CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 24-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2015 |
24-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1240 |
1.1381 |
0.0141 |
1.3% |
1.1119 |
| High |
1.1394 |
1.1718 |
0.0324 |
2.8% |
1.1394 |
| Low |
1.1233 |
1.1373 |
0.0140 |
1.2% |
1.1020 |
| Close |
1.1358 |
1.1603 |
0.0245 |
2.2% |
1.1358 |
| Range |
0.0161 |
0.0345 |
0.0184 |
114.3% |
0.0374 |
| ATR |
0.0121 |
0.0138 |
0.0017 |
14.1% |
0.0000 |
| Volume |
307,585 |
563,021 |
255,436 |
83.0% |
1,127,952 |
|
| Daily Pivots for day following 24-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2600 |
1.2446 |
1.1793 |
|
| R3 |
1.2255 |
1.2101 |
1.1698 |
|
| R2 |
1.1910 |
1.1910 |
1.1666 |
|
| R1 |
1.1756 |
1.1756 |
1.1635 |
1.1833 |
| PP |
1.1565 |
1.1565 |
1.1565 |
1.1603 |
| S1 |
1.1411 |
1.1411 |
1.1571 |
1.1488 |
| S2 |
1.1220 |
1.1220 |
1.1540 |
|
| S3 |
1.0875 |
1.1066 |
1.1508 |
|
| S4 |
1.0530 |
1.0721 |
1.1413 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2379 |
1.2243 |
1.1564 |
|
| R3 |
1.2005 |
1.1869 |
1.1461 |
|
| R2 |
1.1631 |
1.1631 |
1.1427 |
|
| R1 |
1.1495 |
1.1495 |
1.1392 |
1.1563 |
| PP |
1.1257 |
1.1257 |
1.1257 |
1.1292 |
| S1 |
1.1121 |
1.1121 |
1.1324 |
1.1189 |
| S2 |
1.0883 |
1.0883 |
1.1289 |
|
| S3 |
1.0509 |
1.0747 |
1.1255 |
|
| S4 |
1.0135 |
1.0373 |
1.1152 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1718 |
1.1020 |
0.0698 |
6.0% |
0.0168 |
1.4% |
84% |
True |
False |
304,795 |
| 10 |
1.1718 |
1.0965 |
0.0753 |
6.5% |
0.0143 |
1.2% |
85% |
True |
False |
263,075 |
| 20 |
1.1718 |
1.0852 |
0.0866 |
7.5% |
0.0124 |
1.1% |
87% |
True |
False |
233,317 |
| 40 |
1.1718 |
1.0817 |
0.0901 |
7.8% |
0.0129 |
1.1% |
87% |
True |
False |
225,937 |
| 60 |
1.1718 |
1.0817 |
0.0901 |
7.8% |
0.0134 |
1.2% |
87% |
True |
False |
201,912 |
| 80 |
1.1718 |
1.0817 |
0.0901 |
7.8% |
0.0133 |
1.1% |
87% |
True |
False |
152,247 |
| 100 |
1.1718 |
1.0545 |
0.1173 |
10.1% |
0.0134 |
1.2% |
90% |
True |
False |
121,978 |
| 120 |
1.1718 |
1.0494 |
0.1224 |
10.5% |
0.0140 |
1.2% |
91% |
True |
False |
101,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3184 |
|
2.618 |
1.2621 |
|
1.618 |
1.2276 |
|
1.000 |
1.2063 |
|
0.618 |
1.1931 |
|
HIGH |
1.1718 |
|
0.618 |
1.1586 |
|
0.500 |
1.1546 |
|
0.382 |
1.1505 |
|
LOW |
1.1373 |
|
0.618 |
1.1160 |
|
1.000 |
1.1028 |
|
1.618 |
1.0815 |
|
2.618 |
1.0470 |
|
4.250 |
0.9907 |
|
|
| Fisher Pivots for day following 24-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1584 |
1.1540 |
| PP |
1.1565 |
1.1477 |
| S1 |
1.1546 |
1.1414 |
|