CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 21-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2015 |
21-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1126 |
1.1240 |
0.0114 |
1.0% |
1.1119 |
| High |
1.1249 |
1.1394 |
0.0145 |
1.3% |
1.1394 |
| Low |
1.1110 |
1.1233 |
0.0123 |
1.1% |
1.1020 |
| Close |
1.1202 |
1.1358 |
0.0156 |
1.4% |
1.1358 |
| Range |
0.0139 |
0.0161 |
0.0022 |
15.8% |
0.0374 |
| ATR |
0.0116 |
0.0121 |
0.0005 |
4.7% |
0.0000 |
| Volume |
247,056 |
307,585 |
60,529 |
24.5% |
1,127,952 |
|
| Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1811 |
1.1746 |
1.1447 |
|
| R3 |
1.1650 |
1.1585 |
1.1402 |
|
| R2 |
1.1489 |
1.1489 |
1.1388 |
|
| R1 |
1.1424 |
1.1424 |
1.1373 |
1.1457 |
| PP |
1.1328 |
1.1328 |
1.1328 |
1.1345 |
| S1 |
1.1263 |
1.1263 |
1.1343 |
1.1296 |
| S2 |
1.1167 |
1.1167 |
1.1328 |
|
| S3 |
1.1006 |
1.1102 |
1.1314 |
|
| S4 |
1.0845 |
1.0941 |
1.1269 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2379 |
1.2243 |
1.1564 |
|
| R3 |
1.2005 |
1.1869 |
1.1461 |
|
| R2 |
1.1631 |
1.1631 |
1.1427 |
|
| R1 |
1.1495 |
1.1495 |
1.1392 |
1.1563 |
| PP |
1.1257 |
1.1257 |
1.1257 |
1.1292 |
| S1 |
1.1121 |
1.1121 |
1.1324 |
1.1189 |
| S2 |
1.0883 |
1.0883 |
1.1289 |
|
| S3 |
1.0509 |
1.0747 |
1.1255 |
|
| S4 |
1.0135 |
1.0373 |
1.1152 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1394 |
1.1020 |
0.0374 |
3.3% |
0.0113 |
1.0% |
90% |
True |
False |
225,590 |
| 10 |
1.1394 |
1.0930 |
0.0464 |
4.1% |
0.0120 |
1.1% |
92% |
True |
False |
223,389 |
| 20 |
1.1394 |
1.0852 |
0.0542 |
4.8% |
0.0115 |
1.0% |
93% |
True |
False |
216,238 |
| 40 |
1.1394 |
1.0817 |
0.0577 |
5.1% |
0.0122 |
1.1% |
94% |
True |
False |
216,411 |
| 60 |
1.1450 |
1.0817 |
0.0633 |
5.6% |
0.0130 |
1.1% |
85% |
False |
False |
192,680 |
| 80 |
1.1485 |
1.0817 |
0.0668 |
5.9% |
0.0132 |
1.2% |
81% |
False |
False |
145,258 |
| 100 |
1.1485 |
1.0545 |
0.0940 |
8.3% |
0.0132 |
1.2% |
86% |
False |
False |
116,353 |
| 120 |
1.1485 |
1.0494 |
0.0991 |
8.7% |
0.0137 |
1.2% |
87% |
False |
False |
97,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2078 |
|
2.618 |
1.1815 |
|
1.618 |
1.1654 |
|
1.000 |
1.1555 |
|
0.618 |
1.1493 |
|
HIGH |
1.1394 |
|
0.618 |
1.1332 |
|
0.500 |
1.1314 |
|
0.382 |
1.1295 |
|
LOW |
1.1233 |
|
0.618 |
1.1134 |
|
1.000 |
1.1072 |
|
1.618 |
1.0973 |
|
2.618 |
1.0812 |
|
4.250 |
1.0549 |
|
|
| Fisher Pivots for day following 21-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1343 |
1.1308 |
| PP |
1.1328 |
1.1258 |
| S1 |
1.1314 |
1.1208 |
|