CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 13-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2015 |
13-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1065 |
1.1180 |
0.0115 |
1.0% |
1.1002 |
| High |
1.1234 |
1.1204 |
-0.0030 |
-0.3% |
1.1014 |
| Low |
1.1056 |
1.1102 |
0.0046 |
0.4% |
1.0873 |
| Close |
1.1190 |
1.1163 |
-0.0027 |
-0.2% |
1.0993 |
| Range |
0.0178 |
0.0102 |
-0.0076 |
-42.7% |
0.0141 |
| ATR |
0.0117 |
0.0116 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
1,398 |
2,152 |
754 |
53.9% |
7,204 |
|
| Daily Pivots for day following 13-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1462 |
1.1415 |
1.1219 |
|
| R3 |
1.1360 |
1.1313 |
1.1191 |
|
| R2 |
1.1258 |
1.1258 |
1.1182 |
|
| R1 |
1.1211 |
1.1211 |
1.1172 |
1.1184 |
| PP |
1.1156 |
1.1156 |
1.1156 |
1.1143 |
| S1 |
1.1109 |
1.1109 |
1.1154 |
1.1082 |
| S2 |
1.1054 |
1.1054 |
1.1144 |
|
| S3 |
1.0952 |
1.1007 |
1.1135 |
|
| S4 |
1.0850 |
1.0905 |
1.1107 |
|
|
| 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% |
0.0125 |
1.1% |
80% |
False |
False |
1,232 |
| 10 |
1.1234 |
1.0873 |
0.0361 |
3.2% |
0.0112 |
1.0% |
80% |
False |
False |
1,370 |
| 20 |
1.1234 |
1.0834 |
0.0400 |
3.6% |
0.0104 |
0.9% |
82% |
False |
False |
1,279 |
| 40 |
1.1462 |
1.0834 |
0.0628 |
5.6% |
0.0116 |
1.0% |
52% |
False |
False |
903 |
| 60 |
1.1462 |
1.0834 |
0.0628 |
5.6% |
0.0121 |
1.1% |
52% |
False |
False |
682 |
| 80 |
1.1501 |
1.0711 |
0.0790 |
7.1% |
0.0120 |
1.1% |
57% |
False |
False |
542 |
| 100 |
1.1501 |
1.0570 |
0.0931 |
8.3% |
0.0116 |
1.0% |
64% |
False |
False |
440 |
| 120 |
1.1501 |
1.0520 |
0.0981 |
8.8% |
0.0117 |
1.0% |
66% |
False |
False |
372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1638 |
|
2.618 |
1.1471 |
|
1.618 |
1.1369 |
|
1.000 |
1.1306 |
|
0.618 |
1.1267 |
|
HIGH |
1.1204 |
|
0.618 |
1.1165 |
|
0.500 |
1.1153 |
|
0.382 |
1.1141 |
|
LOW |
1.1102 |
|
0.618 |
1.1039 |
|
1.000 |
1.1000 |
|
1.618 |
1.0937 |
|
2.618 |
1.0835 |
|
4.250 |
1.0669 |
|
|
| Fisher Pivots for day following 13-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1160 |
1.1145 |
| PP |
1.1156 |
1.1127 |
| S1 |
1.1153 |
1.1109 |
|