CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 03-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2015 |
03-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1328 |
1.1240 |
-0.0088 |
-0.8% |
1.1390 |
| High |
1.1328 |
1.1262 |
-0.0066 |
-0.6% |
1.1730 |
| Low |
1.1236 |
1.1106 |
-0.0130 |
-1.2% |
1.1175 |
| Close |
1.1258 |
1.1135 |
-0.0123 |
-1.1% |
1.1202 |
| Range |
0.0092 |
0.0156 |
0.0064 |
69.6% |
0.0555 |
| ATR |
0.0140 |
0.0141 |
0.0001 |
0.8% |
0.0000 |
| Volume |
8,501 |
15,883 |
7,382 |
86.8% |
34,378 |
|
| Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1636 |
1.1541 |
1.1221 |
|
| R3 |
1.1480 |
1.1385 |
1.1178 |
|
| R2 |
1.1324 |
1.1324 |
1.1164 |
|
| R1 |
1.1229 |
1.1229 |
1.1149 |
1.1199 |
| PP |
1.1168 |
1.1168 |
1.1168 |
1.1152 |
| S1 |
1.1073 |
1.1073 |
1.1121 |
1.1043 |
| S2 |
1.1012 |
1.1012 |
1.1106 |
|
| S3 |
1.0856 |
1.0917 |
1.1092 |
|
| S4 |
1.0700 |
1.0761 |
1.1049 |
|
|
| 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 |
1.1353 |
1.1106 |
0.0247 |
2.2% |
0.0123 |
1.1% |
12% |
False |
True |
8,933 |
| 10 |
1.1730 |
1.1106 |
0.0624 |
5.6% |
0.0175 |
1.6% |
5% |
False |
True |
7,724 |
| 20 |
1.1730 |
1.0878 |
0.0852 |
7.7% |
0.0143 |
1.3% |
30% |
False |
False |
4,502 |
| 40 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0125 |
1.1% |
34% |
False |
False |
2,805 |
| 60 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0124 |
1.1% |
34% |
False |
False |
2,021 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0127 |
1.1% |
34% |
False |
False |
1,570 |
| 100 |
1.1730 |
1.0618 |
0.1112 |
10.0% |
0.0124 |
1.1% |
46% |
False |
False |
1,275 |
| 120 |
1.1730 |
1.0570 |
0.1160 |
10.4% |
0.0124 |
1.1% |
49% |
False |
False |
1,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1925 |
|
2.618 |
1.1670 |
|
1.618 |
1.1514 |
|
1.000 |
1.1418 |
|
0.618 |
1.1358 |
|
HIGH |
1.1262 |
|
0.618 |
1.1202 |
|
0.500 |
1.1184 |
|
0.382 |
1.1166 |
|
LOW |
1.1106 |
|
0.618 |
1.1010 |
|
1.000 |
1.0950 |
|
1.618 |
1.0854 |
|
2.618 |
1.0698 |
|
4.250 |
1.0443 |
|
|
| Fisher Pivots for day following 03-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1184 |
1.1230 |
| PP |
1.1168 |
1.1198 |
| S1 |
1.1151 |
1.1167 |
|