CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 05-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2015 |
05-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0959 |
1.0896 |
-0.0063 |
-0.6% |
1.0984 |
| High |
1.0994 |
1.0948 |
-0.0046 |
-0.4% |
1.1137 |
| Low |
1.0885 |
1.0852 |
-0.0033 |
-0.3% |
1.0899 |
| Close |
1.0897 |
1.0901 |
0.0004 |
0.0% |
1.0971 |
| Range |
0.0109 |
0.0096 |
-0.0013 |
-11.9% |
0.0238 |
| ATR |
0.0122 |
0.0120 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
171,599 |
235,601 |
64,002 |
37.3% |
1,121,432 |
|
| Daily Pivots for day following 05-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1188 |
1.1141 |
1.0954 |
|
| R3 |
1.1092 |
1.1045 |
1.0927 |
|
| R2 |
1.0996 |
1.0996 |
1.0919 |
|
| R1 |
1.0949 |
1.0949 |
1.0910 |
1.0973 |
| PP |
1.0900 |
1.0900 |
1.0900 |
1.0912 |
| S1 |
1.0853 |
1.0853 |
1.0892 |
1.0877 |
| S2 |
1.0804 |
1.0804 |
1.0883 |
|
| S3 |
1.0708 |
1.0757 |
1.0875 |
|
| S4 |
1.0612 |
1.0661 |
1.0848 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1716 |
1.1582 |
1.1102 |
|
| R3 |
1.1478 |
1.1344 |
1.1036 |
|
| R2 |
1.1240 |
1.1240 |
1.1015 |
|
| R1 |
1.1106 |
1.1106 |
1.0993 |
1.1054 |
| PP |
1.1002 |
1.1002 |
1.1002 |
1.0977 |
| S1 |
1.0868 |
1.0868 |
1.0949 |
1.0816 |
| S2 |
1.0764 |
1.0764 |
1.0927 |
|
| S3 |
1.0526 |
1.0630 |
1.0906 |
|
| S4 |
1.0288 |
1.0392 |
1.0840 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1121 |
1.0852 |
0.0269 |
2.5% |
0.0110 |
1.0% |
18% |
False |
True |
219,342 |
| 10 |
1.1137 |
1.0852 |
0.0285 |
2.6% |
0.0107 |
1.0% |
17% |
False |
True |
208,540 |
| 20 |
1.1226 |
1.0817 |
0.0409 |
3.8% |
0.0116 |
1.1% |
21% |
False |
False |
203,832 |
| 40 |
1.1450 |
1.0817 |
0.0633 |
5.8% |
0.0124 |
1.1% |
13% |
False |
False |
216,123 |
| 60 |
1.1485 |
1.0817 |
0.0668 |
6.1% |
0.0134 |
1.2% |
13% |
False |
False |
149,255 |
| 80 |
1.1485 |
1.0556 |
0.0929 |
8.5% |
0.0135 |
1.2% |
37% |
False |
False |
112,318 |
| 100 |
1.1485 |
1.0545 |
0.0940 |
8.6% |
0.0139 |
1.3% |
38% |
False |
False |
90,010 |
| 120 |
1.1485 |
1.0494 |
0.0991 |
9.1% |
0.0134 |
1.2% |
41% |
False |
False |
75,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1356 |
|
2.618 |
1.1199 |
|
1.618 |
1.1103 |
|
1.000 |
1.1044 |
|
0.618 |
1.1007 |
|
HIGH |
1.0948 |
|
0.618 |
1.0911 |
|
0.500 |
1.0900 |
|
0.382 |
1.0889 |
|
LOW |
1.0852 |
|
0.618 |
1.0793 |
|
1.000 |
1.0756 |
|
1.618 |
1.0697 |
|
2.618 |
1.0601 |
|
4.250 |
1.0444 |
|
|
| Fisher Pivots for day following 05-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0901 |
1.0927 |
| PP |
1.0900 |
1.0918 |
| S1 |
1.0900 |
1.0910 |
|