CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 30-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2015 |
30-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1256 |
1.1263 |
0.0007 |
0.1% |
1.1304 |
| High |
1.1295 |
1.1275 |
-0.0020 |
-0.2% |
1.1347 |
| Low |
1.1207 |
1.1171 |
-0.0036 |
-0.3% |
1.1120 |
| Close |
1.1272 |
1.1179 |
-0.0093 |
-0.8% |
1.1203 |
| Range |
0.0088 |
0.0104 |
0.0016 |
18.2% |
0.0227 |
| ATR |
0.0122 |
0.0121 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
209,876 |
202,558 |
-7,318 |
-3.5% |
1,082,906 |
|
| Daily Pivots for day following 30-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1520 |
1.1454 |
1.1236 |
|
| R3 |
1.1416 |
1.1350 |
1.1208 |
|
| R2 |
1.1312 |
1.1312 |
1.1198 |
|
| R1 |
1.1246 |
1.1246 |
1.1189 |
1.1227 |
| PP |
1.1208 |
1.1208 |
1.1208 |
1.1199 |
| S1 |
1.1142 |
1.1142 |
1.1169 |
1.1123 |
| S2 |
1.1104 |
1.1104 |
1.1160 |
|
| S3 |
1.1000 |
1.1038 |
1.1150 |
|
| S4 |
1.0896 |
1.0934 |
1.1122 |
|
|
| 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 |
1.1130 |
0.0181 |
1.6% |
0.0105 |
0.9% |
27% |
False |
False |
213,351 |
| 10 |
1.1476 |
1.1120 |
0.0356 |
3.2% |
0.0122 |
1.1% |
17% |
False |
False |
219,545 |
| 20 |
1.1476 |
1.1106 |
0.0370 |
3.3% |
0.0113 |
1.0% |
20% |
False |
False |
170,800 |
| 40 |
1.1730 |
1.0873 |
0.0857 |
7.7% |
0.0126 |
1.1% |
36% |
False |
False |
87,161 |
| 60 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0121 |
1.1% |
39% |
False |
False |
58,414 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0121 |
1.1% |
39% |
False |
False |
43,916 |
| 100 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0124 |
1.1% |
39% |
False |
False |
35,174 |
| 120 |
1.1730 |
1.0570 |
0.1160 |
10.4% |
0.0122 |
1.1% |
53% |
False |
False |
29,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1717 |
|
2.618 |
1.1547 |
|
1.618 |
1.1443 |
|
1.000 |
1.1379 |
|
0.618 |
1.1339 |
|
HIGH |
1.1275 |
|
0.618 |
1.1235 |
|
0.500 |
1.1223 |
|
0.382 |
1.1211 |
|
LOW |
1.1171 |
|
0.618 |
1.1107 |
|
1.000 |
1.1067 |
|
1.618 |
1.1003 |
|
2.618 |
1.0899 |
|
4.250 |
1.0729 |
|
|
| Fisher Pivots for day following 30-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1223 |
1.1228 |
| PP |
1.1208 |
1.1211 |
| S1 |
1.1194 |
1.1195 |
|