CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 09-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2015 |
09-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1160 |
1.1204 |
0.0044 |
0.4% |
1.1181 |
| High |
1.1231 |
1.1217 |
-0.0014 |
-0.1% |
1.1335 |
| Low |
1.1122 |
1.1132 |
0.0010 |
0.1% |
1.1088 |
| Close |
1.1186 |
1.1197 |
0.0011 |
0.1% |
1.1150 |
| Range |
0.0109 |
0.0085 |
-0.0024 |
-22.0% |
0.0247 |
| ATR |
0.0139 |
0.0136 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
299,225 |
296,841 |
-2,384 |
-0.8% |
1,159,637 |
|
| Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1437 |
1.1402 |
1.1244 |
|
| R3 |
1.1352 |
1.1317 |
1.1220 |
|
| R2 |
1.1267 |
1.1267 |
1.1213 |
|
| R1 |
1.1232 |
1.1232 |
1.1205 |
1.1207 |
| PP |
1.1182 |
1.1182 |
1.1182 |
1.1170 |
| S1 |
1.1147 |
1.1147 |
1.1189 |
1.1122 |
| S2 |
1.1097 |
1.1097 |
1.1181 |
|
| S3 |
1.1012 |
1.1062 |
1.1174 |
|
| S4 |
1.0927 |
1.0977 |
1.1150 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1932 |
1.1788 |
1.1286 |
|
| R3 |
1.1685 |
1.1541 |
1.1218 |
|
| R2 |
1.1438 |
1.1438 |
1.1195 |
|
| R1 |
1.1294 |
1.1294 |
1.1173 |
1.1243 |
| PP |
1.1191 |
1.1191 |
1.1191 |
1.1165 |
| S1 |
1.1047 |
1.1047 |
1.1127 |
1.0996 |
| S2 |
1.0944 |
1.0944 |
1.1105 |
|
| S3 |
1.0697 |
1.0800 |
1.1082 |
|
| S4 |
1.0450 |
1.0553 |
1.1014 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1314 |
1.1088 |
0.0226 |
2.0% |
0.0111 |
1.0% |
48% |
False |
False |
266,851 |
| 10 |
1.1564 |
1.1088 |
0.0476 |
4.3% |
0.0136 |
1.2% |
23% |
False |
False |
259,273 |
| 20 |
1.1718 |
1.1020 |
0.0698 |
6.2% |
0.0143 |
1.3% |
25% |
False |
False |
267,809 |
| 40 |
1.1718 |
1.0817 |
0.0901 |
8.0% |
0.0125 |
1.1% |
42% |
False |
False |
234,215 |
| 60 |
1.1718 |
1.0817 |
0.0901 |
8.0% |
0.0129 |
1.2% |
42% |
False |
False |
232,473 |
| 80 |
1.1718 |
1.0817 |
0.0901 |
8.0% |
0.0135 |
1.2% |
42% |
False |
False |
189,244 |
| 100 |
1.1718 |
1.0687 |
0.1031 |
9.2% |
0.0135 |
1.2% |
49% |
False |
False |
151,733 |
| 120 |
1.1718 |
1.0545 |
0.1173 |
10.5% |
0.0135 |
1.2% |
56% |
False |
False |
126,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1578 |
|
2.618 |
1.1440 |
|
1.618 |
1.1355 |
|
1.000 |
1.1302 |
|
0.618 |
1.1270 |
|
HIGH |
1.1217 |
|
0.618 |
1.1185 |
|
0.500 |
1.1175 |
|
0.382 |
1.1164 |
|
LOW |
1.1132 |
|
0.618 |
1.1079 |
|
1.000 |
1.1047 |
|
1.618 |
1.0994 |
|
2.618 |
1.0909 |
|
4.250 |
1.0771 |
|
|
| Fisher Pivots for day following 09-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1190 |
1.1185 |
| PP |
1.1182 |
1.1173 |
| S1 |
1.1175 |
1.1161 |
|