CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 05-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2015 |
05-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0975 |
1.0913 |
-0.0062 |
-0.6% |
1.0994 |
| High |
1.1009 |
1.0962 |
-0.0047 |
-0.4% |
1.1151 |
| Low |
1.0904 |
1.0873 |
-0.0031 |
-0.3% |
1.0917 |
| Close |
1.0914 |
1.0918 |
0.0004 |
0.0% |
1.0988 |
| Range |
0.0105 |
0.0089 |
-0.0016 |
-15.2% |
0.0234 |
| ATR |
0.0116 |
0.0114 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
549 |
908 |
359 |
65.4% |
3,195 |
|
| Daily Pivots for day following 05-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1185 |
1.1140 |
1.0967 |
|
| R3 |
1.1096 |
1.1051 |
1.0942 |
|
| R2 |
1.1007 |
1.1007 |
1.0934 |
|
| R1 |
1.0962 |
1.0962 |
1.0926 |
1.0985 |
| PP |
1.0918 |
1.0918 |
1.0918 |
1.0929 |
| S1 |
1.0873 |
1.0873 |
1.0910 |
1.0896 |
| S2 |
1.0829 |
1.0829 |
1.0902 |
|
| S3 |
1.0740 |
1.0784 |
1.0894 |
|
| S4 |
1.0651 |
1.0695 |
1.0869 |
|
|
| 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 |
1.0873 |
0.0263 |
2.4% |
0.0104 |
0.9% |
17% |
False |
True |
853 |
| 10 |
1.1151 |
1.0873 |
0.0278 |
2.5% |
0.0102 |
0.9% |
16% |
False |
True |
934 |
| 20 |
1.1236 |
1.0834 |
0.0402 |
3.7% |
0.0110 |
1.0% |
21% |
False |
False |
947 |
| 40 |
1.1462 |
1.0834 |
0.0628 |
5.8% |
0.0116 |
1.1% |
13% |
False |
False |
686 |
| 60 |
1.1501 |
1.0834 |
0.0667 |
6.1% |
0.0123 |
1.1% |
13% |
False |
False |
530 |
| 80 |
1.1501 |
1.0580 |
0.0921 |
8.4% |
0.0120 |
1.1% |
37% |
False |
False |
420 |
| 100 |
1.1501 |
1.0570 |
0.0931 |
8.5% |
0.0121 |
1.1% |
37% |
False |
False |
343 |
| 120 |
1.1501 |
1.0520 |
0.0981 |
9.0% |
0.0113 |
1.0% |
41% |
False |
False |
289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1340 |
|
2.618 |
1.1195 |
|
1.618 |
1.1106 |
|
1.000 |
1.1051 |
|
0.618 |
1.1017 |
|
HIGH |
1.0962 |
|
0.618 |
1.0928 |
|
0.500 |
1.0918 |
|
0.382 |
1.0907 |
|
LOW |
1.0873 |
|
0.618 |
1.0818 |
|
1.000 |
1.0784 |
|
1.618 |
1.0729 |
|
2.618 |
1.0640 |
|
4.250 |
1.0495 |
|
|
| Fisher Pivots for day following 05-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0918 |
1.0944 |
| PP |
1.0918 |
1.0935 |
| S1 |
1.0918 |
1.0927 |
|