CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 14-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2015 |
14-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1278 |
1.1338 |
0.0060 |
0.5% |
1.1160 |
| High |
1.1350 |
1.1373 |
0.0023 |
0.2% |
1.1350 |
| Low |
1.1254 |
1.1296 |
0.0042 |
0.4% |
1.1122 |
| Close |
1.1336 |
1.1296 |
-0.0040 |
-0.4% |
1.1336 |
| Range |
0.0096 |
0.0077 |
-0.0019 |
-19.8% |
0.0228 |
| ATR |
0.0132 |
0.0128 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
97,604 |
9,431 |
-88,173 |
-90.3% |
1,043,198 |
|
| Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1553 |
1.1501 |
1.1338 |
|
| R3 |
1.1476 |
1.1424 |
1.1317 |
|
| R2 |
1.1399 |
1.1399 |
1.1310 |
|
| R1 |
1.1347 |
1.1347 |
1.1303 |
1.1335 |
| PP |
1.1322 |
1.1322 |
1.1322 |
1.1315 |
| S1 |
1.1270 |
1.1270 |
1.1289 |
1.1258 |
| S2 |
1.1245 |
1.1245 |
1.1282 |
|
| S3 |
1.1168 |
1.1193 |
1.1275 |
|
| S4 |
1.1091 |
1.1116 |
1.1254 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1953 |
1.1873 |
1.1461 |
|
| R3 |
1.1725 |
1.1645 |
1.1399 |
|
| R2 |
1.1497 |
1.1497 |
1.1378 |
|
| R1 |
1.1417 |
1.1417 |
1.1357 |
1.1457 |
| PP |
1.1269 |
1.1269 |
1.1269 |
1.1290 |
| S1 |
1.1189 |
1.1189 |
1.1315 |
1.1229 |
| S2 |
1.1041 |
1.1041 |
1.1294 |
|
| S3 |
1.0813 |
1.0961 |
1.1273 |
|
| S4 |
1.0585 |
1.0733 |
1.1211 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1373 |
1.1122 |
0.0251 |
2.2% |
0.0098 |
0.9% |
69% |
True |
False |
210,525 |
| 10 |
1.1373 |
1.1088 |
0.0285 |
2.5% |
0.0107 |
0.9% |
73% |
True |
False |
221,226 |
| 20 |
1.1718 |
1.1020 |
0.0698 |
6.2% |
0.0139 |
1.2% |
40% |
False |
False |
256,576 |
| 40 |
1.1718 |
1.0817 |
0.0901 |
8.0% |
0.0125 |
1.1% |
53% |
False |
False |
231,492 |
| 60 |
1.1718 |
1.0817 |
0.0901 |
8.0% |
0.0128 |
1.1% |
53% |
False |
False |
228,248 |
| 80 |
1.1718 |
1.0817 |
0.0901 |
8.0% |
0.0133 |
1.2% |
53% |
False |
False |
194,847 |
| 100 |
1.1718 |
1.0690 |
0.1028 |
9.1% |
0.0135 |
1.2% |
59% |
False |
False |
156,280 |
| 120 |
1.1718 |
1.0545 |
0.1173 |
10.4% |
0.0134 |
1.2% |
64% |
False |
False |
130,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1700 |
|
2.618 |
1.1575 |
|
1.618 |
1.1498 |
|
1.000 |
1.1450 |
|
0.618 |
1.1421 |
|
HIGH |
1.1373 |
|
0.618 |
1.1344 |
|
0.500 |
1.1335 |
|
0.382 |
1.1325 |
|
LOW |
1.1296 |
|
0.618 |
1.1248 |
|
1.000 |
1.1219 |
|
1.618 |
1.1171 |
|
2.618 |
1.1094 |
|
4.250 |
1.0969 |
|
|
| Fisher Pivots for day following 14-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1335 |
1.1288 |
| PP |
1.1322 |
1.1280 |
| S1 |
1.1309 |
1.1273 |
|