CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 06-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2015 |
06-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0913 |
1.0922 |
0.0009 |
0.1% |
1.0994 |
| High |
1.0962 |
1.0964 |
0.0002 |
0.0% |
1.1151 |
| Low |
1.0873 |
1.0898 |
0.0025 |
0.2% |
1.0917 |
| Close |
1.0918 |
1.0943 |
0.0025 |
0.2% |
1.0988 |
| Range |
0.0089 |
0.0066 |
-0.0023 |
-25.8% |
0.0234 |
| ATR |
0.0114 |
0.0111 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
908 |
3,864 |
2,956 |
325.6% |
3,195 |
|
| Daily Pivots for day following 06-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1133 |
1.1104 |
1.0979 |
|
| R3 |
1.1067 |
1.1038 |
1.0961 |
|
| R2 |
1.1001 |
1.1001 |
1.0955 |
|
| R1 |
1.0972 |
1.0972 |
1.0949 |
1.0987 |
| PP |
1.0935 |
1.0935 |
1.0935 |
1.0942 |
| S1 |
1.0906 |
1.0906 |
1.0937 |
1.0921 |
| S2 |
1.0869 |
1.0869 |
1.0931 |
|
| S3 |
1.0803 |
1.0840 |
1.0925 |
|
| S4 |
1.0737 |
1.0774 |
1.0907 |
|
|
| 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% |
0.0099 |
0.9% |
27% |
False |
False |
1,507 |
| 10 |
1.1151 |
1.0873 |
0.0278 |
2.5% |
0.0100 |
0.9% |
25% |
False |
False |
1,083 |
| 20 |
1.1236 |
1.0834 |
0.0402 |
3.7% |
0.0107 |
1.0% |
27% |
False |
False |
1,109 |
| 40 |
1.1462 |
1.0834 |
0.0628 |
5.7% |
0.0115 |
1.1% |
17% |
False |
False |
780 |
| 60 |
1.1501 |
1.0834 |
0.0667 |
6.1% |
0.0122 |
1.1% |
16% |
False |
False |
593 |
| 80 |
1.1501 |
1.0618 |
0.0883 |
8.1% |
0.0119 |
1.1% |
37% |
False |
False |
468 |
| 100 |
1.1501 |
1.0570 |
0.0931 |
8.5% |
0.0121 |
1.1% |
40% |
False |
False |
381 |
| 120 |
1.1501 |
1.0520 |
0.0981 |
9.0% |
0.0114 |
1.0% |
43% |
False |
False |
321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1245 |
|
2.618 |
1.1137 |
|
1.618 |
1.1071 |
|
1.000 |
1.1030 |
|
0.618 |
1.1005 |
|
HIGH |
1.0964 |
|
0.618 |
1.0939 |
|
0.500 |
1.0931 |
|
0.382 |
1.0923 |
|
LOW |
1.0898 |
|
0.618 |
1.0857 |
|
1.000 |
1.0832 |
|
1.618 |
1.0791 |
|
2.618 |
1.0725 |
|
4.250 |
1.0618 |
|
|
| Fisher Pivots for day following 06-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0939 |
1.0942 |
| PP |
1.0935 |
1.0942 |
| S1 |
1.0931 |
1.0941 |
|