CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 11-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2015 |
11-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0985 |
1.1038 |
0.0053 |
0.5% |
1.1002 |
| High |
1.1058 |
1.1106 |
0.0048 |
0.4% |
1.1014 |
| Low |
1.0956 |
1.0983 |
0.0027 |
0.2% |
1.0873 |
| Close |
1.1041 |
1.1052 |
0.0011 |
0.1% |
1.0993 |
| Range |
0.0102 |
0.0123 |
0.0021 |
20.6% |
0.0141 |
| ATR |
0.0111 |
0.0112 |
0.0001 |
0.8% |
0.0000 |
| Volume |
1,191 |
963 |
-228 |
-19.1% |
7,204 |
|
| Daily Pivots for day following 11-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1416 |
1.1357 |
1.1120 |
|
| R3 |
1.1293 |
1.1234 |
1.1086 |
|
| R2 |
1.1170 |
1.1170 |
1.1075 |
|
| R1 |
1.1111 |
1.1111 |
1.1063 |
1.1141 |
| PP |
1.1047 |
1.1047 |
1.1047 |
1.1062 |
| S1 |
1.0988 |
1.0988 |
1.1041 |
1.1018 |
| S2 |
1.0924 |
1.0924 |
1.1029 |
|
| S3 |
1.0801 |
1.0865 |
1.1018 |
|
| S4 |
1.0678 |
1.0742 |
1.0984 |
|
|
| 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 |
1.1106 |
1.0873 |
0.0233 |
2.1% |
0.0100 |
0.9% |
77% |
True |
False |
1,476 |
| 10 |
1.1136 |
1.0873 |
0.0263 |
2.4% |
0.0105 |
0.9% |
68% |
False |
False |
1,099 |
| 20 |
1.1151 |
1.0834 |
0.0317 |
2.9% |
0.0101 |
0.9% |
69% |
False |
False |
1,159 |
| 40 |
1.1462 |
1.0834 |
0.0628 |
5.7% |
0.0115 |
1.0% |
35% |
False |
False |
827 |
| 60 |
1.1480 |
1.0834 |
0.0646 |
5.8% |
0.0122 |
1.1% |
34% |
False |
False |
628 |
| 80 |
1.1501 |
1.0711 |
0.0790 |
7.1% |
0.0119 |
1.1% |
43% |
False |
False |
498 |
| 100 |
1.1501 |
1.0570 |
0.0931 |
8.4% |
0.0116 |
1.0% |
52% |
False |
False |
405 |
| 120 |
1.1501 |
1.0520 |
0.0981 |
8.9% |
0.0115 |
1.0% |
54% |
False |
False |
343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1629 |
|
2.618 |
1.1428 |
|
1.618 |
1.1305 |
|
1.000 |
1.1229 |
|
0.618 |
1.1182 |
|
HIGH |
1.1106 |
|
0.618 |
1.1059 |
|
0.500 |
1.1045 |
|
0.382 |
1.1030 |
|
LOW |
1.0983 |
|
0.618 |
1.0907 |
|
1.000 |
1.0860 |
|
1.618 |
1.0784 |
|
2.618 |
1.0661 |
|
4.250 |
1.0460 |
|
|
| Fisher Pivots for day following 11-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1050 |
1.1032 |
| PP |
1.1047 |
1.1012 |
| S1 |
1.1045 |
1.0992 |
|