CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 27-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2015 |
27-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1546 |
1.1333 |
-0.0213 |
-1.8% |
1.1130 |
| High |
1.1580 |
1.1383 |
-0.0197 |
-1.7% |
1.1408 |
| Low |
1.1312 |
1.1222 |
-0.0090 |
-0.8% |
1.1039 |
| Close |
1.1368 |
1.1284 |
-0.0084 |
-0.7% |
1.1374 |
| Range |
0.0268 |
0.0161 |
-0.0107 |
-39.9% |
0.0369 |
| ATR |
0.0148 |
0.0149 |
0.0001 |
0.6% |
0.0000 |
| Volume |
4,736 |
5,048 |
312 |
6.6% |
8,268 |
|
| Daily Pivots for day following 27-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1779 |
1.1693 |
1.1373 |
|
| R3 |
1.1618 |
1.1532 |
1.1328 |
|
| R2 |
1.1457 |
1.1457 |
1.1314 |
|
| R1 |
1.1371 |
1.1371 |
1.1299 |
1.1334 |
| PP |
1.1296 |
1.1296 |
1.1296 |
1.1278 |
| S1 |
1.1210 |
1.1210 |
1.1269 |
1.1173 |
| S2 |
1.1135 |
1.1135 |
1.1254 |
|
| S3 |
1.0974 |
1.1049 |
1.1240 |
|
| S4 |
1.0813 |
1.0888 |
1.1195 |
|
|
| 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 |
1.1222 |
0.0508 |
4.5% |
0.0227 |
2.0% |
12% |
False |
True |
6,515 |
| 10 |
1.1730 |
1.1039 |
0.0691 |
6.1% |
0.0162 |
1.4% |
35% |
False |
False |
3,921 |
| 20 |
1.1730 |
1.0873 |
0.0857 |
7.6% |
0.0137 |
1.2% |
48% |
False |
False |
2,645 |
| 40 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0124 |
1.1% |
50% |
False |
False |
1,742 |
| 60 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0127 |
1.1% |
50% |
False |
False |
1,300 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0126 |
1.1% |
50% |
False |
False |
1,022 |
| 100 |
1.1730 |
1.0570 |
0.1160 |
10.3% |
0.0123 |
1.1% |
62% |
False |
False |
829 |
| 120 |
1.1730 |
1.0520 |
0.1210 |
10.7% |
0.0125 |
1.1% |
63% |
False |
False |
697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2067 |
|
2.618 |
1.1804 |
|
1.618 |
1.1643 |
|
1.000 |
1.1544 |
|
0.618 |
1.1482 |
|
HIGH |
1.1383 |
|
0.618 |
1.1321 |
|
0.500 |
1.1303 |
|
0.382 |
1.1284 |
|
LOW |
1.1222 |
|
0.618 |
1.1123 |
|
1.000 |
1.1061 |
|
1.618 |
1.0962 |
|
2.618 |
1.0801 |
|
4.250 |
1.0538 |
|
|
| Fisher Pivots for day following 27-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1303 |
1.1423 |
| PP |
1.1296 |
1.1376 |
| S1 |
1.1290 |
1.1330 |
|