CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 09-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2015 |
09-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1172 |
1.1219 |
0.0047 |
0.4% |
1.1195 |
| High |
1.1247 |
1.1234 |
-0.0013 |
-0.1% |
1.1353 |
| Low |
1.1141 |
1.1150 |
0.0009 |
0.1% |
1.1106 |
| Close |
1.1203 |
1.1214 |
0.0011 |
0.1% |
1.1168 |
| Range |
0.0106 |
0.0084 |
-0.0022 |
-20.8% |
0.0247 |
| ATR |
0.0136 |
0.0133 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
95,169 |
139,151 |
43,982 |
46.2% |
61,525 |
|
| Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1451 |
1.1417 |
1.1260 |
|
| R3 |
1.1367 |
1.1333 |
1.1237 |
|
| R2 |
1.1283 |
1.1283 |
1.1229 |
|
| R1 |
1.1249 |
1.1249 |
1.1222 |
1.1224 |
| PP |
1.1199 |
1.1199 |
1.1199 |
1.1187 |
| S1 |
1.1165 |
1.1165 |
1.1206 |
1.1140 |
| S2 |
1.1115 |
1.1115 |
1.1199 |
|
| S3 |
1.1031 |
1.1081 |
1.1191 |
|
| S4 |
1.0947 |
1.0997 |
1.1168 |
|
|
| 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 |
1.1328 |
1.1106 |
0.0222 |
2.0% |
0.0110 |
1.0% |
49% |
False |
False |
56,012 |
| 10 |
1.1580 |
1.1106 |
0.0474 |
4.2% |
0.0135 |
1.2% |
23% |
False |
False |
31,012 |
| 20 |
1.1730 |
1.1039 |
0.0691 |
6.2% |
0.0141 |
1.3% |
25% |
False |
False |
17,155 |
| 40 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0121 |
1.1% |
42% |
False |
False |
9,157 |
| 60 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0124 |
1.1% |
42% |
False |
False |
6,270 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0126 |
1.1% |
42% |
False |
False |
4,760 |
| 100 |
1.1730 |
1.0711 |
0.1019 |
9.1% |
0.0123 |
1.1% |
49% |
False |
False |
3,829 |
| 120 |
1.1730 |
1.0570 |
0.1160 |
10.3% |
0.0120 |
1.1% |
56% |
False |
False |
3,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1591 |
|
2.618 |
1.1454 |
|
1.618 |
1.1370 |
|
1.000 |
1.1318 |
|
0.618 |
1.1286 |
|
HIGH |
1.1234 |
|
0.618 |
1.1202 |
|
0.500 |
1.1192 |
|
0.382 |
1.1182 |
|
LOW |
1.1150 |
|
0.618 |
1.1098 |
|
1.000 |
1.1066 |
|
1.618 |
1.1014 |
|
2.618 |
1.0930 |
|
4.250 |
1.0793 |
|
|
| Fisher Pivots for day following 09-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1207 |
1.1202 |
| PP |
1.1199 |
1.1190 |
| S1 |
1.1192 |
1.1178 |
|