CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 19-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2015 |
19-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1098 |
1.1055 |
-0.0043 |
-0.4% |
1.0985 |
| High |
1.1112 |
1.1156 |
0.0044 |
0.4% |
1.1234 |
| Low |
1.1039 |
1.1039 |
0.0000 |
0.0% |
1.0956 |
| Close |
1.1040 |
1.1150 |
0.0110 |
1.0% |
1.1141 |
| Range |
0.0073 |
0.0117 |
0.0044 |
60.3% |
0.0278 |
| ATR |
0.0108 |
0.0109 |
0.0001 |
0.6% |
0.0000 |
| Volume |
1,353 |
1,291 |
-62 |
-4.6% |
6,771 |
|
| Daily Pivots for day following 19-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1466 |
1.1425 |
1.1214 |
|
| R3 |
1.1349 |
1.1308 |
1.1182 |
|
| R2 |
1.1232 |
1.1232 |
1.1171 |
|
| R1 |
1.1191 |
1.1191 |
1.1161 |
1.1212 |
| PP |
1.1115 |
1.1115 |
1.1115 |
1.1125 |
| S1 |
1.1074 |
1.1074 |
1.1139 |
1.1095 |
| S2 |
1.0998 |
1.0998 |
1.1129 |
|
| S3 |
1.0881 |
1.0957 |
1.1118 |
|
| S4 |
1.0764 |
1.0840 |
1.1086 |
|
|
| 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 |
1.1210 |
1.1039 |
0.0171 |
1.5% |
0.0090 |
0.8% |
65% |
False |
True |
1,300 |
| 10 |
1.1234 |
1.0878 |
0.0356 |
3.2% |
0.0104 |
0.9% |
76% |
False |
False |
1,437 |
| 20 |
1.1234 |
1.0873 |
0.0361 |
3.2% |
0.0103 |
0.9% |
77% |
False |
False |
1,186 |
| 40 |
1.1307 |
1.0834 |
0.0473 |
4.2% |
0.0112 |
1.0% |
67% |
False |
False |
959 |
| 60 |
1.1462 |
1.0834 |
0.0628 |
5.6% |
0.0119 |
1.1% |
50% |
False |
False |
742 |
| 80 |
1.1501 |
1.0834 |
0.0667 |
6.0% |
0.0120 |
1.1% |
47% |
False |
False |
594 |
| 100 |
1.1501 |
1.0570 |
0.0931 |
8.3% |
0.0116 |
1.0% |
62% |
False |
False |
483 |
| 120 |
1.1501 |
1.0520 |
0.0981 |
8.8% |
0.0118 |
1.1% |
64% |
False |
False |
408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1653 |
|
2.618 |
1.1462 |
|
1.618 |
1.1345 |
|
1.000 |
1.1273 |
|
0.618 |
1.1228 |
|
HIGH |
1.1156 |
|
0.618 |
1.1111 |
|
0.500 |
1.1098 |
|
0.382 |
1.1084 |
|
LOW |
1.1039 |
|
0.618 |
1.0967 |
|
1.000 |
1.0922 |
|
1.618 |
1.0850 |
|
2.618 |
1.0733 |
|
4.250 |
1.0542 |
|
|
| Fisher Pivots for day following 19-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1133 |
1.1133 |
| PP |
1.1115 |
1.1115 |
| S1 |
1.1098 |
1.1098 |
|