CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 24-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2015 |
24-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0951 |
1.1011 |
0.0060 |
0.5% |
1.0859 |
| High |
1.1040 |
1.1016 |
-0.0024 |
-0.2% |
1.1040 |
| Low |
1.0950 |
1.0950 |
0.0000 |
0.0% |
1.0834 |
| Close |
1.1023 |
1.1006 |
-0.0017 |
-0.2% |
1.1006 |
| Range |
0.0090 |
0.0066 |
-0.0024 |
-26.7% |
0.0206 |
| ATR |
0.0121 |
0.0118 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
2,377 |
893 |
-1,484 |
-62.4% |
8,840 |
|
| Daily Pivots for day following 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1189 |
1.1163 |
1.1042 |
|
| R3 |
1.1123 |
1.1097 |
1.1024 |
|
| R2 |
1.1057 |
1.1057 |
1.1018 |
|
| R1 |
1.1031 |
1.1031 |
1.1012 |
1.1011 |
| PP |
1.0991 |
1.0991 |
1.0991 |
1.0981 |
| S1 |
1.0965 |
1.0965 |
1.1000 |
1.0945 |
| S2 |
1.0925 |
1.0925 |
1.0994 |
|
| S3 |
1.0859 |
1.0899 |
1.0988 |
|
| S4 |
1.0793 |
1.0833 |
1.0970 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1578 |
1.1498 |
1.1119 |
|
| R3 |
1.1372 |
1.1292 |
1.1063 |
|
| R2 |
1.1166 |
1.1166 |
1.1044 |
|
| R1 |
1.1086 |
1.1086 |
1.1025 |
1.1126 |
| PP |
1.0960 |
1.0960 |
1.0960 |
1.0980 |
| S1 |
1.0880 |
1.0880 |
1.0987 |
1.0920 |
| S2 |
1.0754 |
1.0754 |
1.0968 |
|
| S3 |
1.0548 |
1.0674 |
1.0949 |
|
| S4 |
1.0342 |
1.0468 |
1.0893 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1040 |
1.0834 |
0.0206 |
1.9% |
0.0091 |
0.8% |
83% |
False |
False |
1,768 |
| 10 |
1.1222 |
1.0834 |
0.0388 |
3.5% |
0.0104 |
0.9% |
44% |
False |
False |
1,178 |
| 20 |
1.1307 |
1.0834 |
0.0473 |
4.3% |
0.0122 |
1.1% |
36% |
False |
False |
848 |
| 40 |
1.1462 |
1.0834 |
0.0628 |
5.7% |
0.0126 |
1.1% |
27% |
False |
False |
594 |
| 60 |
1.1501 |
1.0834 |
0.0667 |
6.1% |
0.0123 |
1.1% |
26% |
False |
False |
446 |
| 80 |
1.1501 |
1.0570 |
0.0931 |
8.5% |
0.0119 |
1.1% |
47% |
False |
False |
347 |
| 100 |
1.1501 |
1.0520 |
0.0981 |
8.9% |
0.0121 |
1.1% |
50% |
False |
False |
285 |
| 120 |
1.1535 |
1.0520 |
0.1015 |
9.2% |
0.0109 |
1.0% |
48% |
False |
False |
240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1297 |
|
2.618 |
1.1189 |
|
1.618 |
1.1123 |
|
1.000 |
1.1082 |
|
0.618 |
1.1057 |
|
HIGH |
1.1016 |
|
0.618 |
1.0991 |
|
0.500 |
1.0983 |
|
0.382 |
1.0975 |
|
LOW |
1.0950 |
|
0.618 |
1.0909 |
|
1.000 |
1.0884 |
|
1.618 |
1.0843 |
|
2.618 |
1.0777 |
|
4.250 |
1.0670 |
|
|
| Fisher Pivots for day following 24-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0998 |
1.0994 |
| PP |
1.0991 |
1.0981 |
| S1 |
1.0983 |
1.0969 |
|