CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 16-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2015 |
16-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1350 |
1.1336 |
-0.0014 |
-0.1% |
1.1177 |
| High |
1.1368 |
1.1361 |
-0.0007 |
-0.1% |
1.1387 |
| Low |
1.1300 |
1.1256 |
-0.0044 |
-0.4% |
1.1169 |
| Close |
1.1313 |
1.1317 |
0.0004 |
0.0% |
1.1375 |
| Range |
0.0068 |
0.0105 |
0.0037 |
54.4% |
0.0218 |
| ATR |
0.0114 |
0.0113 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
245 |
226 |
-19 |
-7.8% |
705 |
|
| Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1626 |
1.1577 |
1.1375 |
|
| R3 |
1.1521 |
1.1472 |
1.1346 |
|
| R2 |
1.1416 |
1.1416 |
1.1336 |
|
| R1 |
1.1367 |
1.1367 |
1.1327 |
1.1339 |
| PP |
1.1311 |
1.1311 |
1.1311 |
1.1298 |
| S1 |
1.1262 |
1.1262 |
1.1307 |
1.1234 |
| S2 |
1.1206 |
1.1206 |
1.1298 |
|
| S3 |
1.1101 |
1.1157 |
1.1288 |
|
| S4 |
1.0996 |
1.1052 |
1.1259 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1964 |
1.1888 |
1.1495 |
|
| R3 |
1.1746 |
1.1670 |
1.1435 |
|
| R2 |
1.1528 |
1.1528 |
1.1415 |
|
| R1 |
1.1452 |
1.1452 |
1.1395 |
1.1490 |
| PP |
1.1310 |
1.1310 |
1.1310 |
1.1330 |
| S1 |
1.1234 |
1.1234 |
1.1355 |
1.1272 |
| S2 |
1.1092 |
1.1092 |
1.1335 |
|
| S3 |
1.0874 |
1.1016 |
1.1315 |
|
| S4 |
1.0656 |
1.0798 |
1.1255 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1403 |
1.1220 |
0.0183 |
1.6% |
0.0091 |
0.8% |
53% |
False |
False |
176 |
| 10 |
1.1403 |
1.1130 |
0.0273 |
2.4% |
0.0095 |
0.8% |
68% |
False |
False |
210 |
| 20 |
1.1749 |
1.1063 |
0.0686 |
6.1% |
0.0129 |
1.1% |
37% |
False |
False |
174 |
| 40 |
1.1749 |
1.0893 |
0.0856 |
7.6% |
0.0110 |
1.0% |
50% |
False |
False |
144 |
| 60 |
1.1749 |
1.0860 |
0.0889 |
7.9% |
0.0105 |
0.9% |
51% |
False |
False |
112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1807 |
|
2.618 |
1.1636 |
|
1.618 |
1.1531 |
|
1.000 |
1.1466 |
|
0.618 |
1.1426 |
|
HIGH |
1.1361 |
|
0.618 |
1.1321 |
|
0.500 |
1.1309 |
|
0.382 |
1.1296 |
|
LOW |
1.1256 |
|
0.618 |
1.1191 |
|
1.000 |
1.1151 |
|
1.618 |
1.1086 |
|
2.618 |
1.0981 |
|
4.250 |
1.0810 |
|
|
| Fisher Pivots for day following 16-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1314 |
1.1330 |
| PP |
1.1311 |
1.1325 |
| S1 |
1.1309 |
1.1321 |
|