CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 14-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2015 |
14-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1180 |
1.1174 |
-0.0006 |
-0.1% |
1.0985 |
| High |
1.1204 |
1.1210 |
0.0006 |
0.1% |
1.1234 |
| Low |
1.1102 |
1.1119 |
0.0017 |
0.2% |
1.0956 |
| Close |
1.1163 |
1.1141 |
-0.0022 |
-0.2% |
1.1141 |
| Range |
0.0102 |
0.0091 |
-0.0011 |
-10.8% |
0.0278 |
| ATR |
0.0116 |
0.0114 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
2,152 |
1,067 |
-1,085 |
-50.4% |
6,771 |
|
| Daily Pivots for day following 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1430 |
1.1376 |
1.1191 |
|
| R3 |
1.1339 |
1.1285 |
1.1166 |
|
| R2 |
1.1248 |
1.1248 |
1.1158 |
|
| R1 |
1.1194 |
1.1194 |
1.1149 |
1.1176 |
| PP |
1.1157 |
1.1157 |
1.1157 |
1.1147 |
| S1 |
1.1103 |
1.1103 |
1.1133 |
1.1085 |
| S2 |
1.1066 |
1.1066 |
1.1124 |
|
| S3 |
1.0975 |
1.1012 |
1.1116 |
|
| S4 |
1.0884 |
1.0921 |
1.1091 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1944 |
1.1821 |
1.1294 |
|
| R3 |
1.1666 |
1.1543 |
1.1217 |
|
| R2 |
1.1388 |
1.1388 |
1.1192 |
|
| R1 |
1.1265 |
1.1265 |
1.1166 |
1.1327 |
| PP |
1.1110 |
1.1110 |
1.1110 |
1.1141 |
| S1 |
1.0987 |
1.0987 |
1.1116 |
1.1049 |
| S2 |
1.0832 |
1.0832 |
1.1090 |
|
| S3 |
1.0554 |
1.0709 |
1.1065 |
|
| S4 |
1.0276 |
1.0431 |
1.0988 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1234 |
1.0956 |
0.0278 |
2.5% |
0.0119 |
1.1% |
67% |
False |
False |
1,354 |
| 10 |
1.1234 |
1.0873 |
0.0361 |
3.2% |
0.0102 |
0.9% |
74% |
False |
False |
1,397 |
| 20 |
1.1234 |
1.0834 |
0.0400 |
3.6% |
0.0105 |
0.9% |
77% |
False |
False |
1,300 |
| 40 |
1.1444 |
1.0834 |
0.0610 |
5.5% |
0.0116 |
1.0% |
50% |
False |
False |
914 |
| 60 |
1.1462 |
1.0834 |
0.0628 |
5.6% |
0.0121 |
1.1% |
49% |
False |
False |
696 |
| 80 |
1.1501 |
1.0711 |
0.0790 |
7.1% |
0.0121 |
1.1% |
54% |
False |
False |
555 |
| 100 |
1.1501 |
1.0570 |
0.0931 |
8.4% |
0.0117 |
1.0% |
61% |
False |
False |
451 |
| 120 |
1.1501 |
1.0520 |
0.0981 |
8.8% |
0.0118 |
1.1% |
63% |
False |
False |
381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1597 |
|
2.618 |
1.1448 |
|
1.618 |
1.1357 |
|
1.000 |
1.1301 |
|
0.618 |
1.1266 |
|
HIGH |
1.1210 |
|
0.618 |
1.1175 |
|
0.500 |
1.1165 |
|
0.382 |
1.1154 |
|
LOW |
1.1119 |
|
0.618 |
1.1063 |
|
1.000 |
1.1028 |
|
1.618 |
1.0972 |
|
2.618 |
1.0881 |
|
4.250 |
1.0732 |
|
|
| Fisher Pivots for day following 14-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1165 |
1.1145 |
| PP |
1.1157 |
1.1144 |
| S1 |
1.1149 |
1.1142 |
|