CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 30-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2015 |
30-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1092 |
1.1007 |
-0.0085 |
-0.8% |
1.0859 |
| High |
1.1108 |
1.1007 |
-0.0101 |
-0.9% |
1.1040 |
| Low |
1.0991 |
1.0917 |
-0.0074 |
-0.7% |
1.0834 |
| Close |
1.1032 |
1.0941 |
-0.0091 |
-0.8% |
1.1006 |
| Range |
0.0117 |
0.0090 |
-0.0027 |
-23.1% |
0.0206 |
| ATR |
0.0117 |
0.0117 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
255 |
591 |
336 |
131.8% |
8,840 |
|
| Daily Pivots for day following 30-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1225 |
1.1173 |
1.0991 |
|
| R3 |
1.1135 |
1.1083 |
1.0966 |
|
| R2 |
1.1045 |
1.1045 |
1.0958 |
|
| R1 |
1.0993 |
1.0993 |
1.0949 |
1.0974 |
| PP |
1.0955 |
1.0955 |
1.0955 |
1.0946 |
| S1 |
1.0903 |
1.0903 |
1.0933 |
1.0884 |
| S2 |
1.0865 |
1.0865 |
1.0925 |
|
| S3 |
1.0775 |
1.0813 |
1.0916 |
|
| S4 |
1.0685 |
1.0723 |
1.0892 |
|
|
| 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 |
1.1151 |
1.0917 |
0.0234 |
2.1% |
0.0101 |
0.9% |
10% |
False |
True |
659 |
| 10 |
1.1151 |
1.0834 |
0.0317 |
2.9% |
0.0097 |
0.9% |
34% |
False |
False |
1,189 |
| 20 |
1.1236 |
1.0834 |
0.0402 |
3.7% |
0.0112 |
1.0% |
27% |
False |
False |
839 |
| 40 |
1.1462 |
1.0834 |
0.0628 |
5.7% |
0.0122 |
1.1% |
17% |
False |
False |
628 |
| 60 |
1.1501 |
1.0834 |
0.0667 |
6.1% |
0.0123 |
1.1% |
16% |
False |
False |
481 |
| 80 |
1.1501 |
1.0570 |
0.0931 |
8.5% |
0.0120 |
1.1% |
40% |
False |
False |
376 |
| 100 |
1.1501 |
1.0520 |
0.0981 |
9.0% |
0.0122 |
1.1% |
43% |
False |
False |
308 |
| 120 |
1.1501 |
1.0520 |
0.0981 |
9.0% |
0.0111 |
1.0% |
43% |
False |
False |
259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1390 |
|
2.618 |
1.1243 |
|
1.618 |
1.1153 |
|
1.000 |
1.1097 |
|
0.618 |
1.1063 |
|
HIGH |
1.1007 |
|
0.618 |
1.0973 |
|
0.500 |
1.0962 |
|
0.382 |
1.0951 |
|
LOW |
1.0917 |
|
0.618 |
1.0861 |
|
1.000 |
1.0827 |
|
1.618 |
1.0771 |
|
2.618 |
1.0681 |
|
4.250 |
1.0535 |
|
|
| Fisher Pivots for day following 30-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0962 |
1.1020 |
| PP |
1.0955 |
1.0993 |
| S1 |
1.0948 |
1.0967 |
|