CME Euro FX (E) Future September 2015
| 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 |
1.1120 |
1.1160 |
0.0040 |
0.4% |
1.1181 |
| High |
1.1200 |
1.1231 |
0.0031 |
0.3% |
1.1335 |
| Low |
1.1090 |
1.1122 |
0.0032 |
0.3% |
1.1088 |
| Close |
1.1150 |
1.1186 |
0.0036 |
0.3% |
1.1150 |
| Range |
0.0110 |
0.0109 |
-0.0001 |
-0.9% |
0.0247 |
| ATR |
0.0142 |
0.0139 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
248,477 |
299,225 |
50,748 |
20.4% |
1,159,637 |
|
| Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1507 |
1.1455 |
1.1246 |
|
| R3 |
1.1398 |
1.1346 |
1.1216 |
|
| R2 |
1.1289 |
1.1289 |
1.1206 |
|
| R1 |
1.1237 |
1.1237 |
1.1196 |
1.1263 |
| PP |
1.1180 |
1.1180 |
1.1180 |
1.1193 |
| S1 |
1.1128 |
1.1128 |
1.1176 |
1.1154 |
| S2 |
1.1071 |
1.1071 |
1.1166 |
|
| S3 |
1.0962 |
1.1019 |
1.1156 |
|
| S4 |
1.0853 |
1.0910 |
1.1126 |
|
|
| 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 |
1.1335 |
1.1088 |
0.0247 |
2.2% |
0.0119 |
1.1% |
40% |
False |
False |
256,593 |
| 10 |
1.1609 |
1.1088 |
0.0521 |
4.7% |
0.0148 |
1.3% |
19% |
False |
False |
268,714 |
| 20 |
1.1718 |
1.0965 |
0.0753 |
6.7% |
0.0146 |
1.3% |
29% |
False |
False |
265,894 |
| 40 |
1.1718 |
1.0817 |
0.0901 |
8.1% |
0.0126 |
1.1% |
41% |
False |
False |
231,604 |
| 60 |
1.1718 |
1.0817 |
0.0901 |
8.1% |
0.0130 |
1.2% |
41% |
False |
False |
230,921 |
| 80 |
1.1718 |
1.0817 |
0.0901 |
8.1% |
0.0135 |
1.2% |
41% |
False |
False |
185,558 |
| 100 |
1.1718 |
1.0687 |
0.1031 |
9.2% |
0.0135 |
1.2% |
48% |
False |
False |
148,773 |
| 120 |
1.1718 |
1.0545 |
0.1173 |
10.5% |
0.0136 |
1.2% |
55% |
False |
False |
124,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1694 |
|
2.618 |
1.1516 |
|
1.618 |
1.1407 |
|
1.000 |
1.1340 |
|
0.618 |
1.1298 |
|
HIGH |
1.1231 |
|
0.618 |
1.1189 |
|
0.500 |
1.1177 |
|
0.382 |
1.1164 |
|
LOW |
1.1122 |
|
0.618 |
1.1055 |
|
1.000 |
1.1013 |
|
1.618 |
1.0946 |
|
2.618 |
1.0837 |
|
4.250 |
1.0659 |
|
|
| Fisher Pivots for day following 08-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1183 |
1.1180 |
| PP |
1.1180 |
1.1173 |
| S1 |
1.1177 |
1.1167 |
|