CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 11-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2015 |
11-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1213 |
1.1278 |
0.0065 |
0.6% |
1.1160 |
| High |
1.1296 |
1.1350 |
0.0054 |
0.5% |
1.1350 |
| Low |
1.1172 |
1.1254 |
0.0082 |
0.7% |
1.1122 |
| Close |
1.1285 |
1.1336 |
0.0051 |
0.5% |
1.1336 |
| Range |
0.0124 |
0.0096 |
-0.0028 |
-22.6% |
0.0228 |
| ATR |
0.0135 |
0.0132 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
349,528 |
97,604 |
-251,924 |
-72.1% |
1,043,198 |
|
| Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1601 |
1.1565 |
1.1389 |
|
| R3 |
1.1505 |
1.1469 |
1.1362 |
|
| R2 |
1.1409 |
1.1409 |
1.1354 |
|
| R1 |
1.1373 |
1.1373 |
1.1345 |
1.1391 |
| PP |
1.1313 |
1.1313 |
1.1313 |
1.1323 |
| S1 |
1.1277 |
1.1277 |
1.1327 |
1.1295 |
| S2 |
1.1217 |
1.1217 |
1.1318 |
|
| S3 |
1.1121 |
1.1181 |
1.1310 |
|
| S4 |
1.1025 |
1.1085 |
1.1283 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1953 |
1.1873 |
1.1461 |
|
| R3 |
1.1725 |
1.1645 |
1.1399 |
|
| R2 |
1.1497 |
1.1497 |
1.1378 |
|
| R1 |
1.1417 |
1.1417 |
1.1357 |
1.1457 |
| PP |
1.1269 |
1.1269 |
1.1269 |
1.1290 |
| S1 |
1.1189 |
1.1189 |
1.1315 |
1.1229 |
| S2 |
1.1041 |
1.1041 |
1.1294 |
|
| S3 |
1.0813 |
1.0961 |
1.1273 |
|
| S4 |
1.0585 |
1.0733 |
1.1211 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1350 |
1.1090 |
0.0260 |
2.3% |
0.0105 |
0.9% |
95% |
True |
False |
258,335 |
| 10 |
1.1350 |
1.1088 |
0.0262 |
2.3% |
0.0114 |
1.0% |
95% |
True |
False |
242,059 |
| 20 |
1.1718 |
1.1020 |
0.0698 |
6.2% |
0.0139 |
1.2% |
45% |
False |
False |
264,633 |
| 40 |
1.1718 |
1.0817 |
0.0901 |
7.9% |
0.0125 |
1.1% |
58% |
False |
False |
234,963 |
| 60 |
1.1718 |
1.0817 |
0.0901 |
7.9% |
0.0128 |
1.1% |
58% |
False |
False |
232,576 |
| 80 |
1.1718 |
1.0817 |
0.0901 |
7.9% |
0.0133 |
1.2% |
58% |
False |
False |
194,782 |
| 100 |
1.1718 |
1.0690 |
0.1028 |
9.1% |
0.0135 |
1.2% |
63% |
False |
False |
156,193 |
| 120 |
1.1718 |
1.0545 |
0.1173 |
10.3% |
0.0134 |
1.2% |
67% |
False |
False |
130,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1758 |
|
2.618 |
1.1601 |
|
1.618 |
1.1505 |
|
1.000 |
1.1446 |
|
0.618 |
1.1409 |
|
HIGH |
1.1350 |
|
0.618 |
1.1313 |
|
0.500 |
1.1302 |
|
0.382 |
1.1291 |
|
LOW |
1.1254 |
|
0.618 |
1.1195 |
|
1.000 |
1.1158 |
|
1.618 |
1.1099 |
|
2.618 |
1.1003 |
|
4.250 |
1.0846 |
|
|
| Fisher Pivots for day following 11-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1325 |
1.1304 |
| PP |
1.1313 |
1.1273 |
| S1 |
1.1302 |
1.1241 |
|