CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 02-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2015 |
02-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1210 |
1.1312 |
0.0102 |
0.9% |
1.1381 |
| High |
1.1335 |
1.1314 |
-0.0021 |
-0.2% |
1.1718 |
| Low |
1.1210 |
1.1218 |
0.0008 |
0.1% |
1.1158 |
| Close |
1.1296 |
1.1240 |
-0.0056 |
-0.5% |
1.1185 |
| Range |
0.0125 |
0.0096 |
-0.0029 |
-23.2% |
0.0560 |
| ATR |
0.0147 |
0.0143 |
-0.0004 |
-2.5% |
0.0000 |
| Volume |
245,554 |
186,568 |
-58,986 |
-24.0% |
1,791,302 |
|
| Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1545 |
1.1489 |
1.1293 |
|
| R3 |
1.1449 |
1.1393 |
1.1266 |
|
| R2 |
1.1353 |
1.1353 |
1.1258 |
|
| R1 |
1.1297 |
1.1297 |
1.1249 |
1.1277 |
| PP |
1.1257 |
1.1257 |
1.1257 |
1.1248 |
| S1 |
1.1201 |
1.1201 |
1.1231 |
1.1181 |
| S2 |
1.1161 |
1.1161 |
1.1222 |
|
| S3 |
1.1065 |
1.1105 |
1.1214 |
|
| S4 |
1.0969 |
1.1009 |
1.1187 |
|
|
| 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 |
1.1367 |
1.1158 |
0.0209 |
1.9% |
0.0125 |
1.1% |
39% |
False |
False |
218,869 |
| 10 |
1.1718 |
1.1110 |
0.0608 |
5.4% |
0.0175 |
1.6% |
21% |
False |
False |
295,395 |
| 20 |
1.1718 |
1.0860 |
0.0858 |
7.6% |
0.0142 |
1.3% |
44% |
False |
False |
252,179 |
| 40 |
1.1718 |
1.0817 |
0.0901 |
8.0% |
0.0129 |
1.1% |
47% |
False |
False |
228,006 |
| 60 |
1.1718 |
1.0817 |
0.0901 |
8.0% |
0.0130 |
1.2% |
47% |
False |
False |
228,142 |
| 80 |
1.1718 |
1.0817 |
0.0901 |
8.0% |
0.0136 |
1.2% |
47% |
False |
False |
174,986 |
| 100 |
1.1718 |
1.0556 |
0.1162 |
10.3% |
0.0136 |
1.2% |
59% |
False |
False |
140,290 |
| 120 |
1.1718 |
1.0545 |
0.1173 |
10.4% |
0.0140 |
1.2% |
59% |
False |
False |
117,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1722 |
|
2.618 |
1.1565 |
|
1.618 |
1.1469 |
|
1.000 |
1.1410 |
|
0.618 |
1.1373 |
|
HIGH |
1.1314 |
|
0.618 |
1.1277 |
|
0.500 |
1.1266 |
|
0.382 |
1.1255 |
|
LOW |
1.1218 |
|
0.618 |
1.1159 |
|
1.000 |
1.1122 |
|
1.618 |
1.1063 |
|
2.618 |
1.0967 |
|
4.250 |
1.0810 |
|
|
| Fisher Pivots for day following 02-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1266 |
1.1257 |
| PP |
1.1257 |
1.1251 |
| S1 |
1.1249 |
1.1246 |
|