CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 11-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2015 |
11-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0965 |
1.1022 |
0.0057 |
0.5% |
1.0987 |
| High |
1.1047 |
1.1093 |
0.0046 |
0.4% |
1.1002 |
| Low |
1.0930 |
1.0965 |
0.0035 |
0.3% |
1.0852 |
| Close |
1.1024 |
1.1035 |
0.0011 |
0.1% |
1.0976 |
| Range |
0.0117 |
0.0128 |
0.0011 |
9.4% |
0.0150 |
| ATR |
0.0117 |
0.0118 |
0.0001 |
0.7% |
0.0000 |
| Volume |
166,160 |
258,539 |
92,379 |
55.6% |
969,444 |
|
| Daily Pivots for day following 11-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1415 |
1.1353 |
1.1105 |
|
| R3 |
1.1287 |
1.1225 |
1.1070 |
|
| R2 |
1.1159 |
1.1159 |
1.1058 |
|
| R1 |
1.1097 |
1.1097 |
1.1047 |
1.1128 |
| PP |
1.1031 |
1.1031 |
1.1031 |
1.1047 |
| S1 |
1.0969 |
1.0969 |
1.1023 |
1.1000 |
| S2 |
1.0903 |
1.0903 |
1.1012 |
|
| S3 |
1.0775 |
1.0841 |
1.1000 |
|
| S4 |
1.0647 |
1.0713 |
1.0965 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1393 |
1.1335 |
1.1059 |
|
| R3 |
1.1243 |
1.1185 |
1.1017 |
|
| R2 |
1.1093 |
1.1093 |
1.1004 |
|
| R1 |
1.1035 |
1.1035 |
1.0990 |
1.0989 |
| PP |
1.0943 |
1.0943 |
1.0943 |
1.0921 |
| S1 |
1.0885 |
1.0885 |
1.0962 |
1.0839 |
| S2 |
1.0793 |
1.0793 |
1.0949 |
|
| S3 |
1.0643 |
1.0735 |
1.0935 |
|
| S4 |
1.0493 |
1.0585 |
1.0894 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1093 |
1.0852 |
0.0241 |
2.2% |
0.0107 |
1.0% |
76% |
True |
False |
214,137 |
| 10 |
1.1121 |
1.0852 |
0.0269 |
2.4% |
0.0111 |
1.0% |
68% |
False |
False |
213,986 |
| 20 |
1.1137 |
1.0817 |
0.0320 |
2.9% |
0.0106 |
1.0% |
68% |
False |
False |
200,620 |
| 40 |
1.1450 |
1.0817 |
0.0633 |
5.7% |
0.0122 |
1.1% |
34% |
False |
False |
214,805 |
| 60 |
1.1467 |
1.0817 |
0.0650 |
5.9% |
0.0132 |
1.2% |
34% |
False |
False |
163,056 |
| 80 |
1.1485 |
1.0687 |
0.0798 |
7.2% |
0.0133 |
1.2% |
44% |
False |
False |
122,714 |
| 100 |
1.1485 |
1.0545 |
0.0940 |
8.5% |
0.0133 |
1.2% |
52% |
False |
False |
98,338 |
| 120 |
1.1485 |
1.0494 |
0.0991 |
9.0% |
0.0135 |
1.2% |
55% |
False |
False |
81,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1637 |
|
2.618 |
1.1428 |
|
1.618 |
1.1300 |
|
1.000 |
1.1221 |
|
0.618 |
1.1172 |
|
HIGH |
1.1093 |
|
0.618 |
1.1044 |
|
0.500 |
1.1029 |
|
0.382 |
1.1014 |
|
LOW |
1.0965 |
|
0.618 |
1.0886 |
|
1.000 |
1.0837 |
|
1.618 |
1.0758 |
|
2.618 |
1.0630 |
|
4.250 |
1.0421 |
|
|
| Fisher Pivots for day following 11-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1033 |
1.1016 |
| PP |
1.1031 |
1.0996 |
| S1 |
1.1029 |
1.0977 |
|