CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 27-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2015 |
27-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1520 |
1.1316 |
-0.0204 |
-1.8% |
1.1119 |
| High |
1.1564 |
1.1367 |
-0.0197 |
-1.7% |
1.1394 |
| Low |
1.1294 |
1.1205 |
-0.0089 |
-0.8% |
1.1020 |
| Close |
1.1352 |
1.1268 |
-0.0084 |
-0.7% |
1.1358 |
| Range |
0.0270 |
0.0162 |
-0.0108 |
-40.0% |
0.0374 |
| ATR |
0.0152 |
0.0153 |
0.0001 |
0.4% |
0.0000 |
| Volume |
350,694 |
268,578 |
-82,116 |
-23.4% |
1,127,952 |
|
| Daily Pivots for day following 27-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1766 |
1.1679 |
1.1357 |
|
| R3 |
1.1604 |
1.1517 |
1.1313 |
|
| R2 |
1.1442 |
1.1442 |
1.1298 |
|
| R1 |
1.1355 |
1.1355 |
1.1283 |
1.1318 |
| PP |
1.1280 |
1.1280 |
1.1280 |
1.1261 |
| S1 |
1.1193 |
1.1193 |
1.1253 |
1.1156 |
| S2 |
1.1118 |
1.1118 |
1.1238 |
|
| S3 |
1.0956 |
1.1031 |
1.1223 |
|
| S4 |
1.0794 |
1.0869 |
1.1179 |
|
|
| 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 |
1.1205 |
0.0513 |
4.6% |
0.0230 |
2.0% |
12% |
False |
True |
376,226 |
| 10 |
1.1718 |
1.1020 |
0.0698 |
6.2% |
0.0164 |
1.5% |
36% |
False |
False |
287,207 |
| 20 |
1.1718 |
1.0852 |
0.0866 |
7.7% |
0.0142 |
1.3% |
48% |
False |
False |
254,684 |
| 40 |
1.1718 |
1.0817 |
0.0901 |
8.0% |
0.0130 |
1.2% |
50% |
False |
False |
230,481 |
| 60 |
1.1718 |
1.0817 |
0.0901 |
8.0% |
0.0135 |
1.2% |
50% |
False |
False |
217,836 |
| 80 |
1.1718 |
1.0817 |
0.0901 |
8.0% |
0.0137 |
1.2% |
50% |
False |
False |
164,796 |
| 100 |
1.1718 |
1.0545 |
0.1173 |
10.4% |
0.0136 |
1.2% |
62% |
False |
False |
132,063 |
| 120 |
1.1718 |
1.0494 |
0.1224 |
10.9% |
0.0142 |
1.3% |
63% |
False |
False |
110,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2056 |
|
2.618 |
1.1791 |
|
1.618 |
1.1629 |
|
1.000 |
1.1529 |
|
0.618 |
1.1467 |
|
HIGH |
1.1367 |
|
0.618 |
1.1305 |
|
0.500 |
1.1286 |
|
0.382 |
1.1267 |
|
LOW |
1.1205 |
|
0.618 |
1.1105 |
|
1.000 |
1.1043 |
|
1.618 |
1.0943 |
|
2.618 |
1.0781 |
|
4.250 |
1.0517 |
|
|
| Fisher Pivots for day following 27-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1286 |
1.1407 |
| PP |
1.1280 |
1.1361 |
| S1 |
1.1274 |
1.1314 |
|