CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 19-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2015 |
19-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1084 |
1.1031 |
-0.0053 |
-0.5% |
1.0965 |
| High |
1.1098 |
1.1139 |
0.0041 |
0.4% |
1.1220 |
| Low |
1.1020 |
1.1021 |
0.0001 |
0.0% |
1.0930 |
| Close |
1.1023 |
1.1134 |
0.0111 |
1.0% |
1.1124 |
| Range |
0.0078 |
0.0118 |
0.0040 |
51.3% |
0.0290 |
| ATR |
0.0114 |
0.0114 |
0.0000 |
0.3% |
0.0000 |
| Volume |
156,672 |
249,642 |
92,970 |
59.3% |
1,105,941 |
|
| Daily Pivots for day following 19-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1452 |
1.1411 |
1.1199 |
|
| R3 |
1.1334 |
1.1293 |
1.1166 |
|
| R2 |
1.1216 |
1.1216 |
1.1156 |
|
| R1 |
1.1175 |
1.1175 |
1.1145 |
1.1196 |
| PP |
1.1098 |
1.1098 |
1.1098 |
1.1108 |
| S1 |
1.1057 |
1.1057 |
1.1123 |
1.1078 |
| S2 |
1.0980 |
1.0980 |
1.1112 |
|
| S3 |
1.0862 |
1.0939 |
1.1102 |
|
| S4 |
1.0744 |
1.0821 |
1.1069 |
|
|
| 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 |
1.1193 |
1.1020 |
0.0173 |
1.6% |
0.0093 |
0.8% |
66% |
False |
False |
188,408 |
| 10 |
1.1220 |
1.0860 |
0.0360 |
3.2% |
0.0110 |
1.0% |
76% |
False |
False |
208,964 |
| 20 |
1.1220 |
1.0852 |
0.0368 |
3.3% |
0.0109 |
1.0% |
77% |
False |
False |
208,752 |
| 40 |
1.1292 |
1.0817 |
0.0475 |
4.3% |
0.0118 |
1.1% |
67% |
False |
False |
212,324 |
| 60 |
1.1450 |
1.0817 |
0.0633 |
5.7% |
0.0128 |
1.1% |
50% |
False |
False |
183,639 |
| 80 |
1.1485 |
1.0817 |
0.0668 |
6.0% |
0.0132 |
1.2% |
47% |
False |
False |
138,347 |
| 100 |
1.1485 |
1.0545 |
0.0940 |
8.4% |
0.0131 |
1.2% |
63% |
False |
False |
110,830 |
| 120 |
1.1485 |
1.0494 |
0.0991 |
8.9% |
0.0136 |
1.2% |
65% |
False |
False |
92,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1641 |
|
2.618 |
1.1448 |
|
1.618 |
1.1330 |
|
1.000 |
1.1257 |
|
0.618 |
1.1212 |
|
HIGH |
1.1139 |
|
0.618 |
1.1094 |
|
0.500 |
1.1080 |
|
0.382 |
1.1066 |
|
LOW |
1.1021 |
|
0.618 |
1.0948 |
|
1.000 |
1.0903 |
|
1.618 |
1.0830 |
|
2.618 |
1.0712 |
|
4.250 |
1.0520 |
|
|
| Fisher Pivots for day following 19-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1116 |
1.1116 |
| PP |
1.1098 |
1.1098 |
| S1 |
1.1080 |
1.1080 |
|