CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 26-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2015 |
26-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1621 |
1.1546 |
-0.0075 |
-0.6% |
1.1130 |
| High |
1.1623 |
1.1580 |
-0.0043 |
-0.4% |
1.1408 |
| Low |
1.1416 |
1.1312 |
-0.0104 |
-0.9% |
1.1039 |
| Close |
1.1445 |
1.1368 |
-0.0077 |
-0.7% |
1.1374 |
| Range |
0.0207 |
0.0268 |
0.0061 |
29.5% |
0.0369 |
| ATR |
0.0139 |
0.0148 |
0.0009 |
6.7% |
0.0000 |
| Volume |
15,196 |
4,736 |
-10,460 |
-68.8% |
8,268 |
|
| Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2224 |
1.2064 |
1.1515 |
|
| R3 |
1.1956 |
1.1796 |
1.1442 |
|
| R2 |
1.1688 |
1.1688 |
1.1417 |
|
| R1 |
1.1528 |
1.1528 |
1.1393 |
1.1474 |
| PP |
1.1420 |
1.1420 |
1.1420 |
1.1393 |
| S1 |
1.1260 |
1.1260 |
1.1343 |
1.1206 |
| S2 |
1.1152 |
1.1152 |
1.1319 |
|
| S3 |
1.0884 |
1.0992 |
1.1294 |
|
| S4 |
1.0616 |
1.0724 |
1.1221 |
|
|
| 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 |
1.1126 |
0.0604 |
5.3% |
0.0222 |
2.0% |
40% |
False |
False |
5,963 |
| 10 |
1.1730 |
1.1039 |
0.0691 |
6.1% |
0.0156 |
1.4% |
48% |
False |
False |
3,631 |
| 20 |
1.1730 |
1.0873 |
0.0857 |
7.5% |
0.0133 |
1.2% |
58% |
False |
False |
2,422 |
| 40 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0123 |
1.1% |
60% |
False |
False |
1,635 |
| 60 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0128 |
1.1% |
60% |
False |
False |
1,226 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0126 |
1.1% |
60% |
False |
False |
959 |
| 100 |
1.1730 |
1.0570 |
0.1160 |
10.2% |
0.0123 |
1.1% |
69% |
False |
False |
779 |
| 120 |
1.1730 |
1.0520 |
0.1210 |
10.6% |
0.0124 |
1.1% |
70% |
False |
False |
655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2719 |
|
2.618 |
1.2282 |
|
1.618 |
1.2014 |
|
1.000 |
1.1848 |
|
0.618 |
1.1746 |
|
HIGH |
1.1580 |
|
0.618 |
1.1478 |
|
0.500 |
1.1446 |
|
0.382 |
1.1414 |
|
LOW |
1.1312 |
|
0.618 |
1.1146 |
|
1.000 |
1.1044 |
|
1.618 |
1.0878 |
|
2.618 |
1.0610 |
|
4.250 |
1.0173 |
|
|
| Fisher Pivots for day following 26-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1446 |
1.1521 |
| PP |
1.1420 |
1.1470 |
| S1 |
1.1394 |
1.1419 |
|