CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 04-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2015 |
04-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0987 |
1.0959 |
-0.0028 |
-0.3% |
1.0984 |
| High |
1.1002 |
1.0994 |
-0.0008 |
-0.1% |
1.1137 |
| Low |
1.0947 |
1.0885 |
-0.0062 |
-0.6% |
1.0899 |
| Close |
1.0954 |
1.0897 |
-0.0057 |
-0.5% |
1.0971 |
| Range |
0.0055 |
0.0109 |
0.0054 |
98.2% |
0.0238 |
| ATR |
0.0123 |
0.0122 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
151,855 |
171,599 |
19,744 |
13.0% |
1,121,432 |
|
| Daily Pivots for day following 04-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1252 |
1.1184 |
1.0957 |
|
| R3 |
1.1143 |
1.1075 |
1.0927 |
|
| R2 |
1.1034 |
1.1034 |
1.0917 |
|
| R1 |
1.0966 |
1.0966 |
1.0907 |
1.0946 |
| PP |
1.0925 |
1.0925 |
1.0925 |
1.0915 |
| S1 |
1.0857 |
1.0857 |
1.0887 |
1.0837 |
| S2 |
1.0816 |
1.0816 |
1.0877 |
|
| S3 |
1.0707 |
1.0748 |
1.0867 |
|
| S4 |
1.0598 |
1.0639 |
1.0837 |
|
|
| 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 |
1.0885 |
0.0236 |
2.2% |
0.0115 |
1.1% |
5% |
False |
True |
213,835 |
| 10 |
1.1137 |
1.0877 |
0.0260 |
2.4% |
0.0108 |
1.0% |
8% |
False |
False |
202,675 |
| 20 |
1.1226 |
1.0817 |
0.0409 |
3.8% |
0.0117 |
1.1% |
20% |
False |
False |
202,824 |
| 40 |
1.1450 |
1.0817 |
0.0633 |
5.8% |
0.0125 |
1.2% |
13% |
False |
False |
212,787 |
| 60 |
1.1485 |
1.0817 |
0.0668 |
6.1% |
0.0133 |
1.2% |
12% |
False |
False |
145,393 |
| 80 |
1.1485 |
1.0545 |
0.0940 |
8.6% |
0.0135 |
1.2% |
37% |
False |
False |
109,384 |
| 100 |
1.1485 |
1.0510 |
0.0975 |
8.9% |
0.0140 |
1.3% |
40% |
False |
False |
87,656 |
| 120 |
1.1485 |
1.0494 |
0.0991 |
9.1% |
0.0134 |
1.2% |
41% |
False |
False |
73,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1457 |
|
2.618 |
1.1279 |
|
1.618 |
1.1170 |
|
1.000 |
1.1103 |
|
0.618 |
1.1061 |
|
HIGH |
1.0994 |
|
0.618 |
1.0952 |
|
0.500 |
1.0940 |
|
0.382 |
1.0927 |
|
LOW |
1.0885 |
|
0.618 |
1.0818 |
|
1.000 |
1.0776 |
|
1.618 |
1.0709 |
|
2.618 |
1.0600 |
|
4.250 |
1.0422 |
|
|
| Fisher Pivots for day following 04-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0940 |
1.1003 |
| PP |
1.0925 |
1.0968 |
| S1 |
1.0911 |
1.0932 |
|