CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 13-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2015 |
13-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1046 |
1.1165 |
0.0119 |
1.1% |
1.0987 |
| High |
1.1220 |
1.1193 |
-0.0027 |
-0.2% |
1.1002 |
| Low |
1.1028 |
1.1084 |
0.0056 |
0.5% |
1.0852 |
| Close |
1.1174 |
1.1146 |
-0.0028 |
-0.3% |
1.0976 |
| Range |
0.0192 |
0.0109 |
-0.0083 |
-43.2% |
0.0150 |
| ATR |
0.0123 |
0.0122 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
312,509 |
198,156 |
-114,353 |
-36.6% |
969,444 |
|
| Daily Pivots for day following 13-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1468 |
1.1416 |
1.1206 |
|
| R3 |
1.1359 |
1.1307 |
1.1176 |
|
| R2 |
1.1250 |
1.1250 |
1.1166 |
|
| R1 |
1.1198 |
1.1198 |
1.1156 |
1.1170 |
| PP |
1.1141 |
1.1141 |
1.1141 |
1.1127 |
| S1 |
1.1089 |
1.1089 |
1.1136 |
1.1061 |
| S2 |
1.1032 |
1.1032 |
1.1126 |
|
| S3 |
1.0923 |
1.0980 |
1.1116 |
|
| S4 |
1.0814 |
1.0871 |
1.1086 |
|
|
| 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 |
1.1220 |
1.0860 |
0.0360 |
3.2% |
0.0134 |
1.2% |
79% |
False |
False |
239,844 |
| 10 |
1.1220 |
1.0852 |
0.0368 |
3.3% |
0.0120 |
1.1% |
80% |
False |
False |
222,160 |
| 20 |
1.1220 |
1.0817 |
0.0403 |
3.6% |
0.0111 |
1.0% |
82% |
False |
False |
205,294 |
| 40 |
1.1450 |
1.0817 |
0.0633 |
5.7% |
0.0123 |
1.1% |
52% |
False |
False |
216,547 |
| 60 |
1.1450 |
1.0817 |
0.0633 |
5.7% |
0.0131 |
1.2% |
52% |
False |
False |
171,499 |
| 80 |
1.1485 |
1.0690 |
0.0795 |
7.1% |
0.0134 |
1.2% |
57% |
False |
False |
129,083 |
| 100 |
1.1485 |
1.0545 |
0.0940 |
8.4% |
0.0133 |
1.2% |
64% |
False |
False |
103,428 |
| 120 |
1.1485 |
1.0494 |
0.0991 |
8.9% |
0.0136 |
1.2% |
66% |
False |
False |
86,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1656 |
|
2.618 |
1.1478 |
|
1.618 |
1.1369 |
|
1.000 |
1.1302 |
|
0.618 |
1.1260 |
|
HIGH |
1.1193 |
|
0.618 |
1.1151 |
|
0.500 |
1.1139 |
|
0.382 |
1.1126 |
|
LOW |
1.1084 |
|
0.618 |
1.1017 |
|
1.000 |
1.0975 |
|
1.618 |
1.0908 |
|
2.618 |
1.0799 |
|
4.250 |
1.0621 |
|
|
| Fisher Pivots for day following 13-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1144 |
1.1128 |
| PP |
1.1141 |
1.1110 |
| S1 |
1.1139 |
1.1093 |
|