CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 15-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2015 |
15-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1354 |
1.1333 |
-0.0021 |
-0.2% |
1.1172 |
| High |
1.1391 |
1.1348 |
-0.0043 |
-0.4% |
1.1368 |
| Low |
1.1302 |
1.1276 |
-0.0026 |
-0.2% |
1.1141 |
| Close |
1.1332 |
1.1290 |
-0.0042 |
-0.4% |
1.1353 |
| Range |
0.0089 |
0.0072 |
-0.0017 |
-19.1% |
0.0227 |
| ATR |
0.0127 |
0.0123 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
156,093 |
153,718 |
-2,375 |
-1.5% |
686,566 |
|
| Daily Pivots for day following 15-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1521 |
1.1477 |
1.1330 |
|
| R3 |
1.1449 |
1.1405 |
1.1310 |
|
| R2 |
1.1377 |
1.1377 |
1.1303 |
|
| R1 |
1.1333 |
1.1333 |
1.1297 |
1.1319 |
| PP |
1.1305 |
1.1305 |
1.1305 |
1.1298 |
| S1 |
1.1261 |
1.1261 |
1.1283 |
1.1247 |
| S2 |
1.1233 |
1.1233 |
1.1277 |
|
| S3 |
1.1161 |
1.1189 |
1.1270 |
|
| S4 |
1.1089 |
1.1117 |
1.1250 |
|
|
| 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 |
1.1150 |
0.0241 |
2.1% |
0.0093 |
0.8% |
58% |
False |
False |
180,241 |
| 10 |
1.1391 |
1.1106 |
0.0285 |
2.5% |
0.0106 |
0.9% |
65% |
False |
False |
105,132 |
| 20 |
1.1730 |
1.1039 |
0.0691 |
6.1% |
0.0138 |
1.2% |
36% |
False |
False |
54,995 |
| 40 |
1.1730 |
1.0837 |
0.0893 |
7.9% |
0.0122 |
1.1% |
51% |
False |
False |
28,121 |
| 60 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0123 |
1.1% |
51% |
False |
False |
18,940 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0125 |
1.1% |
51% |
False |
False |
14,277 |
| 100 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0123 |
1.1% |
51% |
False |
False |
11,449 |
| 120 |
1.1730 |
1.0570 |
0.1160 |
10.3% |
0.0119 |
1.1% |
62% |
False |
False |
9,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1654 |
|
2.618 |
1.1536 |
|
1.618 |
1.1464 |
|
1.000 |
1.1420 |
|
0.618 |
1.1392 |
|
HIGH |
1.1348 |
|
0.618 |
1.1320 |
|
0.500 |
1.1312 |
|
0.382 |
1.1304 |
|
LOW |
1.1276 |
|
0.618 |
1.1232 |
|
1.000 |
1.1204 |
|
1.618 |
1.1160 |
|
2.618 |
1.1088 |
|
4.250 |
1.0970 |
|
|
| Fisher Pivots for day following 15-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1312 |
1.1332 |
| PP |
1.1305 |
1.1318 |
| S1 |
1.1297 |
1.1304 |
|