CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 12-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2015 |
12-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1022 |
1.1046 |
0.0024 |
0.2% |
1.0987 |
| High |
1.1093 |
1.1220 |
0.0127 |
1.1% |
1.1002 |
| Low |
1.0965 |
1.1028 |
0.0063 |
0.6% |
1.0852 |
| Close |
1.1035 |
1.1174 |
0.0139 |
1.3% |
1.0976 |
| Range |
0.0128 |
0.0192 |
0.0064 |
50.0% |
0.0150 |
| ATR |
0.0118 |
0.0123 |
0.0005 |
4.5% |
0.0000 |
| Volume |
258,539 |
312,509 |
53,970 |
20.9% |
969,444 |
|
| Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1717 |
1.1637 |
1.1280 |
|
| R3 |
1.1525 |
1.1445 |
1.1227 |
|
| R2 |
1.1333 |
1.1333 |
1.1209 |
|
| R1 |
1.1253 |
1.1253 |
1.1192 |
1.1293 |
| PP |
1.1141 |
1.1141 |
1.1141 |
1.1161 |
| S1 |
1.1061 |
1.1061 |
1.1156 |
1.1101 |
| S2 |
1.0949 |
1.0949 |
1.1139 |
|
| S3 |
1.0757 |
1.0869 |
1.1121 |
|
| S4 |
1.0565 |
1.0677 |
1.1068 |
|
|
| 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 |
1.1220 |
1.0860 |
0.0360 |
3.2% |
0.0126 |
1.1% |
87% |
True |
False |
229,519 |
| 10 |
1.1220 |
1.0852 |
0.0368 |
3.3% |
0.0118 |
1.1% |
88% |
True |
False |
224,430 |
| 20 |
1.1220 |
1.0817 |
0.0403 |
3.6% |
0.0111 |
1.0% |
89% |
True |
False |
206,755 |
| 40 |
1.1450 |
1.0817 |
0.0633 |
5.7% |
0.0124 |
1.1% |
56% |
False |
False |
217,881 |
| 60 |
1.1450 |
1.0817 |
0.0633 |
5.7% |
0.0133 |
1.2% |
56% |
False |
False |
168,222 |
| 80 |
1.1485 |
1.0687 |
0.0798 |
7.1% |
0.0134 |
1.2% |
61% |
False |
False |
126,612 |
| 100 |
1.1485 |
1.0545 |
0.0940 |
8.4% |
0.0133 |
1.2% |
67% |
False |
False |
101,457 |
| 120 |
1.1485 |
1.0494 |
0.0991 |
8.9% |
0.0136 |
1.2% |
69% |
False |
False |
84,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2036 |
|
2.618 |
1.1723 |
|
1.618 |
1.1531 |
|
1.000 |
1.1412 |
|
0.618 |
1.1339 |
|
HIGH |
1.1220 |
|
0.618 |
1.1147 |
|
0.500 |
1.1124 |
|
0.382 |
1.1101 |
|
LOW |
1.1028 |
|
0.618 |
1.0909 |
|
1.000 |
1.0836 |
|
1.618 |
1.0717 |
|
2.618 |
1.0525 |
|
4.250 |
1.0212 |
|
|
| Fisher Pivots for day following 12-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1157 |
1.1141 |
| PP |
1.1141 |
1.1108 |
| S1 |
1.1124 |
1.1075 |
|