CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 31-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2015 |
31-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1250 |
1.1181 |
-0.0069 |
-0.6% |
1.1381 |
| High |
1.1312 |
1.1265 |
-0.0047 |
-0.4% |
1.1718 |
| Low |
1.1158 |
1.1178 |
0.0020 |
0.2% |
1.1158 |
| Close |
1.1185 |
1.1239 |
0.0054 |
0.5% |
1.1185 |
| Range |
0.0154 |
0.0087 |
-0.0067 |
-43.5% |
0.0560 |
| ATR |
0.0153 |
0.0148 |
-0.0005 |
-3.1% |
0.0000 |
| Volume |
217,756 |
175,893 |
-41,863 |
-19.2% |
1,791,302 |
|
| Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1488 |
1.1451 |
1.1287 |
|
| R3 |
1.1401 |
1.1364 |
1.1263 |
|
| R2 |
1.1314 |
1.1314 |
1.1255 |
|
| R1 |
1.1277 |
1.1277 |
1.1247 |
1.1296 |
| PP |
1.1227 |
1.1227 |
1.1227 |
1.1237 |
| S1 |
1.1190 |
1.1190 |
1.1231 |
1.1209 |
| S2 |
1.1140 |
1.1140 |
1.1223 |
|
| S3 |
1.1053 |
1.1103 |
1.1215 |
|
| S4 |
1.0966 |
1.1016 |
1.1191 |
|
|
| 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 |
1.1609 |
1.1158 |
0.0451 |
4.0% |
0.0177 |
1.6% |
18% |
False |
False |
280,834 |
| 10 |
1.1718 |
1.1020 |
0.0698 |
6.2% |
0.0173 |
1.5% |
31% |
False |
False |
292,815 |
| 20 |
1.1718 |
1.0852 |
0.0866 |
7.7% |
0.0142 |
1.3% |
45% |
False |
False |
250,933 |
| 40 |
1.1718 |
1.0817 |
0.0901 |
8.0% |
0.0130 |
1.2% |
47% |
False |
False |
229,473 |
| 60 |
1.1718 |
1.0817 |
0.0901 |
8.0% |
0.0133 |
1.2% |
47% |
False |
False |
223,749 |
| 80 |
1.1718 |
1.0817 |
0.0901 |
8.0% |
0.0136 |
1.2% |
47% |
False |
False |
169,660 |
| 100 |
1.1718 |
1.0545 |
0.1173 |
10.4% |
0.0136 |
1.2% |
59% |
False |
False |
135,986 |
| 120 |
1.1718 |
1.0494 |
0.1224 |
10.9% |
0.0140 |
1.2% |
61% |
False |
False |
113,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1635 |
|
2.618 |
1.1493 |
|
1.618 |
1.1406 |
|
1.000 |
1.1352 |
|
0.618 |
1.1319 |
|
HIGH |
1.1265 |
|
0.618 |
1.1232 |
|
0.500 |
1.1222 |
|
0.382 |
1.1211 |
|
LOW |
1.1178 |
|
0.618 |
1.1124 |
|
1.000 |
1.1091 |
|
1.618 |
1.1037 |
|
2.618 |
1.0950 |
|
4.250 |
1.0808 |
|
|
| Fisher Pivots for day following 31-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1233 |
1.1263 |
| PP |
1.1227 |
1.1255 |
| S1 |
1.1222 |
1.1247 |
|