CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 14-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2015 |
14-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1165 |
1.1157 |
-0.0008 |
-0.1% |
1.0965 |
| High |
1.1193 |
1.1193 |
0.0000 |
0.0% |
1.1220 |
| Low |
1.1084 |
1.1102 |
0.0018 |
0.2% |
1.0930 |
| Close |
1.1146 |
1.1124 |
-0.0022 |
-0.2% |
1.1124 |
| Range |
0.0109 |
0.0091 |
-0.0018 |
-16.5% |
0.0290 |
| ATR |
0.0122 |
0.0120 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
198,156 |
170,577 |
-27,579 |
-13.9% |
1,105,941 |
|
| Daily Pivots for day following 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1413 |
1.1359 |
1.1174 |
|
| R3 |
1.1322 |
1.1268 |
1.1149 |
|
| R2 |
1.1231 |
1.1231 |
1.1141 |
|
| R1 |
1.1177 |
1.1177 |
1.1132 |
1.1159 |
| PP |
1.1140 |
1.1140 |
1.1140 |
1.1130 |
| S1 |
1.1086 |
1.1086 |
1.1116 |
1.1068 |
| S2 |
1.1049 |
1.1049 |
1.1107 |
|
| S3 |
1.0958 |
1.0995 |
1.1099 |
|
| S4 |
1.0867 |
1.0904 |
1.1074 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1961 |
1.1833 |
1.1284 |
|
| R3 |
1.1671 |
1.1543 |
1.1204 |
|
| R2 |
1.1381 |
1.1381 |
1.1177 |
|
| R1 |
1.1253 |
1.1253 |
1.1151 |
1.1317 |
| PP |
1.1091 |
1.1091 |
1.1091 |
1.1124 |
| S1 |
1.0963 |
1.0963 |
1.1097 |
1.1027 |
| S2 |
1.0801 |
1.0801 |
1.1071 |
|
| S3 |
1.0511 |
1.0673 |
1.1044 |
|
| S4 |
1.0221 |
1.0383 |
1.0965 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1220 |
1.0930 |
0.0290 |
2.6% |
0.0127 |
1.1% |
67% |
False |
False |
221,188 |
| 10 |
1.1220 |
1.0852 |
0.0368 |
3.3% |
0.0109 |
1.0% |
74% |
False |
False |
207,538 |
| 20 |
1.1220 |
1.0817 |
0.0403 |
3.6% |
0.0111 |
1.0% |
76% |
False |
False |
206,409 |
| 40 |
1.1424 |
1.0817 |
0.0607 |
5.5% |
0.0123 |
1.1% |
51% |
False |
False |
214,084 |
| 60 |
1.1450 |
1.0817 |
0.0633 |
5.7% |
0.0131 |
1.2% |
48% |
False |
False |
174,271 |
| 80 |
1.1485 |
1.0690 |
0.0795 |
7.1% |
0.0134 |
1.2% |
55% |
False |
False |
131,206 |
| 100 |
1.1485 |
1.0545 |
0.0940 |
8.5% |
0.0133 |
1.2% |
62% |
False |
False |
105,122 |
| 120 |
1.1485 |
1.0494 |
0.0991 |
8.9% |
0.0137 |
1.2% |
64% |
False |
False |
87,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1580 |
|
2.618 |
1.1431 |
|
1.618 |
1.1340 |
|
1.000 |
1.1284 |
|
0.618 |
1.1249 |
|
HIGH |
1.1193 |
|
0.618 |
1.1158 |
|
0.500 |
1.1148 |
|
0.382 |
1.1137 |
|
LOW |
1.1102 |
|
0.618 |
1.1046 |
|
1.000 |
1.1011 |
|
1.618 |
1.0955 |
|
2.618 |
1.0864 |
|
4.250 |
1.0715 |
|
|
| Fisher Pivots for day following 14-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1148 |
1.1124 |
| PP |
1.1140 |
1.1124 |
| S1 |
1.1132 |
1.1124 |
|