CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 17-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2015 |
17-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1157 |
1.1119 |
-0.0038 |
-0.3% |
1.0965 |
| High |
1.1193 |
1.1130 |
-0.0063 |
-0.6% |
1.1220 |
| Low |
1.1102 |
1.1062 |
-0.0040 |
-0.4% |
1.0930 |
| Close |
1.1124 |
1.1085 |
-0.0039 |
-0.4% |
1.1124 |
| Range |
0.0091 |
0.0068 |
-0.0023 |
-25.3% |
0.0290 |
| ATR |
0.0120 |
0.0116 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
170,577 |
166,997 |
-3,580 |
-2.1% |
1,105,941 |
|
| Daily Pivots for day following 17-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1296 |
1.1259 |
1.1122 |
|
| R3 |
1.1228 |
1.1191 |
1.1104 |
|
| R2 |
1.1160 |
1.1160 |
1.1097 |
|
| R1 |
1.1123 |
1.1123 |
1.1091 |
1.1108 |
| PP |
1.1092 |
1.1092 |
1.1092 |
1.1085 |
| S1 |
1.1055 |
1.1055 |
1.1079 |
1.1040 |
| S2 |
1.1024 |
1.1024 |
1.1073 |
|
| S3 |
1.0956 |
1.0987 |
1.1066 |
|
| S4 |
1.0888 |
1.0919 |
1.1048 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1961 |
1.1833 |
1.1284 |
|
| R3 |
1.1671 |
1.1543 |
1.1204 |
|
| R2 |
1.1381 |
1.1381 |
1.1177 |
|
| R1 |
1.1253 |
1.1253 |
1.1151 |
1.1317 |
| PP |
1.1091 |
1.1091 |
1.1091 |
1.1124 |
| S1 |
1.0963 |
1.0963 |
1.1097 |
1.1027 |
| S2 |
1.0801 |
1.0801 |
1.1071 |
|
| S3 |
1.0511 |
1.0673 |
1.1044 |
|
| S4 |
1.0221 |
1.0383 |
1.0965 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1220 |
1.0965 |
0.0255 |
2.3% |
0.0118 |
1.1% |
47% |
False |
False |
221,355 |
| 10 |
1.1220 |
1.0852 |
0.0368 |
3.3% |
0.0111 |
1.0% |
63% |
False |
False |
209,052 |
| 20 |
1.1220 |
1.0820 |
0.0400 |
3.6% |
0.0111 |
1.0% |
66% |
False |
False |
208,162 |
| 40 |
1.1424 |
1.0817 |
0.0607 |
5.5% |
0.0121 |
1.1% |
44% |
False |
False |
214,104 |
| 60 |
1.1450 |
1.0817 |
0.0633 |
5.7% |
0.0131 |
1.2% |
42% |
False |
False |
176,987 |
| 80 |
1.1485 |
1.0808 |
0.0677 |
6.1% |
0.0132 |
1.2% |
41% |
False |
False |
133,288 |
| 100 |
1.1485 |
1.0545 |
0.0940 |
8.5% |
0.0131 |
1.2% |
57% |
False |
False |
106,787 |
| 120 |
1.1485 |
1.0494 |
0.0991 |
8.9% |
0.0136 |
1.2% |
60% |
False |
False |
89,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1419 |
|
2.618 |
1.1308 |
|
1.618 |
1.1240 |
|
1.000 |
1.1198 |
|
0.618 |
1.1172 |
|
HIGH |
1.1130 |
|
0.618 |
1.1104 |
|
0.500 |
1.1096 |
|
0.382 |
1.1088 |
|
LOW |
1.1062 |
|
0.618 |
1.1020 |
|
1.000 |
1.0994 |
|
1.618 |
1.0952 |
|
2.618 |
1.0884 |
|
4.250 |
1.0773 |
|
|
| Fisher Pivots for day following 17-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1096 |
1.1128 |
| PP |
1.1092 |
1.1113 |
| S1 |
1.1089 |
1.1099 |
|