CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 28-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2015 |
28-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1333 |
1.1260 |
-0.0073 |
-0.6% |
1.1390 |
| High |
1.1383 |
1.1329 |
-0.0054 |
-0.5% |
1.1730 |
| Low |
1.1222 |
1.1175 |
-0.0047 |
-0.4% |
1.1175 |
| Close |
1.1284 |
1.1202 |
-0.0082 |
-0.7% |
1.1202 |
| Range |
0.0161 |
0.0154 |
-0.0007 |
-4.3% |
0.0555 |
| ATR |
0.0149 |
0.0149 |
0.0000 |
0.3% |
0.0000 |
| Volume |
5,048 |
4,498 |
-550 |
-10.9% |
34,378 |
|
| Daily Pivots for day following 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1697 |
1.1604 |
1.1287 |
|
| R3 |
1.1543 |
1.1450 |
1.1244 |
|
| R2 |
1.1389 |
1.1389 |
1.1230 |
|
| R1 |
1.1296 |
1.1296 |
1.1216 |
1.1266 |
| PP |
1.1235 |
1.1235 |
1.1235 |
1.1220 |
| S1 |
1.1142 |
1.1142 |
1.1188 |
1.1112 |
| S2 |
1.1081 |
1.1081 |
1.1174 |
|
| S3 |
1.0927 |
1.0988 |
1.1160 |
|
| S4 |
1.0773 |
1.0834 |
1.1117 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3034 |
1.2673 |
1.1507 |
|
| R3 |
1.2479 |
1.2118 |
1.1355 |
|
| R2 |
1.1924 |
1.1924 |
1.1304 |
|
| R1 |
1.1563 |
1.1563 |
1.1253 |
1.1466 |
| PP |
1.1369 |
1.1369 |
1.1369 |
1.1321 |
| S1 |
1.1008 |
1.1008 |
1.1151 |
1.0911 |
| S2 |
1.0814 |
1.0814 |
1.1100 |
|
| S3 |
1.0259 |
1.0453 |
1.1049 |
|
| S4 |
0.9704 |
0.9898 |
1.0897 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1730 |
1.1175 |
0.0555 |
5.0% |
0.0226 |
2.0% |
5% |
False |
True |
6,875 |
| 10 |
1.1730 |
1.1039 |
0.0691 |
6.2% |
0.0168 |
1.5% |
24% |
False |
False |
4,264 |
| 20 |
1.1730 |
1.0873 |
0.0857 |
7.7% |
0.0135 |
1.2% |
38% |
False |
False |
2,831 |
| 40 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0126 |
1.1% |
41% |
False |
False |
1,848 |
| 60 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0127 |
1.1% |
41% |
False |
False |
1,373 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0126 |
1.1% |
41% |
False |
False |
1,077 |
| 100 |
1.1730 |
1.0570 |
0.1160 |
10.4% |
0.0124 |
1.1% |
54% |
False |
False |
874 |
| 120 |
1.1730 |
1.0520 |
0.1210 |
10.8% |
0.0125 |
1.1% |
56% |
False |
False |
735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1984 |
|
2.618 |
1.1732 |
|
1.618 |
1.1578 |
|
1.000 |
1.1483 |
|
0.618 |
1.1424 |
|
HIGH |
1.1329 |
|
0.618 |
1.1270 |
|
0.500 |
1.1252 |
|
0.382 |
1.1234 |
|
LOW |
1.1175 |
|
0.618 |
1.1080 |
|
1.000 |
1.1021 |
|
1.618 |
1.0926 |
|
2.618 |
1.0772 |
|
4.250 |
1.0521 |
|
|
| Fisher Pivots for day following 28-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1252 |
1.1378 |
| PP |
1.1235 |
1.1319 |
| S1 |
1.1219 |
1.1261 |
|