CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 25-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2015 |
25-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1390 |
1.1621 |
0.0231 |
2.0% |
1.1130 |
| High |
1.1730 |
1.1623 |
-0.0107 |
-0.9% |
1.1408 |
| Low |
1.1390 |
1.1416 |
0.0026 |
0.2% |
1.1039 |
| Close |
1.1620 |
1.1445 |
-0.0175 |
-1.5% |
1.1374 |
| Range |
0.0340 |
0.0207 |
-0.0133 |
-39.1% |
0.0369 |
| ATR |
0.0133 |
0.0139 |
0.0005 |
4.0% |
0.0000 |
| Volume |
4,900 |
15,196 |
10,296 |
210.1% |
8,268 |
|
| Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2116 |
1.1987 |
1.1559 |
|
| R3 |
1.1909 |
1.1780 |
1.1502 |
|
| R2 |
1.1702 |
1.1702 |
1.1483 |
|
| R1 |
1.1573 |
1.1573 |
1.1464 |
1.1534 |
| PP |
1.1495 |
1.1495 |
1.1495 |
1.1475 |
| S1 |
1.1366 |
1.1366 |
1.1426 |
1.1327 |
| S2 |
1.1288 |
1.1288 |
1.1407 |
|
| S3 |
1.1081 |
1.1159 |
1.1388 |
|
| S4 |
1.0874 |
1.0952 |
1.1331 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2381 |
1.2246 |
1.1577 |
|
| R3 |
1.2012 |
1.1877 |
1.1475 |
|
| R2 |
1.1643 |
1.1643 |
1.1442 |
|
| R1 |
1.1508 |
1.1508 |
1.1408 |
1.1576 |
| PP |
1.1274 |
1.1274 |
1.1274 |
1.1307 |
| S1 |
1.1139 |
1.1139 |
1.1340 |
1.1207 |
| S2 |
1.0905 |
1.0905 |
1.1306 |
|
| S3 |
1.0536 |
1.0770 |
1.1273 |
|
| S4 |
1.0167 |
1.0401 |
1.1171 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1730 |
1.1039 |
0.0691 |
6.0% |
0.0192 |
1.7% |
59% |
False |
False |
5,274 |
| 10 |
1.1730 |
1.1039 |
0.0691 |
6.0% |
0.0147 |
1.3% |
59% |
False |
False |
3,298 |
| 20 |
1.1730 |
1.0873 |
0.0857 |
7.5% |
0.0126 |
1.1% |
67% |
False |
False |
2,198 |
| 40 |
1.1730 |
1.0834 |
0.0896 |
7.8% |
0.0120 |
1.0% |
68% |
False |
False |
1,542 |
| 60 |
1.1730 |
1.0834 |
0.0896 |
7.8% |
0.0128 |
1.1% |
68% |
False |
False |
1,150 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
7.8% |
0.0123 |
1.1% |
68% |
False |
False |
901 |
| 100 |
1.1730 |
1.0570 |
0.1160 |
10.1% |
0.0121 |
1.1% |
75% |
False |
False |
732 |
| 120 |
1.1730 |
1.0520 |
0.1210 |
10.6% |
0.0122 |
1.1% |
76% |
False |
False |
617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2503 |
|
2.618 |
1.2165 |
|
1.618 |
1.1958 |
|
1.000 |
1.1830 |
|
0.618 |
1.1751 |
|
HIGH |
1.1623 |
|
0.618 |
1.1544 |
|
0.500 |
1.1520 |
|
0.382 |
1.1495 |
|
LOW |
1.1416 |
|
0.618 |
1.1288 |
|
1.000 |
1.1209 |
|
1.618 |
1.1081 |
|
2.618 |
1.0874 |
|
4.250 |
1.0536 |
|
|
| Fisher Pivots for day following 25-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1520 |
1.1490 |
| PP |
1.1495 |
1.1475 |
| S1 |
1.1470 |
1.1460 |
|