CME Euro FX (E) Future December 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 |
1.1295 |
1.1354 |
0.0059 |
0.5% |
1.1172 |
| High |
1.1368 |
1.1391 |
0.0023 |
0.2% |
1.1368 |
| Low |
1.1272 |
1.1302 |
0.0030 |
0.3% |
1.1141 |
| Close |
1.1353 |
1.1332 |
-0.0021 |
-0.2% |
1.1353 |
| Range |
0.0096 |
0.0089 |
-0.0007 |
-7.3% |
0.0227 |
| ATR |
0.0129 |
0.0127 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
240,385 |
156,093 |
-84,292 |
-35.1% |
686,566 |
|
| Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1609 |
1.1559 |
1.1381 |
|
| R3 |
1.1520 |
1.1470 |
1.1356 |
|
| R2 |
1.1431 |
1.1431 |
1.1348 |
|
| R1 |
1.1381 |
1.1381 |
1.1340 |
1.1362 |
| PP |
1.1342 |
1.1342 |
1.1342 |
1.1332 |
| S1 |
1.1292 |
1.1292 |
1.1324 |
1.1273 |
| S2 |
1.1253 |
1.1253 |
1.1316 |
|
| S3 |
1.1164 |
1.1203 |
1.1308 |
|
| S4 |
1.1075 |
1.1114 |
1.1283 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1968 |
1.1888 |
1.1478 |
|
| R3 |
1.1741 |
1.1661 |
1.1415 |
|
| R2 |
1.1514 |
1.1514 |
1.1395 |
|
| R1 |
1.1434 |
1.1434 |
1.1374 |
1.1474 |
| PP |
1.1287 |
1.1287 |
1.1287 |
1.1308 |
| S1 |
1.1207 |
1.1207 |
1.1332 |
1.1247 |
| S2 |
1.1060 |
1.1060 |
1.1311 |
|
| S3 |
1.0833 |
1.0980 |
1.1291 |
|
| S4 |
1.0606 |
1.0753 |
1.1228 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1391 |
1.1141 |
0.0250 |
2.2% |
0.0100 |
0.9% |
76% |
True |
False |
168,531 |
| 10 |
1.1391 |
1.1106 |
0.0285 |
2.5% |
0.0107 |
0.9% |
79% |
True |
False |
90,418 |
| 20 |
1.1730 |
1.1039 |
0.0691 |
6.1% |
0.0138 |
1.2% |
42% |
False |
False |
47,341 |
| 40 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0121 |
1.1% |
56% |
False |
False |
24,321 |
| 60 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0123 |
1.1% |
56% |
False |
False |
16,390 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0125 |
1.1% |
56% |
False |
False |
12,357 |
| 100 |
1.1730 |
1.0711 |
0.1019 |
9.0% |
0.0124 |
1.1% |
61% |
False |
False |
9,912 |
| 120 |
1.1730 |
1.0570 |
0.1160 |
10.2% |
0.0120 |
1.1% |
66% |
False |
False |
8,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1769 |
|
2.618 |
1.1624 |
|
1.618 |
1.1535 |
|
1.000 |
1.1480 |
|
0.618 |
1.1446 |
|
HIGH |
1.1391 |
|
0.618 |
1.1357 |
|
0.500 |
1.1347 |
|
0.382 |
1.1336 |
|
LOW |
1.1302 |
|
0.618 |
1.1247 |
|
1.000 |
1.1213 |
|
1.618 |
1.1158 |
|
2.618 |
1.1069 |
|
4.250 |
1.0924 |
|
|
| Fisher Pivots for day following 14-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1347 |
1.1318 |
| PP |
1.1342 |
1.1304 |
| S1 |
1.1337 |
1.1290 |
|