CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 20-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2015 |
20-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1031 |
1.1126 |
0.0095 |
0.9% |
1.0965 |
| High |
1.1139 |
1.1249 |
0.0110 |
1.0% |
1.1220 |
| Low |
1.1021 |
1.1110 |
0.0089 |
0.8% |
1.0930 |
| Close |
1.1134 |
1.1202 |
0.0068 |
0.6% |
1.1124 |
| Range |
0.0118 |
0.0139 |
0.0021 |
17.8% |
0.0290 |
| ATR |
0.0114 |
0.0116 |
0.0002 |
1.6% |
0.0000 |
| Volume |
249,642 |
247,056 |
-2,586 |
-1.0% |
1,105,941 |
|
| Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1604 |
1.1542 |
1.1278 |
|
| R3 |
1.1465 |
1.1403 |
1.1240 |
|
| R2 |
1.1326 |
1.1326 |
1.1227 |
|
| R1 |
1.1264 |
1.1264 |
1.1215 |
1.1295 |
| PP |
1.1187 |
1.1187 |
1.1187 |
1.1203 |
| S1 |
1.1125 |
1.1125 |
1.1189 |
1.1156 |
| S2 |
1.1048 |
1.1048 |
1.1177 |
|
| S3 |
1.0909 |
1.0986 |
1.1164 |
|
| S4 |
1.0770 |
1.0847 |
1.1126 |
|
|
| 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 |
1.1249 |
1.1020 |
0.0229 |
2.0% |
0.0099 |
0.9% |
79% |
True |
False |
198,188 |
| 10 |
1.1249 |
1.0860 |
0.0389 |
3.5% |
0.0116 |
1.0% |
88% |
True |
False |
219,016 |
| 20 |
1.1249 |
1.0852 |
0.0397 |
3.5% |
0.0111 |
1.0% |
88% |
True |
False |
209,073 |
| 40 |
1.1292 |
1.0817 |
0.0475 |
4.2% |
0.0120 |
1.1% |
81% |
False |
False |
213,183 |
| 60 |
1.1450 |
1.0817 |
0.0633 |
5.7% |
0.0128 |
1.1% |
61% |
False |
False |
187,654 |
| 80 |
1.1485 |
1.0817 |
0.0668 |
6.0% |
0.0132 |
1.2% |
58% |
False |
False |
141,428 |
| 100 |
1.1485 |
1.0545 |
0.0940 |
8.4% |
0.0131 |
1.2% |
70% |
False |
False |
113,287 |
| 120 |
1.1485 |
1.0494 |
0.0991 |
8.8% |
0.0137 |
1.2% |
71% |
False |
False |
94,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1840 |
|
2.618 |
1.1613 |
|
1.618 |
1.1474 |
|
1.000 |
1.1388 |
|
0.618 |
1.1335 |
|
HIGH |
1.1249 |
|
0.618 |
1.1196 |
|
0.500 |
1.1180 |
|
0.382 |
1.1163 |
|
LOW |
1.1110 |
|
0.618 |
1.1024 |
|
1.000 |
1.0971 |
|
1.618 |
1.0885 |
|
2.618 |
1.0746 |
|
4.250 |
1.0519 |
|
|
| Fisher Pivots for day following 20-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1195 |
1.1180 |
| PP |
1.1187 |
1.1157 |
| S1 |
1.1180 |
1.1135 |
|