CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 07-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2015 |
07-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0922 |
1.0946 |
0.0024 |
0.2% |
1.1002 |
| High |
1.0964 |
1.1000 |
0.0036 |
0.3% |
1.1014 |
| Low |
1.0898 |
1.0878 |
-0.0020 |
-0.2% |
1.0873 |
| Close |
1.0943 |
1.0993 |
0.0050 |
0.5% |
1.0993 |
| Range |
0.0066 |
0.0122 |
0.0056 |
84.8% |
0.0141 |
| ATR |
0.0111 |
0.0112 |
0.0001 |
0.7% |
0.0000 |
| Volume |
3,864 |
458 |
-3,406 |
-88.1% |
7,204 |
|
| Daily Pivots for day following 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1323 |
1.1280 |
1.1060 |
|
| R3 |
1.1201 |
1.1158 |
1.1027 |
|
| R2 |
1.1079 |
1.1079 |
1.1015 |
|
| R1 |
1.1036 |
1.1036 |
1.1004 |
1.1058 |
| PP |
1.0957 |
1.0957 |
1.0957 |
1.0968 |
| S1 |
1.0914 |
1.0914 |
1.0982 |
1.0936 |
| S2 |
1.0835 |
1.0835 |
1.0971 |
|
| S3 |
1.0713 |
1.0792 |
1.0959 |
|
| S4 |
1.0591 |
1.0670 |
1.0926 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1383 |
1.1329 |
1.1071 |
|
| R3 |
1.1242 |
1.1188 |
1.1032 |
|
| R2 |
1.1101 |
1.1101 |
1.1019 |
|
| R1 |
1.1047 |
1.1047 |
1.1006 |
1.1004 |
| PP |
1.0960 |
1.0960 |
1.0960 |
1.0938 |
| S1 |
1.0906 |
1.0906 |
1.0980 |
1.0863 |
| S2 |
1.0819 |
1.0819 |
1.0967 |
|
| S3 |
1.0678 |
1.0765 |
1.0954 |
|
| S4 |
1.0537 |
1.0624 |
1.0915 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1014 |
1.0873 |
0.0141 |
1.3% |
0.0086 |
0.8% |
85% |
False |
False |
1,440 |
| 10 |
1.1151 |
1.0873 |
0.0278 |
2.5% |
0.0106 |
1.0% |
43% |
False |
False |
1,039 |
| 20 |
1.1222 |
1.0834 |
0.0388 |
3.5% |
0.0105 |
1.0% |
41% |
False |
False |
1,109 |
| 40 |
1.1462 |
1.0834 |
0.0628 |
5.7% |
0.0115 |
1.0% |
25% |
False |
False |
786 |
| 60 |
1.1501 |
1.0834 |
0.0667 |
6.1% |
0.0122 |
1.1% |
24% |
False |
False |
599 |
| 80 |
1.1501 |
1.0696 |
0.0805 |
7.3% |
0.0119 |
1.1% |
37% |
False |
False |
472 |
| 100 |
1.1501 |
1.0570 |
0.0931 |
8.5% |
0.0118 |
1.1% |
45% |
False |
False |
385 |
| 120 |
1.1501 |
1.0520 |
0.0981 |
8.9% |
0.0114 |
1.0% |
48% |
False |
False |
325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1519 |
|
2.618 |
1.1319 |
|
1.618 |
1.1197 |
|
1.000 |
1.1122 |
|
0.618 |
1.1075 |
|
HIGH |
1.1000 |
|
0.618 |
1.0953 |
|
0.500 |
1.0939 |
|
0.382 |
1.0925 |
|
LOW |
1.0878 |
|
0.618 |
1.0803 |
|
1.000 |
1.0756 |
|
1.618 |
1.0681 |
|
2.618 |
1.0559 |
|
4.250 |
1.0360 |
|
|
| Fisher Pivots for day following 07-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0975 |
1.0974 |
| PP |
1.0957 |
1.0955 |
| S1 |
1.0939 |
1.0937 |
|