CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 31-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2015 |
31-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1260 |
1.1195 |
-0.0065 |
-0.6% |
1.1390 |
| High |
1.1329 |
1.1281 |
-0.0048 |
-0.4% |
1.1730 |
| Low |
1.1175 |
1.1192 |
0.0017 |
0.2% |
1.1175 |
| Close |
1.1202 |
1.1256 |
0.0054 |
0.5% |
1.1202 |
| Range |
0.0154 |
0.0089 |
-0.0065 |
-42.2% |
0.0555 |
| ATR |
0.0149 |
0.0145 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
4,498 |
6,582 |
2,084 |
46.3% |
34,378 |
|
| Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1510 |
1.1472 |
1.1305 |
|
| R3 |
1.1421 |
1.1383 |
1.1280 |
|
| R2 |
1.1332 |
1.1332 |
1.1272 |
|
| R1 |
1.1294 |
1.1294 |
1.1264 |
1.1313 |
| PP |
1.1243 |
1.1243 |
1.1243 |
1.1253 |
| S1 |
1.1205 |
1.1205 |
1.1248 |
1.1224 |
| S2 |
1.1154 |
1.1154 |
1.1240 |
|
| S3 |
1.1065 |
1.1116 |
1.1232 |
|
| S4 |
1.0976 |
1.1027 |
1.1207 |
|
|
| 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 |
1.1623 |
1.1175 |
0.0448 |
4.0% |
0.0176 |
1.6% |
18% |
False |
False |
7,212 |
| 10 |
1.1730 |
1.1039 |
0.0691 |
6.1% |
0.0170 |
1.5% |
31% |
False |
False |
4,858 |
| 20 |
1.1730 |
1.0873 |
0.0857 |
7.6% |
0.0137 |
1.2% |
45% |
False |
False |
3,088 |
| 40 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0125 |
1.1% |
47% |
False |
False |
2,003 |
| 60 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0125 |
1.1% |
47% |
False |
False |
1,474 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0126 |
1.1% |
47% |
False |
False |
1,156 |
| 100 |
1.1730 |
1.0570 |
0.1160 |
10.3% |
0.0124 |
1.1% |
59% |
False |
False |
940 |
| 120 |
1.1730 |
1.0520 |
0.1210 |
10.7% |
0.0124 |
1.1% |
61% |
False |
False |
789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1659 |
|
2.618 |
1.1514 |
|
1.618 |
1.1425 |
|
1.000 |
1.1370 |
|
0.618 |
1.1336 |
|
HIGH |
1.1281 |
|
0.618 |
1.1247 |
|
0.500 |
1.1237 |
|
0.382 |
1.1226 |
|
LOW |
1.1192 |
|
0.618 |
1.1137 |
|
1.000 |
1.1103 |
|
1.618 |
1.1048 |
|
2.618 |
1.0959 |
|
4.250 |
1.0814 |
|
|
| Fisher Pivots for day following 31-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1250 |
1.1279 |
| PP |
1.1243 |
1.1271 |
| S1 |
1.1237 |
1.1264 |
|