CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 24-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2015 |
24-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1156 |
1.1220 |
0.0064 |
0.6% |
1.1387 |
| High |
1.1250 |
1.1332 |
0.0082 |
0.7% |
1.1497 |
| Low |
1.1141 |
1.1203 |
0.0062 |
0.6% |
1.1256 |
| Close |
1.1244 |
1.1256 |
0.0012 |
0.1% |
1.1389 |
| Range |
0.0109 |
0.0129 |
0.0020 |
18.3% |
0.0241 |
| ATR |
0.0122 |
0.0122 |
0.0001 |
0.4% |
0.0000 |
| Volume |
400 |
450 |
50 |
12.5% |
1,611 |
|
| Daily Pivots for day following 24-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1651 |
1.1582 |
1.1327 |
|
| R3 |
1.1522 |
1.1453 |
1.1291 |
|
| R2 |
1.1393 |
1.1393 |
1.1280 |
|
| R1 |
1.1324 |
1.1324 |
1.1268 |
1.1359 |
| PP |
1.1264 |
1.1264 |
1.1264 |
1.1281 |
| S1 |
1.1195 |
1.1195 |
1.1244 |
1.1230 |
| S2 |
1.1135 |
1.1135 |
1.1232 |
|
| S3 |
1.1006 |
1.1066 |
1.1221 |
|
| S4 |
1.0877 |
1.0937 |
1.1185 |
|
|
| 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 |
1.1141 |
0.0356 |
3.2% |
0.0133 |
1.2% |
32% |
False |
False |
351 |
| 10 |
1.1497 |
1.1141 |
0.0356 |
3.2% |
0.0116 |
1.0% |
32% |
False |
False |
303 |
| 20 |
1.1497 |
1.1130 |
0.0367 |
3.3% |
0.0112 |
1.0% |
34% |
False |
False |
238 |
| 40 |
1.1749 |
1.0893 |
0.0856 |
7.6% |
0.0118 |
1.1% |
42% |
False |
False |
195 |
| 60 |
1.1749 |
1.0860 |
0.0889 |
7.9% |
0.0108 |
1.0% |
45% |
False |
False |
148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1880 |
|
2.618 |
1.1670 |
|
1.618 |
1.1541 |
|
1.000 |
1.1461 |
|
0.618 |
1.1412 |
|
HIGH |
1.1332 |
|
0.618 |
1.1283 |
|
0.500 |
1.1268 |
|
0.382 |
1.1252 |
|
LOW |
1.1203 |
|
0.618 |
1.1123 |
|
1.000 |
1.1074 |
|
1.618 |
1.0994 |
|
2.618 |
1.0865 |
|
4.250 |
1.0655 |
|
|
| Fisher Pivots for day following 24-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1268 |
1.1250 |
| PP |
1.1264 |
1.1243 |
| S1 |
1.1260 |
1.1237 |
|