CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 18-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2015 |
18-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1130 |
1.1098 |
-0.0032 |
-0.3% |
1.0985 |
| High |
1.1145 |
1.1112 |
-0.0033 |
-0.3% |
1.1234 |
| Low |
1.1080 |
1.1039 |
-0.0041 |
-0.4% |
1.0956 |
| Close |
1.1102 |
1.1040 |
-0.0062 |
-0.6% |
1.1141 |
| Range |
0.0065 |
0.0073 |
0.0008 |
12.3% |
0.0278 |
| ATR |
0.0111 |
0.0108 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
641 |
1,353 |
712 |
111.1% |
6,771 |
|
| Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1283 |
1.1234 |
1.1080 |
|
| R3 |
1.1210 |
1.1161 |
1.1060 |
|
| R2 |
1.1137 |
1.1137 |
1.1053 |
|
| R1 |
1.1088 |
1.1088 |
1.1047 |
1.1076 |
| PP |
1.1064 |
1.1064 |
1.1064 |
1.1058 |
| S1 |
1.1015 |
1.1015 |
1.1033 |
1.1003 |
| S2 |
1.0991 |
1.0991 |
1.1027 |
|
| S3 |
1.0918 |
1.0942 |
1.1020 |
|
| S4 |
1.0845 |
1.0869 |
1.1000 |
|
|
| 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 |
1.1039 |
0.0195 |
1.8% |
0.0102 |
0.9% |
1% |
False |
True |
1,322 |
| 10 |
1.1234 |
1.0873 |
0.0361 |
3.3% |
0.0101 |
0.9% |
46% |
False |
False |
1,399 |
| 20 |
1.1234 |
1.0873 |
0.0361 |
3.3% |
0.0102 |
0.9% |
46% |
False |
False |
1,217 |
| 40 |
1.1372 |
1.0834 |
0.0538 |
4.9% |
0.0114 |
1.0% |
38% |
False |
False |
936 |
| 60 |
1.1462 |
1.0834 |
0.0628 |
5.7% |
0.0119 |
1.1% |
33% |
False |
False |
724 |
| 80 |
1.1501 |
1.0834 |
0.0667 |
6.0% |
0.0120 |
1.1% |
31% |
False |
False |
579 |
| 100 |
1.1501 |
1.0570 |
0.0931 |
8.4% |
0.0115 |
1.0% |
50% |
False |
False |
470 |
| 120 |
1.1501 |
1.0520 |
0.0981 |
8.9% |
0.0118 |
1.1% |
53% |
False |
False |
397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1422 |
|
2.618 |
1.1303 |
|
1.618 |
1.1230 |
|
1.000 |
1.1185 |
|
0.618 |
1.1157 |
|
HIGH |
1.1112 |
|
0.618 |
1.1084 |
|
0.500 |
1.1076 |
|
0.382 |
1.1067 |
|
LOW |
1.1039 |
|
0.618 |
1.0994 |
|
1.000 |
1.0966 |
|
1.618 |
1.0921 |
|
2.618 |
1.0848 |
|
4.250 |
1.0729 |
|
|
| Fisher Pivots for day following 18-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1076 |
1.1125 |
| PP |
1.1064 |
1.1096 |
| S1 |
1.1052 |
1.1068 |
|