
0.0100 |
0.9% |
1.1222 |
| Low |
1.0834 |
1.0837 |
0.0003 |
0.0% |
1.0856 |
| Close |
1.0854 |
1.0967 |
0.0113 |
1.0% |
1.0873 |
| Range |
0.0055 |
0.0152 |
0.0097 |
176.4% |
0.0366 |
| ATR |
0.0122 |
0.0124 |
0.0002 |
1.7% |
0.0000 |
| Volume |
1,695 |
1,965 |
270 |
15.9% |
2,945 |
|
| Daily Pivots for day following 21-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1387 |
1.1329 |
1.1051 |
|
| R3 |
1.1235 |
1.1177 |
1.1009 |
|
| R2 |
1.1083 |
1.1083 |
1.0995 |
|
| R1 |
1.1025 |
1.1025 |
1.0981 |
1.1054 |
| PP |
1.0931 |
1.0931 |
1.0931 |
1.0946 |
| S1 |
1.0873 |
1.0873 |
1.0953 |
1.0902 |
| S2 |
1.0779 |
1.0779 |
1.0939 |
|
| S3 |
1.0627 |
1.0721 |
1.0925 |
|
| S4 |
1.0475 |
1.0569 |
1.0883 |
|
|
| 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 |
1.1059 |
1.0834 |
0.0225 |
2.1% |
0.0097 |
0.9% |
59% |
False |
False |
1,090 |
| 10 |
1.1236 |
1.0834 |
0.0402 |
3.7% |
0.0119 |
1.1% |
33% |
False |
False |
805 |
| 20 |
1.1372 |
1.0834 |
0.0538 |
4.9% |
0.0127 |
1.2% |
25% |
False |
False |
655 |
| 40 |
1.1462 |
1.0834 |
0.0628 |
5.7% |
0.0128 |
1.2% |
21% |
False |
False |
477 |
| 60 |
1.1501 |
1.0834 |
0.0667 |
6.1% |
0.0125 |
1.1% |
20% |
False |
False |
367 |
| 80 |
1.1501 |
1.0570 |
0.0931 |
8.5% |
0.0118 |
1.1% |
43% |
False |
False |
283 |
| 100 |
1.1501 |
1.0520 |
0.0981 |
8.9% |
0.0121 |
1.1% |
46% |
False |
False |
234 |
| 120 |
1.1542 |
1.0520 |
0.1022 |
9.3% |
0.0109 |
1.0% |
44% |
False |
False |
197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1635 |
|
2.618 |
1.1387 |
|
1.618 |
1.1235 |
|
1.000 |
1.1141 |
|
0.618 |
1.1083 |
|
HIGH |
1.0989 |
|
0.618 |
1.0931 |
|
0.500 |
1.0913 |
|
0.382 |
1.0895 |
|
LOW |
1.0837 |
|
0.618 |
1.0743 |
|
1.000 |
1.0685 |
|
1.618 |
1.0591 |
|
2.618 |
1.0439 |
|
4.250 |
1.0191 |
|
|
| Fisher Pivots for day following 21-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0949 |
1.0949 |
| PP |
1.0931 |
1.0930 |
| S1 |
1.0913 |
1.0912 |
|