CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 28-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2015 |
28-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1316 |
1.1250 |
-0.0066 |
-0.6% |
1.1381 |
| High |
1.1367 |
1.1312 |
-0.0055 |
-0.5% |
1.1718 |
| Low |
1.1205 |
1.1158 |
-0.0047 |
-0.4% |
1.1158 |
| Close |
1.1268 |
1.1185 |
-0.0083 |
-0.7% |
1.1185 |
| Range |
0.0162 |
0.0154 |
-0.0008 |
-4.9% |
0.0560 |
| ATR |
0.0153 |
0.0153 |
0.0000 |
0.0% |
0.0000 |
| Volume |
268,578 |
217,756 |
-50,822 |
-18.9% |
1,791,302 |
|
| Daily Pivots for day following 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1680 |
1.1587 |
1.1270 |
|
| R3 |
1.1526 |
1.1433 |
1.1227 |
|
| R2 |
1.1372 |
1.1372 |
1.1213 |
|
| R1 |
1.1279 |
1.1279 |
1.1199 |
1.1249 |
| PP |
1.1218 |
1.1218 |
1.1218 |
1.1203 |
| S1 |
1.1125 |
1.1125 |
1.1171 |
1.1095 |
| S2 |
1.1064 |
1.1064 |
1.1157 |
|
| S3 |
1.0910 |
1.0971 |
1.1143 |
|
| S4 |
1.0756 |
1.0817 |
1.1100 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3034 |
1.2669 |
1.1493 |
|
| R3 |
1.2474 |
1.2109 |
1.1339 |
|
| R2 |
1.1914 |
1.1914 |
1.1288 |
|
| R1 |
1.1549 |
1.1549 |
1.1236 |
1.1452 |
| PP |
1.1354 |
1.1354 |
1.1354 |
1.1305 |
| S1 |
1.0989 |
1.0989 |
1.1134 |
1.0892 |
| S2 |
1.0794 |
1.0794 |
1.1082 |
|
| S3 |
1.0234 |
1.0429 |
1.1031 |
|
| S4 |
0.9674 |
0.9869 |
1.0877 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1718 |
1.1158 |
0.0560 |
5.0% |
0.0228 |
2.0% |
5% |
False |
True |
358,260 |
| 10 |
1.1718 |
1.1020 |
0.0698 |
6.2% |
0.0171 |
1.5% |
24% |
False |
False |
291,925 |
| 20 |
1.1718 |
1.0852 |
0.0866 |
7.7% |
0.0140 |
1.3% |
38% |
False |
False |
249,731 |
| 40 |
1.1718 |
1.0817 |
0.0901 |
8.1% |
0.0131 |
1.2% |
41% |
False |
False |
231,573 |
| 60 |
1.1718 |
1.0817 |
0.0901 |
8.1% |
0.0135 |
1.2% |
41% |
False |
False |
221,196 |
| 80 |
1.1718 |
1.0817 |
0.0901 |
8.1% |
0.0137 |
1.2% |
41% |
False |
False |
167,499 |
| 100 |
1.1718 |
1.0545 |
0.1173 |
10.5% |
0.0137 |
1.2% |
55% |
False |
False |
134,233 |
| 120 |
1.1718 |
1.0494 |
0.1224 |
10.9% |
0.0141 |
1.3% |
56% |
False |
False |
111,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1967 |
|
2.618 |
1.1715 |
|
1.618 |
1.1561 |
|
1.000 |
1.1466 |
|
0.618 |
1.1407 |
|
HIGH |
1.1312 |
|
0.618 |
1.1253 |
|
0.500 |
1.1235 |
|
0.382 |
1.1217 |
|
LOW |
1.1158 |
|
0.618 |
1.1063 |
|
1.000 |
1.1004 |
|
1.618 |
1.0909 |
|
2.618 |
1.0755 |
|
4.250 |
1.0504 |
|
|
| Fisher Pivots for day following 28-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1235 |
1.1361 |
| PP |
1.1218 |
1.1302 |
| S1 |
1.1202 |
1.1244 |
|