CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 18-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2015 |
18-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1351 |
1.1448 |
0.0097 |
0.9% |
1.1387 |
| High |
1.1477 |
1.1497 |
0.0020 |
0.2% |
1.1497 |
| Low |
1.1326 |
1.1307 |
-0.0019 |
-0.2% |
1.1256 |
| Close |
1.1435 |
1.1389 |
-0.0046 |
-0.4% |
1.1389 |
| Range |
0.0151 |
0.0190 |
0.0039 |
25.8% |
0.0241 |
| ATR |
0.0116 |
0.0122 |
0.0005 |
4.5% |
0.0000 |
| Volume |
601 |
423 |
-178 |
-29.6% |
1,611 |
|
| Daily Pivots for day following 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1968 |
1.1868 |
1.1494 |
|
| R3 |
1.1778 |
1.1678 |
1.1441 |
|
| R2 |
1.1588 |
1.1588 |
1.1424 |
|
| R1 |
1.1488 |
1.1488 |
1.1406 |
1.1443 |
| PP |
1.1398 |
1.1398 |
1.1398 |
1.1375 |
| S1 |
1.1298 |
1.1298 |
1.1372 |
1.1253 |
| S2 |
1.1208 |
1.1208 |
1.1354 |
|
| S3 |
1.1018 |
1.1108 |
1.1337 |
|
| S4 |
1.0828 |
1.0918 |
1.1285 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2104 |
1.1987 |
1.1522 |
|
| R3 |
1.1863 |
1.1746 |
1.1455 |
|
| R2 |
1.1622 |
1.1622 |
1.1433 |
|
| R1 |
1.1505 |
1.1505 |
1.1411 |
1.1564 |
| PP |
1.1381 |
1.1381 |
1.1381 |
1.1410 |
| S1 |
1.1264 |
1.1264 |
1.1367 |
1.1323 |
| S2 |
1.1140 |
1.1140 |
1.1345 |
|
| S3 |
1.0899 |
1.1023 |
1.1323 |
|
| S4 |
1.0658 |
1.0782 |
1.1256 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1497 |
1.1256 |
0.0241 |
2.1% |
0.0118 |
1.0% |
55% |
True |
False |
322 |
| 10 |
1.1497 |
1.1135 |
0.0362 |
3.2% |
0.0104 |
0.9% |
70% |
True |
False |
262 |
| 20 |
1.1749 |
1.1130 |
0.0619 |
5.4% |
0.0134 |
1.2% |
42% |
False |
False |
214 |
| 40 |
1.1749 |
1.0893 |
0.0856 |
7.5% |
0.0114 |
1.0% |
58% |
False |
False |
167 |
| 60 |
1.1749 |
1.0860 |
0.0889 |
7.8% |
0.0107 |
0.9% |
60% |
False |
False |
128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2305 |
|
2.618 |
1.1994 |
|
1.618 |
1.1804 |
|
1.000 |
1.1687 |
|
0.618 |
1.1614 |
|
HIGH |
1.1497 |
|
0.618 |
1.1424 |
|
0.500 |
1.1402 |
|
0.382 |
1.1380 |
|
LOW |
1.1307 |
|
0.618 |
1.1190 |
|
1.000 |
1.1117 |
|
1.618 |
1.1000 |
|
2.618 |
1.0810 |
|
4.250 |
1.0500 |
|
|
| Fisher Pivots for day following 18-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1402 |
1.1385 |
| PP |
1.1398 |
1.1381 |
| S1 |
1.1393 |
1.1377 |
|