CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 01-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2015 |
01-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1181 |
1.1210 |
0.0029 |
0.3% |
1.1381 |
| High |
1.1265 |
1.1335 |
0.0070 |
0.6% |
1.1718 |
| Low |
1.1178 |
1.1210 |
0.0032 |
0.3% |
1.1158 |
| Close |
1.1239 |
1.1296 |
0.0057 |
0.5% |
1.1185 |
| Range |
0.0087 |
0.0125 |
0.0038 |
43.7% |
0.0560 |
| ATR |
0.0148 |
0.0147 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
175,893 |
245,554 |
69,661 |
39.6% |
1,791,302 |
|
| Daily Pivots for day following 01-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1655 |
1.1601 |
1.1365 |
|
| R3 |
1.1530 |
1.1476 |
1.1330 |
|
| R2 |
1.1405 |
1.1405 |
1.1319 |
|
| R1 |
1.1351 |
1.1351 |
1.1307 |
1.1378 |
| PP |
1.1280 |
1.1280 |
1.1280 |
1.1294 |
| S1 |
1.1226 |
1.1226 |
1.1285 |
1.1253 |
| S2 |
1.1155 |
1.1155 |
1.1273 |
|
| S3 |
1.1030 |
1.1101 |
1.1262 |
|
| S4 |
1.0905 |
1.0976 |
1.1227 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3034 |
1.2669 |
1.1493 |
|
| R3 |
1.2474 |
1.2109 |
1.1339 |
|
| R2 |
1.1914 |
1.1914 |
1.1288 |
|
| R1 |
1.1549 |
1.1549 |
1.1236 |
1.1452 |
| PP |
1.1354 |
1.1354 |
1.1354 |
1.1305 |
| S1 |
1.0989 |
1.0989 |
1.1134 |
1.0892 |
| S2 |
1.0794 |
1.0794 |
1.1082 |
|
| S3 |
1.0234 |
1.0429 |
1.1031 |
|
| S4 |
0.9674 |
0.9869 |
1.0877 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1564 |
1.1158 |
0.0406 |
3.6% |
0.0160 |
1.4% |
34% |
False |
False |
251,695 |
| 10 |
1.1718 |
1.1021 |
0.0697 |
6.2% |
0.0177 |
1.6% |
39% |
False |
False |
301,703 |
| 20 |
1.1718 |
1.0852 |
0.0866 |
7.7% |
0.0142 |
1.3% |
51% |
False |
False |
254,631 |
| 40 |
1.1718 |
1.0817 |
0.0901 |
8.0% |
0.0130 |
1.1% |
53% |
False |
False |
228,727 |
| 60 |
1.1718 |
1.0817 |
0.0901 |
8.0% |
0.0131 |
1.2% |
53% |
False |
False |
226,735 |
| 80 |
1.1718 |
1.0817 |
0.0901 |
8.0% |
0.0136 |
1.2% |
53% |
False |
False |
172,703 |
| 100 |
1.1718 |
1.0545 |
0.1173 |
10.4% |
0.0136 |
1.2% |
64% |
False |
False |
138,434 |
| 120 |
1.1718 |
1.0510 |
0.1208 |
10.7% |
0.0140 |
1.2% |
65% |
False |
False |
115,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1866 |
|
2.618 |
1.1662 |
|
1.618 |
1.1537 |
|
1.000 |
1.1460 |
|
0.618 |
1.1412 |
|
HIGH |
1.1335 |
|
0.618 |
1.1287 |
|
0.500 |
1.1273 |
|
0.382 |
1.1258 |
|
LOW |
1.1210 |
|
0.618 |
1.1133 |
|
1.000 |
1.1085 |
|
1.618 |
1.1008 |
|
2.618 |
1.0883 |
|
4.250 |
1.0679 |
|
|
| Fisher Pivots for day following 01-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1288 |
1.1280 |
| PP |
1.1280 |
1.1263 |
| S1 |
1.1273 |
1.1247 |
|