CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 26-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2015 |
26-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1585 |
1.1520 |
-0.0065 |
-0.6% |
1.1119 |
| High |
1.1609 |
1.1564 |
-0.0045 |
-0.4% |
1.1394 |
| Low |
1.1398 |
1.1294 |
-0.0104 |
-0.9% |
1.1020 |
| Close |
1.1429 |
1.1352 |
-0.0077 |
-0.7% |
1.1358 |
| Range |
0.0211 |
0.0270 |
0.0059 |
28.0% |
0.0374 |
| ATR |
0.0143 |
0.0152 |
0.0009 |
6.3% |
0.0000 |
| Volume |
391,253 |
350,694 |
-40,559 |
-10.4% |
1,127,952 |
|
| Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2213 |
1.2053 |
1.1501 |
|
| R3 |
1.1943 |
1.1783 |
1.1426 |
|
| R2 |
1.1673 |
1.1673 |
1.1402 |
|
| R1 |
1.1513 |
1.1513 |
1.1377 |
1.1458 |
| PP |
1.1403 |
1.1403 |
1.1403 |
1.1376 |
| S1 |
1.1243 |
1.1243 |
1.1327 |
1.1188 |
| S2 |
1.1133 |
1.1133 |
1.1303 |
|
| S3 |
1.0863 |
1.0973 |
1.1278 |
|
| S4 |
1.0593 |
1.0703 |
1.1204 |
|
|
| 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 |
1.1110 |
0.0608 |
5.4% |
0.0225 |
2.0% |
40% |
False |
False |
371,921 |
| 10 |
1.1718 |
1.1020 |
0.0698 |
6.1% |
0.0159 |
1.4% |
48% |
False |
False |
280,165 |
| 20 |
1.1718 |
1.0852 |
0.0866 |
7.6% |
0.0139 |
1.2% |
58% |
False |
False |
252,298 |
| 40 |
1.1718 |
1.0817 |
0.0901 |
7.9% |
0.0129 |
1.1% |
59% |
False |
False |
228,843 |
| 60 |
1.1718 |
1.0817 |
0.0901 |
7.9% |
0.0136 |
1.2% |
59% |
False |
False |
213,772 |
| 80 |
1.1718 |
1.0817 |
0.0901 |
7.9% |
0.0137 |
1.2% |
59% |
False |
False |
161,454 |
| 100 |
1.1718 |
1.0545 |
0.1173 |
10.3% |
0.0136 |
1.2% |
69% |
False |
False |
129,382 |
| 120 |
1.1718 |
1.0494 |
0.1224 |
10.8% |
0.0141 |
1.2% |
70% |
False |
False |
107,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2712 |
|
2.618 |
1.2271 |
|
1.618 |
1.2001 |
|
1.000 |
1.1834 |
|
0.618 |
1.1731 |
|
HIGH |
1.1564 |
|
0.618 |
1.1461 |
|
0.500 |
1.1429 |
|
0.382 |
1.1397 |
|
LOW |
1.1294 |
|
0.618 |
1.1127 |
|
1.000 |
1.1024 |
|
1.618 |
1.0857 |
|
2.618 |
1.0587 |
|
4.250 |
1.0147 |
|
|
| Fisher Pivots for day following 26-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1429 |
1.1506 |
| PP |
1.1403 |
1.1455 |
| S1 |
1.1378 |
1.1403 |
|