CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 24-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2015 |
24-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1250 |
1.1390 |
0.0140 |
1.2% |
1.1130 |
| High |
1.1408 |
1.1730 |
0.0322 |
2.8% |
1.1408 |
| Low |
1.1250 |
1.1390 |
0.0140 |
1.2% |
1.1039 |
| Close |
1.1374 |
1.1620 |
0.0246 |
2.2% |
1.1374 |
| Range |
0.0158 |
0.0340 |
0.0182 |
115.2% |
0.0369 |
| ATR |
0.0116 |
0.0133 |
0.0017 |
14.7% |
0.0000 |
| Volume |
2,695 |
4,900 |
2,205 |
81.8% |
8,268 |
|
| Daily Pivots for day following 24-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2600 |
1.2450 |
1.1807 |
|
| R3 |
1.2260 |
1.2110 |
1.1714 |
|
| R2 |
1.1920 |
1.1920 |
1.1682 |
|
| R1 |
1.1770 |
1.1770 |
1.1651 |
1.1845 |
| PP |
1.1580 |
1.1580 |
1.1580 |
1.1618 |
| S1 |
1.1430 |
1.1430 |
1.1589 |
1.1505 |
| S2 |
1.1240 |
1.1240 |
1.1558 |
|
| S3 |
1.0900 |
1.1090 |
1.1527 |
|
| S4 |
1.0560 |
1.0750 |
1.1433 |
|
|
| 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 |
1.1730 |
1.1039 |
0.0691 |
5.9% |
0.0165 |
1.4% |
84% |
True |
False |
2,505 |
| 10 |
1.1730 |
1.0983 |
0.0747 |
6.4% |
0.0138 |
1.2% |
85% |
True |
False |
1,874 |
| 20 |
1.1730 |
1.0873 |
0.0857 |
7.4% |
0.0119 |
1.0% |
87% |
True |
False |
1,462 |
| 40 |
1.1730 |
1.0834 |
0.0896 |
7.7% |
0.0123 |
1.1% |
88% |
True |
False |
1,171 |
| 60 |
1.1730 |
1.0834 |
0.0896 |
7.7% |
0.0126 |
1.1% |
88% |
True |
False |
899 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
7.7% |
0.0122 |
1.0% |
88% |
True |
False |
712 |
| 100 |
1.1730 |
1.0570 |
0.1160 |
10.0% |
0.0120 |
1.0% |
91% |
True |
False |
580 |
| 120 |
1.1730 |
1.0520 |
0.1210 |
10.4% |
0.0122 |
1.0% |
91% |
True |
False |
490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3175 |
|
2.618 |
1.2620 |
|
1.618 |
1.2280 |
|
1.000 |
1.2070 |
|
0.618 |
1.1940 |
|
HIGH |
1.1730 |
|
0.618 |
1.1600 |
|
0.500 |
1.1560 |
|
0.382 |
1.1520 |
|
LOW |
1.1390 |
|
0.618 |
1.1180 |
|
1.000 |
1.1050 |
|
1.618 |
1.0840 |
|
2.618 |
1.0500 |
|
4.250 |
0.9945 |
|
|
| Fisher Pivots for day following 24-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1600 |
1.1556 |
| PP |
1.1580 |
1.1492 |
| S1 |
1.1560 |
1.1428 |
|