CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 21-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2015 |
21-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1433 |
1.1304 |
-0.0129 |
-1.1% |
1.1354 |
| High |
1.1476 |
1.1347 |
-0.0129 |
-1.1% |
1.1476 |
| Low |
1.1285 |
1.1197 |
-0.0088 |
-0.8% |
1.1232 |
| Close |
1.1368 |
1.1206 |
-0.0162 |
-1.4% |
1.1368 |
| Range |
0.0191 |
0.0150 |
-0.0041 |
-21.5% |
0.0244 |
| ATR |
0.0129 |
0.0132 |
0.0003 |
2.3% |
0.0000 |
| Volume |
233,620 |
200,427 |
-33,193 |
-14.2% |
994,961 |
|
| Daily Pivots for day following 21-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1700 |
1.1603 |
1.1289 |
|
| R3 |
1.1550 |
1.1453 |
1.1247 |
|
| R2 |
1.1400 |
1.1400 |
1.1234 |
|
| R1 |
1.1303 |
1.1303 |
1.1220 |
1.1277 |
| PP |
1.1250 |
1.1250 |
1.1250 |
1.1237 |
| S1 |
1.1153 |
1.1153 |
1.1192 |
1.1127 |
| S2 |
1.1100 |
1.1100 |
1.1179 |
|
| S3 |
1.0950 |
1.1003 |
1.1165 |
|
| S4 |
1.0800 |
1.0853 |
1.1124 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2091 |
1.1973 |
1.1502 |
|
| R3 |
1.1847 |
1.1729 |
1.1435 |
|
| R2 |
1.1603 |
1.1603 |
1.1413 |
|
| R1 |
1.1485 |
1.1485 |
1.1390 |
1.1544 |
| PP |
1.1359 |
1.1359 |
1.1359 |
1.1388 |
| S1 |
1.1241 |
1.1241 |
1.1346 |
1.1300 |
| S2 |
1.1115 |
1.1115 |
1.1323 |
|
| S3 |
1.0871 |
1.0997 |
1.1301 |
|
| S4 |
1.0627 |
1.0753 |
1.1234 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1476 |
1.1197 |
0.0279 |
2.5% |
0.0135 |
1.2% |
3% |
False |
True |
207,859 |
| 10 |
1.1476 |
1.1141 |
0.0335 |
3.0% |
0.0117 |
1.0% |
19% |
False |
False |
188,195 |
| 20 |
1.1730 |
1.1106 |
0.0624 |
5.6% |
0.0144 |
1.3% |
16% |
False |
False |
98,892 |
| 40 |
1.1730 |
1.0873 |
0.0857 |
7.6% |
0.0127 |
1.1% |
39% |
False |
False |
50,082 |
| 60 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0125 |
1.1% |
42% |
False |
False |
33,671 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0127 |
1.1% |
42% |
False |
False |
25,338 |
| 100 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0125 |
1.1% |
42% |
False |
False |
20,301 |
| 120 |
1.1730 |
1.0570 |
0.1160 |
10.4% |
0.0122 |
1.1% |
55% |
False |
False |
16,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1985 |
|
2.618 |
1.1740 |
|
1.618 |
1.1590 |
|
1.000 |
1.1497 |
|
0.618 |
1.1440 |
|
HIGH |
1.1347 |
|
0.618 |
1.1290 |
|
0.500 |
1.1272 |
|
0.382 |
1.1254 |
|
LOW |
1.1197 |
|
0.618 |
1.1104 |
|
1.000 |
1.1047 |
|
1.618 |
1.0954 |
|
2.618 |
1.0804 |
|
4.250 |
1.0560 |
|
|
| Fisher Pivots for day following 21-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1272 |
1.1337 |
| PP |
1.1250 |
1.1293 |
| S1 |
1.1228 |
1.1250 |
|