CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 06-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2015 |
06-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0896 |
1.0906 |
0.0010 |
0.1% |
1.0984 |
| High |
1.0948 |
1.0950 |
0.0002 |
0.0% |
1.1137 |
| Low |
1.0852 |
1.0879 |
0.0027 |
0.2% |
1.0899 |
| Close |
1.0901 |
1.0926 |
0.0025 |
0.2% |
1.0971 |
| Range |
0.0096 |
0.0071 |
-0.0025 |
-26.0% |
0.0238 |
| ATR |
0.0120 |
0.0117 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
235,601 |
146,531 |
-89,070 |
-37.8% |
1,121,432 |
|
| Daily Pivots for day following 06-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1131 |
1.1100 |
1.0965 |
|
| R3 |
1.1060 |
1.1029 |
1.0946 |
|
| R2 |
1.0989 |
1.0989 |
1.0939 |
|
| R1 |
1.0958 |
1.0958 |
1.0933 |
1.0974 |
| PP |
1.0918 |
1.0918 |
1.0918 |
1.0926 |
| S1 |
1.0887 |
1.0887 |
1.0919 |
1.0903 |
| S2 |
1.0847 |
1.0847 |
1.0913 |
|
| S3 |
1.0776 |
1.0816 |
1.0906 |
|
| S4 |
1.0705 |
1.0745 |
1.0887 |
|
|
| 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 |
1.0852 |
0.0269 |
2.5% |
0.0105 |
1.0% |
28% |
False |
False |
204,476 |
| 10 |
1.1137 |
1.0852 |
0.0285 |
2.6% |
0.0105 |
1.0% |
26% |
False |
False |
199,130 |
| 20 |
1.1226 |
1.0817 |
0.0409 |
3.7% |
0.0113 |
1.0% |
27% |
False |
False |
202,516 |
| 40 |
1.1450 |
1.0817 |
0.0633 |
5.8% |
0.0123 |
1.1% |
17% |
False |
False |
215,506 |
| 60 |
1.1485 |
1.0817 |
0.0668 |
6.1% |
0.0133 |
1.2% |
16% |
False |
False |
151,679 |
| 80 |
1.1485 |
1.0595 |
0.0890 |
8.1% |
0.0133 |
1.2% |
37% |
False |
False |
114,142 |
| 100 |
1.1485 |
1.0545 |
0.0940 |
8.6% |
0.0139 |
1.3% |
41% |
False |
False |
91,471 |
| 120 |
1.1485 |
1.0494 |
0.0991 |
9.1% |
0.0134 |
1.2% |
44% |
False |
False |
76,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1252 |
|
2.618 |
1.1136 |
|
1.618 |
1.1065 |
|
1.000 |
1.1021 |
|
0.618 |
1.0994 |
|
HIGH |
1.0950 |
|
0.618 |
1.0923 |
|
0.500 |
1.0915 |
|
0.382 |
1.0906 |
|
LOW |
1.0879 |
|
0.618 |
1.0835 |
|
1.000 |
1.0808 |
|
1.618 |
1.0764 |
|
2.618 |
1.0693 |
|
4.250 |
1.0577 |
|
|
| Fisher Pivots for day following 06-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0922 |
1.0925 |
| PP |
1.0918 |
1.0924 |
| S1 |
1.0915 |
1.0923 |
|