CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 08-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2015 |
08-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1162 |
1.1177 |
0.0015 |
0.1% |
1.1229 |
| High |
1.1208 |
1.1259 |
0.0051 |
0.5% |
1.1364 |
| Low |
1.1135 |
1.1169 |
0.0034 |
0.3% |
1.1130 |
| Close |
1.1188 |
1.1225 |
0.0037 |
0.3% |
1.1188 |
| Range |
0.0073 |
0.0090 |
0.0017 |
23.3% |
0.0234 |
| ATR |
0.0129 |
0.0126 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
307 |
159 |
-148 |
-48.2% |
895 |
|
| Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1488 |
1.1446 |
1.1275 |
|
| R3 |
1.1398 |
1.1356 |
1.1250 |
|
| R2 |
1.1308 |
1.1308 |
1.1242 |
|
| R1 |
1.1266 |
1.1266 |
1.1233 |
1.1287 |
| PP |
1.1218 |
1.1218 |
1.1218 |
1.1228 |
| S1 |
1.1176 |
1.1176 |
1.1217 |
1.1197 |
| S2 |
1.1128 |
1.1128 |
1.1209 |
|
| S3 |
1.1038 |
1.1086 |
1.1200 |
|
| S4 |
1.0948 |
1.0996 |
1.1176 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1929 |
1.1793 |
1.1317 |
|
| R3 |
1.1695 |
1.1559 |
1.1252 |
|
| R2 |
1.1461 |
1.1461 |
1.1231 |
|
| R1 |
1.1325 |
1.1325 |
1.1209 |
1.1276 |
| PP |
1.1227 |
1.1227 |
1.1227 |
1.1203 |
| S1 |
1.1091 |
1.1091 |
1.1167 |
1.1042 |
| S2 |
1.0993 |
1.0993 |
1.1145 |
|
| S3 |
1.0759 |
1.0857 |
1.1124 |
|
| S4 |
1.0525 |
1.0623 |
1.1059 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1364 |
1.1130 |
0.0234 |
2.1% |
0.0104 |
0.9% |
41% |
False |
False |
206 |
| 10 |
1.1630 |
1.1130 |
0.0500 |
4.5% |
0.0135 |
1.2% |
19% |
False |
False |
170 |
| 20 |
1.1749 |
1.1008 |
0.0741 |
6.6% |
0.0130 |
1.2% |
29% |
False |
False |
164 |
| 40 |
1.1749 |
1.0860 |
0.0889 |
7.9% |
0.0110 |
1.0% |
41% |
False |
False |
122 |
| 60 |
1.1749 |
1.0860 |
0.0889 |
7.9% |
0.0102 |
0.9% |
41% |
False |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1642 |
|
2.618 |
1.1495 |
|
1.618 |
1.1405 |
|
1.000 |
1.1349 |
|
0.618 |
1.1315 |
|
HIGH |
1.1259 |
|
0.618 |
1.1225 |
|
0.500 |
1.1214 |
|
0.382 |
1.1203 |
|
LOW |
1.1169 |
|
0.618 |
1.1113 |
|
1.000 |
1.1079 |
|
1.618 |
1.1023 |
|
2.618 |
1.0933 |
|
4.250 |
1.0787 |
|
|
| Fisher Pivots for day following 08-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1221 |
1.1221 |
| PP |
1.1218 |
1.1218 |
| S1 |
1.1214 |
1.1214 |
|