CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 18-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2015 |
18-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1119 |
1.1084 |
-0.0035 |
-0.3% |
1.0965 |
| High |
1.1130 |
1.1098 |
-0.0032 |
-0.3% |
1.1220 |
| Low |
1.1062 |
1.1020 |
-0.0042 |
-0.4% |
1.0930 |
| Close |
1.1085 |
1.1023 |
-0.0062 |
-0.6% |
1.1124 |
| Range |
0.0068 |
0.0078 |
0.0010 |
14.7% |
0.0290 |
| ATR |
0.0116 |
0.0114 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
166,997 |
156,672 |
-10,325 |
-6.2% |
1,105,941 |
|
| Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1281 |
1.1230 |
1.1066 |
|
| R3 |
1.1203 |
1.1152 |
1.1044 |
|
| R2 |
1.1125 |
1.1125 |
1.1037 |
|
| R1 |
1.1074 |
1.1074 |
1.1030 |
1.1061 |
| PP |
1.1047 |
1.1047 |
1.1047 |
1.1040 |
| S1 |
1.0996 |
1.0996 |
1.1016 |
1.0983 |
| S2 |
1.0969 |
1.0969 |
1.1009 |
|
| S3 |
1.0891 |
1.0918 |
1.1002 |
|
| S4 |
1.0813 |
1.0840 |
1.0980 |
|
|
| 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 |
1.1020 |
0.0200 |
1.8% |
0.0108 |
1.0% |
2% |
False |
True |
200,982 |
| 10 |
1.1220 |
1.0852 |
0.0368 |
3.3% |
0.0107 |
1.0% |
46% |
False |
False |
207,560 |
| 20 |
1.1220 |
1.0852 |
0.0368 |
3.3% |
0.0108 |
1.0% |
46% |
False |
False |
205,117 |
| 40 |
1.1360 |
1.0817 |
0.0543 |
4.9% |
0.0121 |
1.1% |
38% |
False |
False |
212,890 |
| 60 |
1.1450 |
1.0817 |
0.0633 |
5.7% |
0.0128 |
1.2% |
33% |
False |
False |
179,572 |
| 80 |
1.1485 |
1.0817 |
0.0668 |
6.1% |
0.0132 |
1.2% |
31% |
False |
False |
135,237 |
| 100 |
1.1485 |
1.0545 |
0.0940 |
8.5% |
0.0131 |
1.2% |
51% |
False |
False |
108,344 |
| 120 |
1.1485 |
1.0494 |
0.0991 |
9.0% |
0.0136 |
1.2% |
53% |
False |
False |
90,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1430 |
|
2.618 |
1.1302 |
|
1.618 |
1.1224 |
|
1.000 |
1.1176 |
|
0.618 |
1.1146 |
|
HIGH |
1.1098 |
|
0.618 |
1.1068 |
|
0.500 |
1.1059 |
|
0.382 |
1.1050 |
|
LOW |
1.1020 |
|
0.618 |
1.0972 |
|
1.000 |
1.0942 |
|
1.618 |
1.0894 |
|
2.618 |
1.0816 |
|
4.250 |
1.0689 |
|
|
| Fisher Pivots for day following 18-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1059 |
1.1107 |
| PP |
1.1047 |
1.1079 |
| S1 |
1.1035 |
1.1051 |
|