CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 25-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2015 |
25-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1381 |
1.1585 |
0.0204 |
1.8% |
1.1119 |
| High |
1.1718 |
1.1609 |
-0.0109 |
-0.9% |
1.1394 |
| Low |
1.1373 |
1.1398 |
0.0025 |
0.2% |
1.1020 |
| Close |
1.1603 |
1.1429 |
-0.0174 |
-1.5% |
1.1358 |
| Range |
0.0345 |
0.0211 |
-0.0134 |
-38.8% |
0.0374 |
| ATR |
0.0138 |
0.0143 |
0.0005 |
3.8% |
0.0000 |
| Volume |
563,021 |
391,253 |
-171,768 |
-30.5% |
1,127,952 |
|
| Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2112 |
1.1981 |
1.1545 |
|
| R3 |
1.1901 |
1.1770 |
1.1487 |
|
| R2 |
1.1690 |
1.1690 |
1.1468 |
|
| R1 |
1.1559 |
1.1559 |
1.1448 |
1.1519 |
| PP |
1.1479 |
1.1479 |
1.1479 |
1.1459 |
| S1 |
1.1348 |
1.1348 |
1.1410 |
1.1308 |
| S2 |
1.1268 |
1.1268 |
1.1390 |
|
| S3 |
1.1057 |
1.1137 |
1.1371 |
|
| S4 |
1.0846 |
1.0926 |
1.1313 |
|
|
| 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 |
1.1718 |
1.1021 |
0.0697 |
6.1% |
0.0195 |
1.7% |
59% |
False |
False |
351,711 |
| 10 |
1.1718 |
1.1020 |
0.0698 |
6.1% |
0.0151 |
1.3% |
59% |
False |
False |
276,346 |
| 20 |
1.1718 |
1.0852 |
0.0866 |
7.6% |
0.0131 |
1.1% |
67% |
False |
False |
245,166 |
| 40 |
1.1718 |
1.0817 |
0.0901 |
7.9% |
0.0126 |
1.1% |
68% |
False |
False |
226,398 |
| 60 |
1.1718 |
1.0817 |
0.0901 |
7.9% |
0.0136 |
1.2% |
68% |
False |
False |
208,305 |
| 80 |
1.1718 |
1.0817 |
0.0901 |
7.9% |
0.0135 |
1.2% |
68% |
False |
False |
157,094 |
| 100 |
1.1718 |
1.0545 |
0.1173 |
10.3% |
0.0135 |
1.2% |
75% |
False |
False |
125,879 |
| 120 |
1.1718 |
1.0494 |
0.1224 |
10.7% |
0.0140 |
1.2% |
76% |
False |
False |
105,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2506 |
|
2.618 |
1.2161 |
|
1.618 |
1.1950 |
|
1.000 |
1.1820 |
|
0.618 |
1.1739 |
|
HIGH |
1.1609 |
|
0.618 |
1.1528 |
|
0.500 |
1.1504 |
|
0.382 |
1.1479 |
|
LOW |
1.1398 |
|
0.618 |
1.1268 |
|
1.000 |
1.1187 |
|
1.618 |
1.1057 |
|
2.618 |
1.0846 |
|
4.250 |
1.0501 |
|
|
| Fisher Pivots for day following 25-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1504 |
1.1476 |
| PP |
1.1479 |
1.1460 |
| S1 |
1.1454 |
1.1445 |
|