CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 21-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2015 |
21-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1140 |
1.1250 |
0.0110 |
1.0% |
1.1130 |
| High |
1.1262 |
1.1408 |
0.0146 |
1.3% |
1.1408 |
| Low |
1.1126 |
1.1250 |
0.0124 |
1.1% |
1.1039 |
| Close |
1.1218 |
1.1374 |
0.0156 |
1.4% |
1.1374 |
| Range |
0.0136 |
0.0158 |
0.0022 |
16.2% |
0.0369 |
| ATR |
0.0110 |
0.0116 |
0.0006 |
5.1% |
0.0000 |
| Volume |
2,288 |
2,695 |
407 |
17.8% |
8,268 |
|
| Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1818 |
1.1754 |
1.1461 |
|
| R3 |
1.1660 |
1.1596 |
1.1417 |
|
| R2 |
1.1502 |
1.1502 |
1.1403 |
|
| R1 |
1.1438 |
1.1438 |
1.1388 |
1.1470 |
| PP |
1.1344 |
1.1344 |
1.1344 |
1.1360 |
| S1 |
1.1280 |
1.1280 |
1.1360 |
1.1312 |
| S2 |
1.1186 |
1.1186 |
1.1345 |
|
| S3 |
1.1028 |
1.1122 |
1.1331 |
|
| S4 |
1.0870 |
1.0964 |
1.1287 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2381 |
1.2246 |
1.1577 |
|
| R3 |
1.2012 |
1.1877 |
1.1475 |
|
| R2 |
1.1643 |
1.1643 |
1.1442 |
|
| R1 |
1.1508 |
1.1508 |
1.1408 |
1.1576 |
| PP |
1.1274 |
1.1274 |
1.1274 |
1.1307 |
| S1 |
1.1139 |
1.1139 |
1.1340 |
1.1207 |
| S2 |
1.0905 |
1.0905 |
1.1306 |
|
| S3 |
1.0536 |
1.0770 |
1.1273 |
|
| S4 |
1.0167 |
1.0401 |
1.1171 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1408 |
1.1039 |
0.0369 |
3.2% |
0.0110 |
1.0% |
91% |
True |
False |
1,653 |
| 10 |
1.1408 |
1.0956 |
0.0452 |
4.0% |
0.0115 |
1.0% |
92% |
True |
False |
1,503 |
| 20 |
1.1408 |
1.0873 |
0.0535 |
4.7% |
0.0110 |
1.0% |
94% |
True |
False |
1,271 |
| 40 |
1.1408 |
1.0834 |
0.0574 |
5.0% |
0.0116 |
1.0% |
94% |
True |
False |
1,060 |
| 60 |
1.1462 |
1.0834 |
0.0628 |
5.5% |
0.0121 |
1.1% |
86% |
False |
False |
820 |
| 80 |
1.1501 |
1.0834 |
0.0667 |
5.9% |
0.0120 |
1.1% |
81% |
False |
False |
653 |
| 100 |
1.1501 |
1.0570 |
0.0931 |
8.2% |
0.0117 |
1.0% |
86% |
False |
False |
532 |
| 120 |
1.1501 |
1.0520 |
0.0981 |
8.6% |
0.0120 |
1.1% |
87% |
False |
False |
450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2080 |
|
2.618 |
1.1822 |
|
1.618 |
1.1664 |
|
1.000 |
1.1566 |
|
0.618 |
1.1506 |
|
HIGH |
1.1408 |
|
0.618 |
1.1348 |
|
0.500 |
1.1329 |
|
0.382 |
1.1310 |
|
LOW |
1.1250 |
|
0.618 |
1.1152 |
|
1.000 |
1.1092 |
|
1.618 |
1.0994 |
|
2.618 |
1.0836 |
|
4.250 |
1.0579 |
|
|
| Fisher Pivots for day following 21-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1359 |
1.1324 |
| PP |
1.1344 |
1.1274 |
| S1 |
1.1329 |
1.1224 |
|