CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 17-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2015 |
17-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1174 |
1.1130 |
-0.0044 |
-0.4% |
1.0985 |
| High |
1.1210 |
1.1145 |
-0.0065 |
-0.6% |
1.1234 |
| Low |
1.1119 |
1.1080 |
-0.0039 |
-0.4% |
1.0956 |
| Close |
1.1141 |
1.1102 |
-0.0039 |
-0.4% |
1.1141 |
| Range |
0.0091 |
0.0065 |
-0.0026 |
-28.6% |
0.0278 |
| ATR |
0.0114 |
0.0111 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
1,067 |
641 |
-426 |
-39.9% |
6,771 |
|
| Daily Pivots for day following 17-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1304 |
1.1268 |
1.1138 |
|
| R3 |
1.1239 |
1.1203 |
1.1120 |
|
| R2 |
1.1174 |
1.1174 |
1.1114 |
|
| R1 |
1.1138 |
1.1138 |
1.1108 |
1.1124 |
| PP |
1.1109 |
1.1109 |
1.1109 |
1.1102 |
| S1 |
1.1073 |
1.1073 |
1.1096 |
1.1059 |
| S2 |
1.1044 |
1.1044 |
1.1090 |
|
| S3 |
1.0979 |
1.1008 |
1.1084 |
|
| S4 |
1.0914 |
1.0943 |
1.1066 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1944 |
1.1821 |
1.1294 |
|
| R3 |
1.1666 |
1.1543 |
1.1217 |
|
| R2 |
1.1388 |
1.1388 |
1.1192 |
|
| R1 |
1.1265 |
1.1265 |
1.1166 |
1.1327 |
| PP |
1.1110 |
1.1110 |
1.1110 |
1.1141 |
| S1 |
1.0987 |
1.0987 |
1.1116 |
1.1049 |
| S2 |
1.0832 |
1.0832 |
1.1090 |
|
| S3 |
1.0554 |
1.0709 |
1.1065 |
|
| S4 |
1.0276 |
1.0431 |
1.0988 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1234 |
1.0983 |
0.0251 |
2.3% |
0.0112 |
1.0% |
47% |
False |
False |
1,244 |
| 10 |
1.1234 |
1.0873 |
0.0361 |
3.3% |
0.0104 |
0.9% |
63% |
False |
False |
1,319 |
| 20 |
1.1234 |
1.0837 |
0.0397 |
3.6% |
0.0106 |
1.0% |
67% |
False |
False |
1,247 |
| 40 |
1.1440 |
1.0834 |
0.0606 |
5.5% |
0.0115 |
1.0% |
44% |
False |
False |
912 |
| 60 |
1.1462 |
1.0834 |
0.0628 |
5.7% |
0.0121 |
1.1% |
43% |
False |
False |
704 |
| 80 |
1.1501 |
1.0834 |
0.0667 |
6.0% |
0.0120 |
1.1% |
40% |
False |
False |
563 |
| 100 |
1.1501 |
1.0570 |
0.0931 |
8.4% |
0.0115 |
1.0% |
57% |
False |
False |
457 |
| 120 |
1.1501 |
1.0520 |
0.0981 |
8.8% |
0.0117 |
1.1% |
59% |
False |
False |
386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1421 |
|
2.618 |
1.1315 |
|
1.618 |
1.1250 |
|
1.000 |
1.1210 |
|
0.618 |
1.1185 |
|
HIGH |
1.1145 |
|
0.618 |
1.1120 |
|
0.500 |
1.1113 |
|
0.382 |
1.1105 |
|
LOW |
1.1080 |
|
0.618 |
1.1040 |
|
1.000 |
1.1015 |
|
1.618 |
1.0975 |
|
2.618 |
1.0910 |
|
4.250 |
1.0804 |
|
|
| Fisher Pivots for day following 17-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1113 |
1.1145 |
| PP |
1.1109 |
1.1131 |
| S1 |
1.1106 |
1.1116 |
|