CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 12-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2015 |
12-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1038 |
1.1065 |
0.0027 |
0.2% |
1.1002 |
| High |
1.1106 |
1.1234 |
0.0128 |
1.2% |
1.1014 |
| Low |
1.0983 |
1.1056 |
0.0073 |
0.7% |
1.0873 |
| Close |
1.1052 |
1.1190 |
0.0138 |
1.2% |
1.0993 |
| Range |
0.0123 |
0.0178 |
0.0055 |
44.7% |
0.0141 |
| ATR |
0.0112 |
0.0117 |
0.0005 |
4.5% |
0.0000 |
| Volume |
963 |
1,398 |
435 |
45.2% |
7,204 |
|
| Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1694 |
1.1620 |
1.1288 |
|
| R3 |
1.1516 |
1.1442 |
1.1239 |
|
| R2 |
1.1338 |
1.1338 |
1.1223 |
|
| R1 |
1.1264 |
1.1264 |
1.1206 |
1.1301 |
| PP |
1.1160 |
1.1160 |
1.1160 |
1.1179 |
| S1 |
1.1086 |
1.1086 |
1.1174 |
1.1123 |
| S2 |
1.0982 |
1.0982 |
1.1157 |
|
| S3 |
1.0804 |
1.0908 |
1.1141 |
|
| S4 |
1.0626 |
1.0730 |
1.1092 |
|
|
| 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 |
1.1234 |
1.0878 |
0.0356 |
3.2% |
0.0118 |
1.1% |
88% |
True |
False |
1,574 |
| 10 |
1.1234 |
1.0873 |
0.0361 |
3.2% |
0.0111 |
1.0% |
88% |
True |
False |
1,213 |
| 20 |
1.1234 |
1.0834 |
0.0400 |
3.6% |
0.0104 |
0.9% |
89% |
True |
False |
1,202 |
| 40 |
1.1462 |
1.0834 |
0.0628 |
5.6% |
0.0117 |
1.0% |
57% |
False |
False |
857 |
| 60 |
1.1462 |
1.0834 |
0.0628 |
5.6% |
0.0122 |
1.1% |
57% |
False |
False |
649 |
| 80 |
1.1501 |
1.0711 |
0.0790 |
7.1% |
0.0120 |
1.1% |
61% |
False |
False |
515 |
| 100 |
1.1501 |
1.0570 |
0.0931 |
8.3% |
0.0116 |
1.0% |
67% |
False |
False |
419 |
| 120 |
1.1501 |
1.0520 |
0.0981 |
8.8% |
0.0116 |
1.0% |
68% |
False |
False |
354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1991 |
|
2.618 |
1.1700 |
|
1.618 |
1.1522 |
|
1.000 |
1.1412 |
|
0.618 |
1.1344 |
|
HIGH |
1.1234 |
|
0.618 |
1.1166 |
|
0.500 |
1.1145 |
|
0.382 |
1.1124 |
|
LOW |
1.1056 |
|
0.618 |
1.0946 |
|
1.000 |
1.0878 |
|
1.618 |
1.0768 |
|
2.618 |
1.0590 |
|
4.250 |
1.0300 |
|
|
| Fisher Pivots for day following 12-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1175 |
1.1158 |
| PP |
1.1160 |
1.1127 |
| S1 |
1.1145 |
1.1095 |
|