CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 16-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2015 |
16-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1333 |
1.1282 |
-0.0051 |
-0.5% |
1.1172 |
| High |
1.1348 |
1.1339 |
-0.0009 |
-0.1% |
1.1368 |
| Low |
1.1276 |
1.1232 |
-0.0044 |
-0.4% |
1.1141 |
| Close |
1.1290 |
1.1294 |
0.0004 |
0.0% |
1.1353 |
| Range |
0.0072 |
0.0107 |
0.0035 |
48.6% |
0.0227 |
| ATR |
0.0123 |
0.0122 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
153,718 |
178,441 |
24,723 |
16.1% |
686,566 |
|
| Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1609 |
1.1559 |
1.1353 |
|
| R3 |
1.1502 |
1.1452 |
1.1323 |
|
| R2 |
1.1395 |
1.1395 |
1.1314 |
|
| R1 |
1.1345 |
1.1345 |
1.1304 |
1.1370 |
| PP |
1.1288 |
1.1288 |
1.1288 |
1.1301 |
| S1 |
1.1238 |
1.1238 |
1.1284 |
1.1263 |
| S2 |
1.1181 |
1.1181 |
1.1274 |
|
| S3 |
1.1074 |
1.1131 |
1.1265 |
|
| S4 |
1.0967 |
1.1024 |
1.1235 |
|
|
| 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 |
1.1189 |
0.0202 |
1.8% |
0.0098 |
0.9% |
52% |
False |
False |
188,099 |
| 10 |
1.1391 |
1.1106 |
0.0285 |
2.5% |
0.0104 |
0.9% |
66% |
False |
False |
122,055 |
| 20 |
1.1730 |
1.1039 |
0.0691 |
6.1% |
0.0140 |
1.2% |
37% |
False |
False |
63,849 |
| 40 |
1.1730 |
1.0873 |
0.0857 |
7.6% |
0.0121 |
1.1% |
49% |
False |
False |
32,533 |
| 60 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0123 |
1.1% |
51% |
False |
False |
21,907 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0124 |
1.1% |
51% |
False |
False |
16,505 |
| 100 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0124 |
1.1% |
51% |
False |
False |
13,233 |
| 120 |
1.1730 |
1.0570 |
0.1160 |
10.3% |
0.0119 |
1.1% |
62% |
False |
False |
11,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1794 |
|
2.618 |
1.1619 |
|
1.618 |
1.1512 |
|
1.000 |
1.1446 |
|
0.618 |
1.1405 |
|
HIGH |
1.1339 |
|
0.618 |
1.1298 |
|
0.500 |
1.1286 |
|
0.382 |
1.1273 |
|
LOW |
1.1232 |
|
0.618 |
1.1166 |
|
1.000 |
1.1125 |
|
1.618 |
1.1059 |
|
2.618 |
1.0952 |
|
4.250 |
1.0777 |
|
|
| Fisher Pivots for day following 16-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1291 |
1.1312 |
| PP |
1.1288 |
1.1306 |
| S1 |
1.1286 |
1.1300 |
|