CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 22-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2015 |
22-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1304 |
1.1205 |
-0.0099 |
-0.9% |
1.1354 |
| High |
1.1347 |
1.1223 |
-0.0124 |
-1.1% |
1.1476 |
| Low |
1.1197 |
1.1128 |
-0.0069 |
-0.6% |
1.1232 |
| Close |
1.1206 |
1.1147 |
-0.0059 |
-0.5% |
1.1368 |
| Range |
0.0150 |
0.0095 |
-0.0055 |
-36.7% |
0.0244 |
| ATR |
0.0132 |
0.0130 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
200,427 |
198,403 |
-2,024 |
-1.0% |
994,961 |
|
| Daily Pivots for day following 22-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1451 |
1.1394 |
1.1199 |
|
| R3 |
1.1356 |
1.1299 |
1.1173 |
|
| R2 |
1.1261 |
1.1261 |
1.1164 |
|
| R1 |
1.1204 |
1.1204 |
1.1156 |
1.1185 |
| PP |
1.1166 |
1.1166 |
1.1166 |
1.1157 |
| S1 |
1.1109 |
1.1109 |
1.1138 |
1.1090 |
| S2 |
1.1071 |
1.1071 |
1.1130 |
|
| S3 |
1.0976 |
1.1014 |
1.1121 |
|
| S4 |
1.0881 |
1.0919 |
1.1095 |
|
|
| 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 |
1.1128 |
0.0348 |
3.1% |
0.0140 |
1.3% |
5% |
False |
True |
216,796 |
| 10 |
1.1476 |
1.1128 |
0.0348 |
3.1% |
0.0116 |
1.0% |
5% |
False |
True |
198,518 |
| 20 |
1.1623 |
1.1106 |
0.0517 |
4.6% |
0.0132 |
1.2% |
8% |
False |
False |
108,568 |
| 40 |
1.1730 |
1.0873 |
0.0857 |
7.7% |
0.0125 |
1.1% |
32% |
False |
False |
55,015 |
| 60 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0126 |
1.1% |
35% |
False |
False |
36,970 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0127 |
1.1% |
35% |
False |
False |
27,816 |
| 100 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0124 |
1.1% |
35% |
False |
False |
22,283 |
| 120 |
1.1730 |
1.0570 |
0.1160 |
10.4% |
0.0122 |
1.1% |
50% |
False |
False |
18,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1627 |
|
2.618 |
1.1472 |
|
1.618 |
1.1377 |
|
1.000 |
1.1318 |
|
0.618 |
1.1282 |
|
HIGH |
1.1223 |
|
0.618 |
1.1187 |
|
0.500 |
1.1176 |
|
0.382 |
1.1164 |
|
LOW |
1.1128 |
|
0.618 |
1.1069 |
|
1.000 |
1.1033 |
|
1.618 |
1.0974 |
|
2.618 |
1.0879 |
|
4.250 |
1.0724 |
|
|
| Fisher Pivots for day following 22-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1176 |
1.1302 |
| PP |
1.1166 |
1.1250 |
| S1 |
1.1157 |
1.1199 |
|