CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 04-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2015 |
04-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1002 |
1.0975 |
-0.0027 |
-0.2% |
1.0994 |
| High |
1.1014 |
1.1009 |
-0.0005 |
0.0% |
1.1151 |
| Low |
1.0968 |
1.0904 |
-0.0064 |
-0.6% |
1.0917 |
| Close |
1.0971 |
1.0914 |
-0.0057 |
-0.5% |
1.0988 |
| Range |
0.0046 |
0.0105 |
0.0059 |
128.3% |
0.0234 |
| ATR |
0.0117 |
0.0116 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
1,425 |
549 |
-876 |
-61.5% |
3,195 |
|
| Daily Pivots for day following 04-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1257 |
1.1191 |
1.0972 |
|
| R3 |
1.1152 |
1.1086 |
1.0943 |
|
| R2 |
1.1047 |
1.1047 |
1.0933 |
|
| R1 |
1.0981 |
1.0981 |
1.0924 |
1.0962 |
| PP |
1.0942 |
1.0942 |
1.0942 |
1.0933 |
| S1 |
1.0876 |
1.0876 |
1.0904 |
1.0857 |
| S2 |
1.0837 |
1.0837 |
1.0895 |
|
| S3 |
1.0732 |
1.0771 |
1.0885 |
|
| S4 |
1.0627 |
1.0666 |
1.0856 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1721 |
1.1588 |
1.1117 |
|
| R3 |
1.1487 |
1.1354 |
1.1052 |
|
| R2 |
1.1253 |
1.1253 |
1.1031 |
|
| R1 |
1.1120 |
1.1120 |
1.1009 |
1.1070 |
| PP |
1.1019 |
1.1019 |
1.1019 |
1.0993 |
| S1 |
1.0886 |
1.0886 |
1.0967 |
1.0836 |
| S2 |
1.0785 |
1.0785 |
1.0945 |
|
| S3 |
1.0551 |
1.0652 |
1.0924 |
|
| S4 |
1.0317 |
1.0418 |
1.0859 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1136 |
1.0904 |
0.0232 |
2.1% |
0.0109 |
1.0% |
4% |
False |
True |
722 |
| 10 |
1.1151 |
1.0898 |
0.0253 |
2.3% |
0.0103 |
0.9% |
6% |
False |
False |
1,034 |
| 20 |
1.1236 |
1.0834 |
0.0402 |
3.7% |
0.0111 |
1.0% |
20% |
False |
False |
920 |
| 40 |
1.1462 |
1.0834 |
0.0628 |
5.8% |
0.0117 |
1.1% |
13% |
False |
False |
671 |
| 60 |
1.1501 |
1.0834 |
0.0667 |
6.1% |
0.0122 |
1.1% |
12% |
False |
False |
516 |
| 80 |
1.1501 |
1.0570 |
0.0931 |
8.5% |
0.0120 |
1.1% |
37% |
False |
False |
409 |
| 100 |
1.1501 |
1.0553 |
0.0948 |
8.7% |
0.0121 |
1.1% |
38% |
False |
False |
334 |
| 120 |
1.1501 |
1.0520 |
0.0981 |
9.0% |
0.0112 |
1.0% |
40% |
False |
False |
282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1455 |
|
2.618 |
1.1284 |
|
1.618 |
1.1179 |
|
1.000 |
1.1114 |
|
0.618 |
1.1074 |
|
HIGH |
1.1009 |
|
0.618 |
1.0969 |
|
0.500 |
1.0957 |
|
0.382 |
1.0944 |
|
LOW |
1.0904 |
|
0.618 |
1.0839 |
|
1.000 |
1.0799 |
|
1.618 |
1.0734 |
|
2.618 |
1.0629 |
|
4.250 |
1.0458 |
|
|
| Fisher Pivots for day following 04-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0957 |
1.1020 |
| PP |
1.0942 |
1.0985 |
| S1 |
1.0928 |
1.0949 |
|