CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 01-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2015 |
01-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1195 |
1.1233 |
0.0038 |
0.3% |
1.1390 |
| High |
1.1281 |
1.1353 |
0.0072 |
0.6% |
1.1730 |
| Low |
1.1192 |
1.1229 |
0.0037 |
0.3% |
1.1175 |
| Close |
1.1256 |
1.1313 |
0.0057 |
0.5% |
1.1202 |
| Range |
0.0089 |
0.0124 |
0.0035 |
39.3% |
0.0555 |
| ATR |
0.0145 |
0.0143 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
6,582 |
9,203 |
2,621 |
39.8% |
34,378 |
|
| Daily Pivots for day following 01-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1670 |
1.1616 |
1.1381 |
|
| R3 |
1.1546 |
1.1492 |
1.1347 |
|
| R2 |
1.1422 |
1.1422 |
1.1336 |
|
| R1 |
1.1368 |
1.1368 |
1.1324 |
1.1395 |
| PP |
1.1298 |
1.1298 |
1.1298 |
1.1312 |
| S1 |
1.1244 |
1.1244 |
1.1302 |
1.1271 |
| S2 |
1.1174 |
1.1174 |
1.1290 |
|
| S3 |
1.1050 |
1.1120 |
1.1279 |
|
| S4 |
1.0926 |
1.0996 |
1.1245 |
|
|
| 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 |
1.1580 |
1.1175 |
0.0405 |
3.6% |
0.0159 |
1.4% |
34% |
False |
False |
6,013 |
| 10 |
1.1730 |
1.1039 |
0.0691 |
6.1% |
0.0175 |
1.6% |
40% |
False |
False |
5,643 |
| 20 |
1.1730 |
1.0873 |
0.0857 |
7.6% |
0.0138 |
1.2% |
51% |
False |
False |
3,521 |
| 40 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0125 |
1.1% |
53% |
False |
False |
2,220 |
| 60 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0124 |
1.1% |
53% |
False |
False |
1,621 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0126 |
1.1% |
53% |
False |
False |
1,268 |
| 100 |
1.1730 |
1.0570 |
0.1160 |
10.3% |
0.0124 |
1.1% |
64% |
False |
False |
1,032 |
| 120 |
1.1730 |
1.0553 |
0.1177 |
10.4% |
0.0124 |
1.1% |
65% |
False |
False |
865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1880 |
|
2.618 |
1.1678 |
|
1.618 |
1.1554 |
|
1.000 |
1.1477 |
|
0.618 |
1.1430 |
|
HIGH |
1.1353 |
|
0.618 |
1.1306 |
|
0.500 |
1.1291 |
|
0.382 |
1.1276 |
|
LOW |
1.1229 |
|
0.618 |
1.1152 |
|
1.000 |
1.1105 |
|
1.618 |
1.1028 |
|
2.618 |
1.0904 |
|
4.250 |
1.0702 |
|
|
| Fisher Pivots for day following 01-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1306 |
1.1297 |
| PP |
1.1298 |
1.1280 |
| S1 |
1.1291 |
1.1264 |
|