CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 08-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2015 |
08-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1138 |
1.1172 |
0.0034 |
0.3% |
1.1195 |
| High |
1.1220 |
1.1247 |
0.0027 |
0.2% |
1.1353 |
| Low |
1.1108 |
1.1141 |
0.0033 |
0.3% |
1.1106 |
| Close |
1.1168 |
1.1203 |
0.0035 |
0.3% |
1.1168 |
| Range |
0.0112 |
0.0106 |
-0.0006 |
-5.4% |
0.0247 |
| ATR |
0.0139 |
0.0136 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
21,356 |
95,169 |
73,813 |
345.6% |
61,525 |
|
| Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1515 |
1.1465 |
1.1261 |
|
| R3 |
1.1409 |
1.1359 |
1.1232 |
|
| R2 |
1.1303 |
1.1303 |
1.1222 |
|
| R1 |
1.1253 |
1.1253 |
1.1213 |
1.1278 |
| PP |
1.1197 |
1.1197 |
1.1197 |
1.1210 |
| S1 |
1.1147 |
1.1147 |
1.1193 |
1.1172 |
| S2 |
1.1091 |
1.1091 |
1.1184 |
|
| S3 |
1.0985 |
1.1041 |
1.1174 |
|
| S4 |
1.0879 |
1.0935 |
1.1145 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1950 |
1.1806 |
1.1304 |
|
| R3 |
1.1703 |
1.1559 |
1.1236 |
|
| R2 |
1.1456 |
1.1456 |
1.1213 |
|
| R1 |
1.1312 |
1.1312 |
1.1191 |
1.1261 |
| PP |
1.1209 |
1.1209 |
1.1209 |
1.1183 |
| S1 |
1.1065 |
1.1065 |
1.1145 |
1.1014 |
| S2 |
1.0962 |
1.0962 |
1.1123 |
|
| S3 |
1.0715 |
1.0818 |
1.1100 |
|
| S4 |
1.0468 |
1.0571 |
1.1032 |
|
|
| 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% |
0.0118 |
1.1% |
39% |
False |
False |
30,022 |
| 10 |
1.1623 |
1.1106 |
0.0517 |
4.6% |
0.0147 |
1.3% |
19% |
False |
False |
18,617 |
| 20 |
1.1730 |
1.0983 |
0.0747 |
6.7% |
0.0143 |
1.3% |
29% |
False |
False |
10,246 |
| 40 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0121 |
1.1% |
41% |
False |
False |
5,690 |
| 60 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0124 |
1.1% |
41% |
False |
False |
3,955 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0127 |
1.1% |
41% |
False |
False |
3,023 |
| 100 |
1.1730 |
1.0711 |
0.1019 |
9.1% |
0.0123 |
1.1% |
48% |
False |
False |
2,439 |
| 120 |
1.1730 |
1.0570 |
0.1160 |
10.4% |
0.0121 |
1.1% |
55% |
False |
False |
2,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1698 |
|
2.618 |
1.1525 |
|
1.618 |
1.1419 |
|
1.000 |
1.1353 |
|
0.618 |
1.1313 |
|
HIGH |
1.1247 |
|
0.618 |
1.1207 |
|
0.500 |
1.1194 |
|
0.382 |
1.1181 |
|
LOW |
1.1141 |
|
0.618 |
1.1075 |
|
1.000 |
1.1035 |
|
1.618 |
1.0969 |
|
2.618 |
1.0863 |
|
4.250 |
1.0691 |
|
|
| Fisher Pivots for day following 08-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1200 |
1.1197 |
| PP |
1.1197 |
1.1190 |
| S1 |
1.1194 |
1.1184 |
|