CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 20-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2015 |
20-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1055 |
1.1140 |
0.0085 |
0.8% |
1.0985 |
| High |
1.1156 |
1.1262 |
0.0106 |
1.0% |
1.1234 |
| Low |
1.1039 |
1.1126 |
0.0087 |
0.8% |
1.0956 |
| Close |
1.1150 |
1.1218 |
0.0068 |
0.6% |
1.1141 |
| Range |
0.0117 |
0.0136 |
0.0019 |
16.2% |
0.0278 |
| ATR |
0.0109 |
0.0110 |
0.0002 |
1.8% |
0.0000 |
| Volume |
1,291 |
2,288 |
997 |
77.2% |
6,771 |
|
| Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1610 |
1.1550 |
1.1293 |
|
| R3 |
1.1474 |
1.1414 |
1.1255 |
|
| R2 |
1.1338 |
1.1338 |
1.1243 |
|
| R1 |
1.1278 |
1.1278 |
1.1230 |
1.1308 |
| PP |
1.1202 |
1.1202 |
1.1202 |
1.1217 |
| S1 |
1.1142 |
1.1142 |
1.1206 |
1.1172 |
| S2 |
1.1066 |
1.1066 |
1.1193 |
|
| S3 |
1.0930 |
1.1006 |
1.1181 |
|
| S4 |
1.0794 |
1.0870 |
1.1143 |
|
|
| 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 |
1.1262 |
1.1039 |
0.0223 |
2.0% |
0.0096 |
0.9% |
80% |
True |
False |
1,328 |
| 10 |
1.1262 |
1.0878 |
0.0384 |
3.4% |
0.0111 |
1.0% |
89% |
True |
False |
1,280 |
| 20 |
1.1262 |
1.0873 |
0.0389 |
3.5% |
0.0105 |
0.9% |
89% |
True |
False |
1,181 |
| 40 |
1.1307 |
1.0834 |
0.0473 |
4.2% |
0.0114 |
1.0% |
81% |
False |
False |
1,004 |
| 60 |
1.1462 |
1.0834 |
0.0628 |
5.6% |
0.0120 |
1.1% |
61% |
False |
False |
778 |
| 80 |
1.1501 |
1.0834 |
0.0667 |
5.9% |
0.0120 |
1.1% |
58% |
False |
False |
621 |
| 100 |
1.1501 |
1.0570 |
0.0931 |
8.3% |
0.0116 |
1.0% |
70% |
False |
False |
506 |
| 120 |
1.1501 |
1.0520 |
0.0981 |
8.7% |
0.0119 |
1.1% |
71% |
False |
False |
427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1840 |
|
2.618 |
1.1618 |
|
1.618 |
1.1482 |
|
1.000 |
1.1398 |
|
0.618 |
1.1346 |
|
HIGH |
1.1262 |
|
0.618 |
1.1210 |
|
0.500 |
1.1194 |
|
0.382 |
1.1178 |
|
LOW |
1.1126 |
|
0.618 |
1.1042 |
|
1.000 |
1.0990 |
|
1.618 |
1.0906 |
|
2.618 |
1.0770 |
|
4.250 |
1.0548 |
|
|
| Fisher Pivots for day following 20-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1210 |
1.1196 |
| PP |
1.1202 |
1.1173 |
| S1 |
1.1194 |
1.1151 |
|