CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 10-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2015 |
10-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0929 |
1.0965 |
0.0036 |
0.3% |
1.0987 |
| High |
1.0984 |
1.1047 |
0.0063 |
0.6% |
1.1002 |
| Low |
1.0860 |
1.0930 |
0.0070 |
0.6% |
1.0852 |
| Close |
1.0976 |
1.1024 |
0.0048 |
0.4% |
1.0976 |
| Range |
0.0124 |
0.0117 |
-0.0007 |
-5.6% |
0.0150 |
| ATR |
0.0117 |
0.0117 |
0.0000 |
0.0% |
0.0000 |
| Volume |
263,858 |
166,160 |
-97,698 |
-37.0% |
969,444 |
|
| Daily Pivots for day following 10-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1351 |
1.1305 |
1.1088 |
|
| R3 |
1.1234 |
1.1188 |
1.1056 |
|
| R2 |
1.1117 |
1.1117 |
1.1045 |
|
| R1 |
1.1071 |
1.1071 |
1.1035 |
1.1094 |
| PP |
1.1000 |
1.1000 |
1.1000 |
1.1012 |
| S1 |
1.0954 |
1.0954 |
1.1013 |
1.0977 |
| S2 |
1.0883 |
1.0883 |
1.1003 |
|
| S3 |
1.0766 |
1.0837 |
1.0992 |
|
| S4 |
1.0649 |
1.0720 |
1.0960 |
|
|
| 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 |
1.1047 |
1.0852 |
0.0195 |
1.8% |
0.0103 |
0.9% |
88% |
True |
False |
196,749 |
| 10 |
1.1121 |
1.0852 |
0.0269 |
2.4% |
0.0106 |
1.0% |
64% |
False |
False |
203,559 |
| 20 |
1.1137 |
1.0817 |
0.0320 |
2.9% |
0.0106 |
1.0% |
65% |
False |
False |
197,313 |
| 40 |
1.1450 |
1.0817 |
0.0633 |
5.7% |
0.0122 |
1.1% |
33% |
False |
False |
213,435 |
| 60 |
1.1485 |
1.0817 |
0.0668 |
6.1% |
0.0132 |
1.2% |
31% |
False |
False |
158,779 |
| 80 |
1.1485 |
1.0687 |
0.0798 |
7.2% |
0.0133 |
1.2% |
42% |
False |
False |
119,493 |
| 100 |
1.1485 |
1.0545 |
0.0940 |
8.5% |
0.0134 |
1.2% |
51% |
False |
False |
95,759 |
| 120 |
1.1485 |
1.0494 |
0.0991 |
9.0% |
0.0135 |
1.2% |
53% |
False |
False |
79,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1544 |
|
2.618 |
1.1353 |
|
1.618 |
1.1236 |
|
1.000 |
1.1164 |
|
0.618 |
1.1119 |
|
HIGH |
1.1047 |
|
0.618 |
1.1002 |
|
0.500 |
1.0989 |
|
0.382 |
1.0975 |
|
LOW |
1.0930 |
|
0.618 |
1.0858 |
|
1.000 |
1.0813 |
|
1.618 |
1.0741 |
|
2.618 |
1.0624 |
|
4.250 |
1.0433 |
|
|
| Fisher Pivots for day following 10-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1012 |
1.1001 |
| PP |
1.1000 |
1.0977 |
| S1 |
1.0989 |
1.0954 |
|