CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 07-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2015 |
07-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0906 |
1.0929 |
0.0023 |
0.2% |
1.0987 |
| High |
1.0950 |
1.0984 |
0.0034 |
0.3% |
1.1002 |
| Low |
1.0879 |
1.0860 |
-0.0019 |
-0.2% |
1.0852 |
| Close |
1.0926 |
1.0976 |
0.0050 |
0.5% |
1.0976 |
| Range |
0.0071 |
0.0124 |
0.0053 |
74.6% |
0.0150 |
| ATR |
0.0117 |
0.0117 |
0.0001 |
0.4% |
0.0000 |
| Volume |
146,531 |
263,858 |
117,327 |
80.1% |
969,444 |
|
| Daily Pivots for day following 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1312 |
1.1268 |
1.1044 |
|
| R3 |
1.1188 |
1.1144 |
1.1010 |
|
| R2 |
1.1064 |
1.1064 |
1.0999 |
|
| R1 |
1.1020 |
1.1020 |
1.0987 |
1.1042 |
| PP |
1.0940 |
1.0940 |
1.0940 |
1.0951 |
| S1 |
1.0896 |
1.0896 |
1.0965 |
1.0918 |
| S2 |
1.0816 |
1.0816 |
1.0953 |
|
| S3 |
1.0692 |
1.0772 |
1.0942 |
|
| S4 |
1.0568 |
1.0648 |
1.0908 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1393 |
1.1335 |
1.1059 |
|
| R3 |
1.1243 |
1.1185 |
1.1017 |
|
| R2 |
1.1093 |
1.1093 |
1.1004 |
|
| R1 |
1.1035 |
1.1035 |
1.0990 |
1.0989 |
| PP |
1.0943 |
1.0943 |
1.0943 |
1.0921 |
| S1 |
1.0885 |
1.0885 |
1.0962 |
1.0839 |
| S2 |
1.0793 |
1.0793 |
1.0949 |
|
| S3 |
1.0643 |
1.0735 |
1.0935 |
|
| S4 |
1.0493 |
1.0585 |
1.0894 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1002 |
1.0852 |
0.0150 |
1.4% |
0.0091 |
0.8% |
83% |
False |
False |
193,888 |
| 10 |
1.1137 |
1.0852 |
0.0285 |
2.6% |
0.0110 |
1.0% |
44% |
False |
False |
209,087 |
| 20 |
1.1207 |
1.0817 |
0.0390 |
3.6% |
0.0110 |
1.0% |
41% |
False |
False |
201,713 |
| 40 |
1.1450 |
1.0817 |
0.0633 |
5.8% |
0.0122 |
1.1% |
25% |
False |
False |
217,252 |
| 60 |
1.1485 |
1.0817 |
0.0668 |
6.1% |
0.0132 |
1.2% |
24% |
False |
False |
156,061 |
| 80 |
1.1485 |
1.0653 |
0.0832 |
7.6% |
0.0133 |
1.2% |
39% |
False |
False |
117,425 |
| 100 |
1.1485 |
1.0545 |
0.0940 |
8.6% |
0.0136 |
1.2% |
46% |
False |
False |
94,107 |
| 120 |
1.1485 |
1.0494 |
0.0991 |
9.0% |
0.0135 |
1.2% |
49% |
False |
False |
78,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1511 |
|
2.618 |
1.1309 |
|
1.618 |
1.1185 |
|
1.000 |
1.1108 |
|
0.618 |
1.1061 |
|
HIGH |
1.0984 |
|
0.618 |
1.0937 |
|
0.500 |
1.0922 |
|
0.382 |
1.0907 |
|
LOW |
1.0860 |
|
0.618 |
1.0783 |
|
1.000 |
1.0736 |
|
1.618 |
1.0659 |
|
2.618 |
1.0535 |
|
4.250 |
1.0333 |
|
|
| Fisher Pivots for day following 07-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0958 |
1.0957 |
| PP |
1.0940 |
1.0937 |
| S1 |
1.0922 |
1.0918 |
|