CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 03-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2015 |
03-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0951 |
1.1002 |
0.0051 |
0.5% |
1.0994 |
| High |
1.1136 |
1.1014 |
-0.0122 |
-1.1% |
1.1151 |
| Low |
1.0948 |
1.0968 |
0.0020 |
0.2% |
1.0917 |
| Close |
1.0988 |
1.0971 |
-0.0017 |
-0.2% |
1.0988 |
| Range |
0.0188 |
0.0046 |
-0.0142 |
-75.5% |
0.0234 |
| ATR |
0.0123 |
0.0117 |
-0.0005 |
-4.5% |
0.0000 |
| Volume |
792 |
1,425 |
633 |
79.9% |
3,195 |
|
| Daily Pivots for day following 03-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1122 |
1.1093 |
1.0996 |
|
| R3 |
1.1076 |
1.1047 |
1.0984 |
|
| R2 |
1.1030 |
1.1030 |
1.0979 |
|
| R1 |
1.1001 |
1.1001 |
1.0975 |
1.0993 |
| PP |
1.0984 |
1.0984 |
1.0984 |
1.0980 |
| S1 |
1.0955 |
1.0955 |
1.0967 |
1.0947 |
| S2 |
1.0938 |
1.0938 |
1.0963 |
|
| S3 |
1.0892 |
1.0909 |
1.0958 |
|
| S4 |
1.0846 |
1.0863 |
1.0946 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1721 |
1.1588 |
1.1117 |
|
| R3 |
1.1487 |
1.1354 |
1.1052 |
|
| R2 |
1.1253 |
1.1253 |
1.1031 |
|
| R1 |
1.1120 |
1.1120 |
1.1009 |
1.1070 |
| PP |
1.1019 |
1.1019 |
1.1019 |
1.0993 |
| S1 |
1.0886 |
1.0886 |
1.0967 |
1.0836 |
| S2 |
1.0785 |
1.0785 |
1.0945 |
|
| S3 |
1.0551 |
1.0652 |
1.0924 |
|
| S4 |
1.0317 |
1.0418 |
1.0859 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1136 |
1.0917 |
0.0219 |
2.0% |
0.0103 |
0.9% |
25% |
False |
False |
706 |
| 10 |
1.1151 |
1.0837 |
0.0314 |
2.9% |
0.0107 |
1.0% |
43% |
False |
False |
1,176 |
| 20 |
1.1236 |
1.0834 |
0.0402 |
3.7% |
0.0112 |
1.0% |
34% |
False |
False |
919 |
| 40 |
1.1462 |
1.0834 |
0.0628 |
5.7% |
0.0119 |
1.1% |
22% |
False |
False |
667 |
| 60 |
1.1501 |
1.0834 |
0.0667 |
6.1% |
0.0122 |
1.1% |
21% |
False |
False |
512 |
| 80 |
1.1501 |
1.0570 |
0.0931 |
8.5% |
0.0120 |
1.1% |
43% |
False |
False |
403 |
| 100 |
1.1501 |
1.0520 |
0.0981 |
8.9% |
0.0122 |
1.1% |
46% |
False |
False |
329 |
| 120 |
1.1501 |
1.0520 |
0.0981 |
8.9% |
0.0112 |
1.0% |
46% |
False |
False |
278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1210 |
|
2.618 |
1.1134 |
|
1.618 |
1.1088 |
|
1.000 |
1.1060 |
|
0.618 |
1.1042 |
|
HIGH |
1.1014 |
|
0.618 |
1.0996 |
|
0.500 |
1.0991 |
|
0.382 |
1.0986 |
|
LOW |
1.0968 |
|
0.618 |
1.0940 |
|
1.000 |
1.0922 |
|
1.618 |
1.0894 |
|
2.618 |
1.0848 |
|
4.250 |
1.0773 |
|
|
| Fisher Pivots for day following 03-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0991 |
1.1027 |
| PP |
1.0984 |
1.1008 |
| S1 |
1.0978 |
1.0990 |
|