CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 04-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2015 |
04-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1240 |
1.1138 |
-0.0102 |
-0.9% |
1.1195 |
| High |
1.1262 |
1.1220 |
-0.0042 |
-0.4% |
1.1353 |
| Low |
1.1106 |
1.1108 |
0.0002 |
0.0% |
1.1106 |
| Close |
1.1135 |
1.1168 |
0.0033 |
0.3% |
1.1168 |
| Range |
0.0156 |
0.0112 |
-0.0044 |
-28.2% |
0.0247 |
| ATR |
0.0141 |
0.0139 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
15,883 |
21,356 |
5,473 |
34.5% |
61,525 |
|
| Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1501 |
1.1447 |
1.1230 |
|
| R3 |
1.1389 |
1.1335 |
1.1199 |
|
| R2 |
1.1277 |
1.1277 |
1.1189 |
|
| R1 |
1.1223 |
1.1223 |
1.1178 |
1.1250 |
| PP |
1.1165 |
1.1165 |
1.1165 |
1.1179 |
| S1 |
1.1111 |
1.1111 |
1.1158 |
1.1138 |
| S2 |
1.1053 |
1.1053 |
1.1147 |
|
| S3 |
1.0941 |
1.0999 |
1.1137 |
|
| S4 |
1.0829 |
1.0887 |
1.1106 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1950 |
1.1806 |
1.1304 |
|
| R3 |
1.1703 |
1.1559 |
1.1236 |
|
| R2 |
1.1456 |
1.1456 |
1.1213 |
|
| R1 |
1.1312 |
1.1312 |
1.1191 |
1.1261 |
| PP |
1.1209 |
1.1209 |
1.1209 |
1.1183 |
| S1 |
1.1065 |
1.1065 |
1.1145 |
1.1014 |
| S2 |
1.0962 |
1.0962 |
1.1123 |
|
| S3 |
1.0715 |
1.0818 |
1.1100 |
|
| S4 |
1.0468 |
1.0571 |
1.1032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1353 |
1.1106 |
0.0247 |
2.2% |
0.0115 |
1.0% |
25% |
False |
False |
12,305 |
| 10 |
1.1730 |
1.1106 |
0.0624 |
5.6% |
0.0170 |
1.5% |
10% |
False |
False |
9,590 |
| 20 |
1.1730 |
1.0956 |
0.0774 |
6.9% |
0.0142 |
1.3% |
27% |
False |
False |
5,547 |
| 40 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0124 |
1.1% |
37% |
False |
False |
3,328 |
| 60 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0124 |
1.1% |
37% |
False |
False |
2,373 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0127 |
1.1% |
37% |
False |
False |
1,836 |
| 100 |
1.1730 |
1.0696 |
0.1034 |
9.3% |
0.0124 |
1.1% |
46% |
False |
False |
1,487 |
| 120 |
1.1730 |
1.0570 |
0.1160 |
10.4% |
0.0122 |
1.1% |
52% |
False |
False |
1,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1696 |
|
2.618 |
1.1513 |
|
1.618 |
1.1401 |
|
1.000 |
1.1332 |
|
0.618 |
1.1289 |
|
HIGH |
1.1220 |
|
0.618 |
1.1177 |
|
0.500 |
1.1164 |
|
0.382 |
1.1151 |
|
LOW |
1.1108 |
|
0.618 |
1.1039 |
|
1.000 |
1.0996 |
|
1.618 |
1.0927 |
|
2.618 |
1.0815 |
|
4.250 |
1.0632 |
|
|
| Fisher Pivots for day following 04-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1167 |
1.1217 |
| PP |
1.1165 |
1.1201 |
| S1 |
1.1164 |
1.1184 |
|