CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 04-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2015 |
04-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1226 |
1.1120 |
-0.0106 |
-0.9% |
1.1181 |
| High |
1.1245 |
1.1200 |
-0.0045 |
-0.4% |
1.1335 |
| Low |
1.1088 |
1.1090 |
0.0002 |
0.0% |
1.1088 |
| Close |
1.1117 |
1.1150 |
0.0033 |
0.3% |
1.1150 |
| Range |
0.0157 |
0.0110 |
-0.0047 |
-29.9% |
0.0247 |
| ATR |
0.0144 |
0.0142 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
303,145 |
248,477 |
-54,668 |
-18.0% |
1,159,637 |
|
| Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1477 |
1.1423 |
1.1211 |
|
| R3 |
1.1367 |
1.1313 |
1.1180 |
|
| R2 |
1.1257 |
1.1257 |
1.1170 |
|
| R1 |
1.1203 |
1.1203 |
1.1160 |
1.1230 |
| PP |
1.1147 |
1.1147 |
1.1147 |
1.1160 |
| S1 |
1.1093 |
1.1093 |
1.1140 |
1.1120 |
| S2 |
1.1037 |
1.1037 |
1.1130 |
|
| S3 |
1.0927 |
1.0983 |
1.1120 |
|
| S4 |
1.0817 |
1.0873 |
1.1090 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1932 |
1.1788 |
1.1286 |
|
| R3 |
1.1685 |
1.1541 |
1.1218 |
|
| R2 |
1.1438 |
1.1438 |
1.1195 |
|
| R1 |
1.1294 |
1.1294 |
1.1173 |
1.1243 |
| PP |
1.1191 |
1.1191 |
1.1191 |
1.1165 |
| S1 |
1.1047 |
1.1047 |
1.1127 |
1.0996 |
| S2 |
1.0944 |
1.0944 |
1.1105 |
|
| S3 |
1.0697 |
1.0800 |
1.1082 |
|
| S4 |
1.0450 |
1.0553 |
1.1014 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1335 |
1.1088 |
0.0247 |
2.2% |
0.0115 |
1.0% |
25% |
False |
False |
231,927 |
| 10 |
1.1718 |
1.1088 |
0.0630 |
5.7% |
0.0172 |
1.5% |
10% |
False |
False |
295,093 |
| 20 |
1.1718 |
1.0930 |
0.0788 |
7.1% |
0.0146 |
1.3% |
28% |
False |
False |
259,241 |
| 40 |
1.1718 |
1.0817 |
0.0901 |
8.1% |
0.0128 |
1.1% |
37% |
False |
False |
230,477 |
| 60 |
1.1718 |
1.0817 |
0.0901 |
8.1% |
0.0130 |
1.2% |
37% |
False |
False |
231,248 |
| 80 |
1.1718 |
1.0817 |
0.0901 |
8.1% |
0.0135 |
1.2% |
37% |
False |
False |
181,856 |
| 100 |
1.1718 |
1.0653 |
0.1065 |
9.6% |
0.0136 |
1.2% |
47% |
False |
False |
145,789 |
| 120 |
1.1718 |
1.0545 |
0.1173 |
10.5% |
0.0138 |
1.2% |
52% |
False |
False |
121,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1668 |
|
2.618 |
1.1488 |
|
1.618 |
1.1378 |
|
1.000 |
1.1310 |
|
0.618 |
1.1268 |
|
HIGH |
1.1200 |
|
0.618 |
1.1158 |
|
0.500 |
1.1145 |
|
0.382 |
1.1132 |
|
LOW |
1.1090 |
|
0.618 |
1.1022 |
|
1.000 |
1.0980 |
|
1.618 |
1.0912 |
|
2.618 |
1.0802 |
|
4.250 |
1.0623 |
|
|
| Fisher Pivots for day following 04-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1148 |
1.1201 |
| PP |
1.1147 |
1.1184 |
| S1 |
1.1145 |
1.1167 |
|