CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 28-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2015 |
28-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1192 |
1.1206 |
0.0014 |
0.1% |
1.1304 |
| High |
1.1227 |
1.1262 |
0.0035 |
0.3% |
1.1347 |
| Low |
1.1130 |
1.1160 |
0.0030 |
0.3% |
1.1120 |
| Close |
1.1203 |
1.1244 |
0.0041 |
0.4% |
1.1203 |
| Range |
0.0097 |
0.0102 |
0.0005 |
5.2% |
0.0227 |
| ATR |
0.0127 |
0.0125 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
216,443 |
193,403 |
-23,040 |
-10.6% |
1,082,906 |
|
| Daily Pivots for day following 28-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1528 |
1.1488 |
1.1300 |
|
| R3 |
1.1426 |
1.1386 |
1.1272 |
|
| R2 |
1.1324 |
1.1324 |
1.1263 |
|
| R1 |
1.1284 |
1.1284 |
1.1253 |
1.1304 |
| PP |
1.1222 |
1.1222 |
1.1222 |
1.1232 |
| S1 |
1.1182 |
1.1182 |
1.1235 |
1.1202 |
| S2 |
1.1120 |
1.1120 |
1.1225 |
|
| S3 |
1.1018 |
1.1080 |
1.1216 |
|
| S4 |
1.0916 |
1.0978 |
1.1188 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1904 |
1.1781 |
1.1328 |
|
| R3 |
1.1677 |
1.1554 |
1.1265 |
|
| R2 |
1.1450 |
1.1450 |
1.1245 |
|
| R1 |
1.1327 |
1.1327 |
1.1224 |
1.1275 |
| PP |
1.1223 |
1.1223 |
1.1223 |
1.1198 |
| S1 |
1.1100 |
1.1100 |
1.1182 |
1.1048 |
| S2 |
1.0996 |
1.0996 |
1.1161 |
|
| S3 |
1.0769 |
1.0873 |
1.1141 |
|
| S4 |
1.0542 |
1.0646 |
1.1078 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1311 |
1.1120 |
0.0191 |
1.7% |
0.0107 |
1.0% |
65% |
False |
False |
215,176 |
| 10 |
1.1476 |
1.1120 |
0.0356 |
3.2% |
0.0121 |
1.1% |
35% |
False |
False |
211,517 |
| 20 |
1.1476 |
1.1106 |
0.0370 |
3.3% |
0.0114 |
1.0% |
37% |
False |
False |
150,968 |
| 40 |
1.1730 |
1.0873 |
0.0857 |
7.6% |
0.0125 |
1.1% |
43% |
False |
False |
76,899 |
| 60 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0122 |
1.1% |
46% |
False |
False |
51,554 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0124 |
1.1% |
46% |
False |
False |
38,772 |
| 100 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0124 |
1.1% |
46% |
False |
False |
31,055 |
| 120 |
1.1730 |
1.0570 |
0.1160 |
10.3% |
0.0123 |
1.1% |
58% |
False |
False |
25,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1696 |
|
2.618 |
1.1529 |
|
1.618 |
1.1427 |
|
1.000 |
1.1364 |
|
0.618 |
1.1325 |
|
HIGH |
1.1262 |
|
0.618 |
1.1223 |
|
0.500 |
1.1211 |
|
0.382 |
1.1199 |
|
LOW |
1.1160 |
|
0.618 |
1.1097 |
|
1.000 |
1.1058 |
|
1.618 |
1.0995 |
|
2.618 |
1.0893 |
|
4.250 |
1.0727 |
|
|
| Fisher Pivots for day following 28-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1233 |
1.1236 |
| PP |
1.1222 |
1.1228 |
| S1 |
1.1211 |
1.1221 |
|