CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 03-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2015 |
03-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1312 |
1.1226 |
-0.0086 |
-0.8% |
1.1381 |
| High |
1.1314 |
1.1245 |
-0.0069 |
-0.6% |
1.1718 |
| Low |
1.1218 |
1.1088 |
-0.0130 |
-1.2% |
1.1158 |
| Close |
1.1240 |
1.1117 |
-0.0123 |
-1.1% |
1.1185 |
| Range |
0.0096 |
0.0157 |
0.0061 |
63.5% |
0.0560 |
| ATR |
0.0143 |
0.0144 |
0.0001 |
0.7% |
0.0000 |
| Volume |
186,568 |
303,145 |
116,577 |
62.5% |
1,791,302 |
|
| Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1621 |
1.1526 |
1.1203 |
|
| R3 |
1.1464 |
1.1369 |
1.1160 |
|
| R2 |
1.1307 |
1.1307 |
1.1146 |
|
| R1 |
1.1212 |
1.1212 |
1.1131 |
1.1181 |
| PP |
1.1150 |
1.1150 |
1.1150 |
1.1135 |
| S1 |
1.1055 |
1.1055 |
1.1103 |
1.1024 |
| S2 |
1.0993 |
1.0993 |
1.1088 |
|
| S3 |
1.0836 |
1.0898 |
1.1074 |
|
| S4 |
1.0679 |
1.0741 |
1.1031 |
|
|
| 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 |
1.1335 |
1.1088 |
0.0247 |
2.2% |
0.0124 |
1.1% |
12% |
False |
True |
225,783 |
| 10 |
1.1718 |
1.1088 |
0.0630 |
5.7% |
0.0177 |
1.6% |
5% |
False |
True |
301,004 |
| 20 |
1.1718 |
1.0860 |
0.0858 |
7.7% |
0.0147 |
1.3% |
30% |
False |
False |
260,010 |
| 40 |
1.1718 |
1.0817 |
0.0901 |
8.1% |
0.0130 |
1.2% |
33% |
False |
False |
231,263 |
| 60 |
1.1718 |
1.0817 |
0.0901 |
8.1% |
0.0131 |
1.2% |
33% |
False |
False |
230,341 |
| 80 |
1.1718 |
1.0817 |
0.0901 |
8.1% |
0.0136 |
1.2% |
33% |
False |
False |
178,762 |
| 100 |
1.1718 |
1.0595 |
0.1123 |
10.1% |
0.0136 |
1.2% |
46% |
False |
False |
143,315 |
| 120 |
1.1718 |
1.0545 |
0.1173 |
10.6% |
0.0140 |
1.3% |
49% |
False |
False |
119,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1912 |
|
2.618 |
1.1656 |
|
1.618 |
1.1499 |
|
1.000 |
1.1402 |
|
0.618 |
1.1342 |
|
HIGH |
1.1245 |
|
0.618 |
1.1185 |
|
0.500 |
1.1167 |
|
0.382 |
1.1148 |
|
LOW |
1.1088 |
|
0.618 |
1.0991 |
|
1.000 |
1.0931 |
|
1.618 |
1.0834 |
|
2.618 |
1.0677 |
|
4.250 |
1.0421 |
|
|
| Fisher Pivots for day following 03-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1167 |
1.1212 |
| PP |
1.1150 |
1.1180 |
| S1 |
1.1134 |
1.1149 |
|