CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 22-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2015 |
22-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0854 |
1.0975 |
0.0121 |
1.1% |
1.1156 |
| High |
1.0989 |
1.0988 |
-0.0001 |
0.0% |
1.1222 |
| Low |
1.0837 |
1.0898 |
0.0061 |
0.6% |
1.0856 |
| Close |
1.0967 |
1.0929 |
-0.0038 |
-0.3% |
1.0873 |
| Range |
0.0152 |
0.0090 |
-0.0062 |
-40.8% |
0.0366 |
| ATR |
0.0124 |
0.0122 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
1,965 |
1,910 |
-55 |
-2.8% |
2,945 |
|
| Daily Pivots for day following 22-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1208 |
1.1159 |
1.0979 |
|
| R3 |
1.1118 |
1.1069 |
1.0954 |
|
| R2 |
1.1028 |
1.1028 |
1.0946 |
|
| R1 |
1.0979 |
1.0979 |
1.0937 |
1.0959 |
| PP |
1.0938 |
1.0938 |
1.0938 |
1.0928 |
| S1 |
1.0889 |
1.0889 |
1.0921 |
1.0869 |
| S2 |
1.0848 |
1.0848 |
1.0913 |
|
| S3 |
1.0758 |
1.0799 |
1.0904 |
|
| S4 |
1.0668 |
1.0709 |
1.0880 |
|
|
| 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 |
1.0989 |
1.0834 |
0.0155 |
1.4% |
0.0094 |
0.9% |
61% |
False |
False |
1,367 |
| 10 |
1.1236 |
1.0834 |
0.0402 |
3.7% |
0.0117 |
1.1% |
24% |
False |
False |
959 |
| 20 |
1.1307 |
1.0834 |
0.0473 |
4.3% |
0.0121 |
1.1% |
20% |
False |
False |
732 |
| 40 |
1.1462 |
1.0834 |
0.0628 |
5.7% |
0.0127 |
1.2% |
15% |
False |
False |
521 |
| 60 |
1.1501 |
1.0834 |
0.0667 |
6.1% |
0.0126 |
1.1% |
14% |
False |
False |
396 |
| 80 |
1.1501 |
1.0570 |
0.0931 |
8.5% |
0.0119 |
1.1% |
39% |
False |
False |
307 |
| 100 |
1.1501 |
1.0520 |
0.0981 |
9.0% |
0.0121 |
1.1% |
42% |
False |
False |
253 |
| 120 |
1.1542 |
1.0520 |
0.1022 |
9.4% |
0.0110 |
1.0% |
40% |
False |
False |
213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1371 |
|
2.618 |
1.1224 |
|
1.618 |
1.1134 |
|
1.000 |
1.1078 |
|
0.618 |
1.1044 |
|
HIGH |
1.0988 |
|
0.618 |
1.0954 |
|
0.500 |
1.0943 |
|
0.382 |
1.0932 |
|
LOW |
1.0898 |
|
0.618 |
1.0842 |
|
1.000 |
1.0808 |
|
1.618 |
1.0752 |
|
2.618 |
1.0662 |
|
4.250 |
1.0516 |
|
|
| Fisher Pivots for day following 22-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0943 |
1.0923 |
| PP |
1.0938 |
1.0917 |
| S1 |
1.0934 |
1.0912 |
|