CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 10-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2015 |
10-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1219 |
1.1229 |
0.0010 |
0.1% |
1.1195 |
| High |
1.1234 |
1.1313 |
0.0079 |
0.7% |
1.1353 |
| Low |
1.1150 |
1.1189 |
0.0039 |
0.3% |
1.1106 |
| Close |
1.1214 |
1.1302 |
0.0088 |
0.8% |
1.1168 |
| Range |
0.0084 |
0.0124 |
0.0040 |
47.6% |
0.0247 |
| ATR |
0.0133 |
0.0132 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
139,151 |
211,861 |
72,710 |
52.3% |
61,525 |
|
| Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1640 |
1.1595 |
1.1370 |
|
| R3 |
1.1516 |
1.1471 |
1.1336 |
|
| R2 |
1.1392 |
1.1392 |
1.1325 |
|
| R1 |
1.1347 |
1.1347 |
1.1313 |
1.1370 |
| PP |
1.1268 |
1.1268 |
1.1268 |
1.1279 |
| S1 |
1.1223 |
1.1223 |
1.1291 |
1.1246 |
| S2 |
1.1144 |
1.1144 |
1.1279 |
|
| S3 |
1.1020 |
1.1099 |
1.1268 |
|
| S4 |
1.0896 |
1.0975 |
1.1234 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1950 |
1.1806 |
1.1304 |
|
| R3 |
1.1703 |
1.1559 |
1.1236 |
|
| R2 |
1.1456 |
1.1456 |
1.1213 |
|
| R1 |
1.1312 |
1.1312 |
1.1191 |
1.1261 |
| PP |
1.1209 |
1.1209 |
1.1209 |
1.1183 |
| S1 |
1.1065 |
1.1065 |
1.1145 |
1.1014 |
| S2 |
1.0962 |
1.0962 |
1.1123 |
|
| S3 |
1.0715 |
1.0818 |
1.1100 |
|
| S4 |
1.0468 |
1.0571 |
1.1032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1313 |
1.1106 |
0.0207 |
1.8% |
0.0116 |
1.0% |
95% |
True |
False |
96,684 |
| 10 |
1.1383 |
1.1106 |
0.0277 |
2.5% |
0.0120 |
1.1% |
71% |
False |
False |
51,725 |
| 20 |
1.1730 |
1.1039 |
0.0691 |
6.1% |
0.0138 |
1.2% |
38% |
False |
False |
27,678 |
| 40 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0121 |
1.1% |
52% |
False |
False |
14,440 |
| 60 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0124 |
1.1% |
52% |
False |
False |
9,798 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0126 |
1.1% |
52% |
False |
False |
7,406 |
| 100 |
1.1730 |
1.0711 |
0.1019 |
9.0% |
0.0124 |
1.1% |
58% |
False |
False |
5,947 |
| 120 |
1.1730 |
1.0570 |
0.1160 |
10.3% |
0.0120 |
1.1% |
63% |
False |
False |
4,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1840 |
|
2.618 |
1.1638 |
|
1.618 |
1.1514 |
|
1.000 |
1.1437 |
|
0.618 |
1.1390 |
|
HIGH |
1.1313 |
|
0.618 |
1.1266 |
|
0.500 |
1.1251 |
|
0.382 |
1.1236 |
|
LOW |
1.1189 |
|
0.618 |
1.1112 |
|
1.000 |
1.1065 |
|
1.618 |
1.0988 |
|
2.618 |
1.0864 |
|
4.250 |
1.0662 |
|
|
| Fisher Pivots for day following 10-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1285 |
1.1277 |
| PP |
1.1268 |
1.1252 |
| S1 |
1.1251 |
1.1227 |
|