CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 10-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2015 |
10-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0946 |
1.0985 |
0.0039 |
0.4% |
1.1002 |
| High |
1.1000 |
1.1058 |
0.0058 |
0.5% |
1.1014 |
| Low |
1.0878 |
1.0956 |
0.0078 |
0.7% |
1.0873 |
| Close |
1.0993 |
1.1041 |
0.0048 |
0.4% |
1.0993 |
| Range |
0.0122 |
0.0102 |
-0.0020 |
-16.4% |
0.0141 |
| ATR |
0.0112 |
0.0111 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
458 |
1,191 |
733 |
160.0% |
7,204 |
|
| Daily Pivots for day following 10-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1324 |
1.1285 |
1.1097 |
|
| R3 |
1.1222 |
1.1183 |
1.1069 |
|
| R2 |
1.1120 |
1.1120 |
1.1060 |
|
| R1 |
1.1081 |
1.1081 |
1.1050 |
1.1101 |
| PP |
1.1018 |
1.1018 |
1.1018 |
1.1028 |
| S1 |
1.0979 |
1.0979 |
1.1032 |
1.0999 |
| S2 |
1.0916 |
1.0916 |
1.1022 |
|
| S3 |
1.0814 |
1.0877 |
1.1013 |
|
| S4 |
1.0712 |
1.0775 |
1.0985 |
|
|
| 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 |
1.1058 |
1.0873 |
0.0185 |
1.7% |
0.0097 |
0.9% |
91% |
True |
False |
1,394 |
| 10 |
1.1136 |
1.0873 |
0.0263 |
2.4% |
0.0100 |
0.9% |
64% |
False |
False |
1,050 |
| 20 |
1.1151 |
1.0834 |
0.0317 |
2.9% |
0.0100 |
0.9% |
65% |
False |
False |
1,135 |
| 40 |
1.1462 |
1.0834 |
0.0628 |
5.7% |
0.0114 |
1.0% |
33% |
False |
False |
809 |
| 60 |
1.1501 |
1.0834 |
0.0667 |
6.0% |
0.0122 |
1.1% |
31% |
False |
False |
616 |
| 80 |
1.1501 |
1.0711 |
0.0790 |
7.2% |
0.0118 |
1.1% |
42% |
False |
False |
487 |
| 100 |
1.1501 |
1.0570 |
0.0931 |
8.4% |
0.0116 |
1.1% |
51% |
False |
False |
396 |
| 120 |
1.1501 |
1.0520 |
0.0981 |
8.9% |
0.0115 |
1.0% |
53% |
False |
False |
335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1492 |
|
2.618 |
1.1325 |
|
1.618 |
1.1223 |
|
1.000 |
1.1160 |
|
0.618 |
1.1121 |
|
HIGH |
1.1058 |
|
0.618 |
1.1019 |
|
0.500 |
1.1007 |
|
0.382 |
1.0995 |
|
LOW |
1.0956 |
|
0.618 |
1.0893 |
|
1.000 |
1.0854 |
|
1.618 |
1.0791 |
|
2.618 |
1.0689 |
|
4.250 |
1.0523 |
|
|
| Fisher Pivots for day following 10-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1030 |
1.1017 |
| PP |
1.1018 |
1.0992 |
| S1 |
1.1007 |
1.0968 |
|