CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 02-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2015 |
02-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1233 |
1.1328 |
0.0095 |
0.8% |
1.1390 |
| High |
1.1353 |
1.1328 |
-0.0025 |
-0.2% |
1.1730 |
| Low |
1.1229 |
1.1236 |
0.0007 |
0.1% |
1.1175 |
| Close |
1.1313 |
1.1258 |
-0.0055 |
-0.5% |
1.1202 |
| Range |
0.0124 |
0.0092 |
-0.0032 |
-25.8% |
0.0555 |
| ATR |
0.0143 |
0.0140 |
-0.0004 |
-2.6% |
0.0000 |
| Volume |
9,203 |
8,501 |
-702 |
-7.6% |
34,378 |
|
| Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1550 |
1.1496 |
1.1309 |
|
| R3 |
1.1458 |
1.1404 |
1.1283 |
|
| R2 |
1.1366 |
1.1366 |
1.1275 |
|
| R1 |
1.1312 |
1.1312 |
1.1266 |
1.1293 |
| PP |
1.1274 |
1.1274 |
1.1274 |
1.1265 |
| S1 |
1.1220 |
1.1220 |
1.1250 |
1.1201 |
| S2 |
1.1182 |
1.1182 |
1.1241 |
|
| S3 |
1.1090 |
1.1128 |
1.1233 |
|
| S4 |
1.0998 |
1.1036 |
1.1207 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3034 |
1.2673 |
1.1507 |
|
| R3 |
1.2479 |
1.2118 |
1.1355 |
|
| R2 |
1.1924 |
1.1924 |
1.1304 |
|
| R1 |
1.1563 |
1.1563 |
1.1253 |
1.1466 |
| PP |
1.1369 |
1.1369 |
1.1369 |
1.1321 |
| S1 |
1.1008 |
1.1008 |
1.1151 |
1.0911 |
| S2 |
1.0814 |
1.0814 |
1.1100 |
|
| S3 |
1.0259 |
1.0453 |
1.1049 |
|
| S4 |
0.9704 |
0.9898 |
1.0897 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1383 |
1.1175 |
0.0208 |
1.8% |
0.0124 |
1.1% |
40% |
False |
False |
6,766 |
| 10 |
1.1730 |
1.1126 |
0.0604 |
5.4% |
0.0173 |
1.5% |
22% |
False |
False |
6,364 |
| 20 |
1.1730 |
1.0878 |
0.0852 |
7.6% |
0.0138 |
1.2% |
45% |
False |
False |
3,901 |
| 40 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0124 |
1.1% |
47% |
False |
False |
2,424 |
| 60 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0124 |
1.1% |
47% |
False |
False |
1,758 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0127 |
1.1% |
47% |
False |
False |
1,372 |
| 100 |
1.1730 |
1.0580 |
0.1150 |
10.2% |
0.0124 |
1.1% |
59% |
False |
False |
1,116 |
| 120 |
1.1730 |
1.0570 |
0.1160 |
10.3% |
0.0124 |
1.1% |
59% |
False |
False |
936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1719 |
|
2.618 |
1.1569 |
|
1.618 |
1.1477 |
|
1.000 |
1.1420 |
|
0.618 |
1.1385 |
|
HIGH |
1.1328 |
|
0.618 |
1.1293 |
|
0.500 |
1.1282 |
|
0.382 |
1.1271 |
|
LOW |
1.1236 |
|
0.618 |
1.1179 |
|
1.000 |
1.1144 |
|
1.618 |
1.1087 |
|
2.618 |
1.0995 |
|
4.250 |
1.0845 |
|
|
| Fisher Pivots for day following 02-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1282 |
1.1273 |
| PP |
1.1274 |
1.1268 |
| S1 |
1.1266 |
1.1263 |
|