CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 03-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2015 |
03-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0938 |
1.0987 |
0.0049 |
0.4% |
1.0984 |
| High |
1.1121 |
1.1002 |
-0.0119 |
-1.1% |
1.1137 |
| Low |
1.0927 |
1.0947 |
0.0020 |
0.2% |
1.0899 |
| Close |
1.0971 |
1.0954 |
-0.0017 |
-0.2% |
1.0971 |
| Range |
0.0194 |
0.0055 |
-0.0139 |
-71.6% |
0.0238 |
| ATR |
0.0128 |
0.0123 |
-0.0005 |
-4.1% |
0.0000 |
| Volume |
316,797 |
151,855 |
-164,942 |
-52.1% |
1,121,432 |
|
| Daily Pivots for day following 03-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1133 |
1.1098 |
1.0984 |
|
| R3 |
1.1078 |
1.1043 |
1.0969 |
|
| R2 |
1.1023 |
1.1023 |
1.0964 |
|
| R1 |
1.0988 |
1.0988 |
1.0959 |
1.0978 |
| PP |
1.0968 |
1.0968 |
1.0968 |
1.0963 |
| S1 |
1.0933 |
1.0933 |
1.0949 |
1.0923 |
| S2 |
1.0913 |
1.0913 |
1.0944 |
|
| S3 |
1.0858 |
1.0878 |
1.0939 |
|
| S4 |
1.0803 |
1.0823 |
1.0924 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1716 |
1.1582 |
1.1102 |
|
| R3 |
1.1478 |
1.1344 |
1.1036 |
|
| R2 |
1.1240 |
1.1240 |
1.1015 |
|
| R1 |
1.1106 |
1.1106 |
1.0993 |
1.1054 |
| PP |
1.1002 |
1.1002 |
1.1002 |
1.0977 |
| S1 |
1.0868 |
1.0868 |
1.0949 |
1.0816 |
| S2 |
1.0764 |
1.0764 |
1.0927 |
|
| S3 |
1.0526 |
1.0630 |
1.0906 |
|
| S4 |
1.0288 |
1.0392 |
1.0840 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1121 |
1.0899 |
0.0222 |
2.0% |
0.0108 |
1.0% |
25% |
False |
False |
210,368 |
| 10 |
1.1137 |
1.0820 |
0.0317 |
2.9% |
0.0112 |
1.0% |
42% |
False |
False |
207,272 |
| 20 |
1.1226 |
1.0817 |
0.0409 |
3.7% |
0.0119 |
1.1% |
33% |
False |
False |
208,013 |
| 40 |
1.1450 |
1.0817 |
0.0633 |
5.8% |
0.0128 |
1.2% |
22% |
False |
False |
210,156 |
| 60 |
1.1485 |
1.0817 |
0.0668 |
6.1% |
0.0134 |
1.2% |
21% |
False |
False |
142,569 |
| 80 |
1.1485 |
1.0545 |
0.0940 |
8.6% |
0.0135 |
1.2% |
44% |
False |
False |
107,249 |
| 100 |
1.1485 |
1.0494 |
0.0991 |
9.0% |
0.0140 |
1.3% |
46% |
False |
False |
85,945 |
| 120 |
1.1485 |
1.0494 |
0.0991 |
9.0% |
0.0134 |
1.2% |
46% |
False |
False |
71,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1236 |
|
2.618 |
1.1146 |
|
1.618 |
1.1091 |
|
1.000 |
1.1057 |
|
0.618 |
1.1036 |
|
HIGH |
1.1002 |
|
0.618 |
1.0981 |
|
0.500 |
1.0975 |
|
0.382 |
1.0968 |
|
LOW |
1.0947 |
|
0.618 |
1.0913 |
|
1.000 |
1.0892 |
|
1.618 |
1.0858 |
|
2.618 |
1.0803 |
|
4.250 |
1.0713 |
|
|
| Fisher Pivots for day following 03-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0975 |
1.1010 |
| PP |
1.0968 |
1.0991 |
| S1 |
1.0961 |
1.0973 |
|