CME Euro FX (E) Future December 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 |
1.1229 |
1.1295 |
0.0066 |
0.6% |
1.1172 |
| High |
1.1313 |
1.1368 |
0.0055 |
0.5% |
1.1368 |
| Low |
1.1189 |
1.1272 |
0.0083 |
0.7% |
1.1141 |
| Close |
1.1302 |
1.1353 |
0.0051 |
0.5% |
1.1353 |
| Range |
0.0124 |
0.0096 |
-0.0028 |
-22.6% |
0.0227 |
| ATR |
0.0132 |
0.0129 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
211,861 |
240,385 |
28,524 |
13.5% |
686,566 |
|
| Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1619 |
1.1582 |
1.1406 |
|
| R3 |
1.1523 |
1.1486 |
1.1379 |
|
| R2 |
1.1427 |
1.1427 |
1.1371 |
|
| R1 |
1.1390 |
1.1390 |
1.1362 |
1.1409 |
| PP |
1.1331 |
1.1331 |
1.1331 |
1.1340 |
| S1 |
1.1294 |
1.1294 |
1.1344 |
1.1313 |
| S2 |
1.1235 |
1.1235 |
1.1335 |
|
| S3 |
1.1139 |
1.1198 |
1.1327 |
|
| S4 |
1.1043 |
1.1102 |
1.1300 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1968 |
1.1888 |
1.1478 |
|
| R3 |
1.1741 |
1.1661 |
1.1415 |
|
| R2 |
1.1514 |
1.1514 |
1.1395 |
|
| R1 |
1.1434 |
1.1434 |
1.1374 |
1.1474 |
| PP |
1.1287 |
1.1287 |
1.1287 |
1.1308 |
| S1 |
1.1207 |
1.1207 |
1.1332 |
1.1247 |
| S2 |
1.1060 |
1.1060 |
1.1311 |
|
| S3 |
1.0833 |
1.0980 |
1.1291 |
|
| S4 |
1.0606 |
1.0753 |
1.1228 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1368 |
1.1108 |
0.0260 |
2.3% |
0.0104 |
0.9% |
94% |
True |
False |
141,584 |
| 10 |
1.1368 |
1.1106 |
0.0262 |
2.3% |
0.0114 |
1.0% |
94% |
True |
False |
75,258 |
| 20 |
1.1730 |
1.1039 |
0.0691 |
6.1% |
0.0138 |
1.2% |
45% |
False |
False |
39,590 |
| 40 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0121 |
1.1% |
58% |
False |
False |
20,434 |
| 60 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0123 |
1.1% |
58% |
False |
False |
13,799 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0125 |
1.1% |
58% |
False |
False |
10,409 |
| 100 |
1.1730 |
1.0711 |
0.1019 |
9.0% |
0.0124 |
1.1% |
63% |
False |
False |
8,351 |
| 120 |
1.1730 |
1.0570 |
0.1160 |
10.2% |
0.0120 |
1.1% |
68% |
False |
False |
6,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1776 |
|
2.618 |
1.1619 |
|
1.618 |
1.1523 |
|
1.000 |
1.1464 |
|
0.618 |
1.1427 |
|
HIGH |
1.1368 |
|
0.618 |
1.1331 |
|
0.500 |
1.1320 |
|
0.382 |
1.1309 |
|
LOW |
1.1272 |
|
0.618 |
1.1213 |
|
1.000 |
1.1176 |
|
1.618 |
1.1117 |
|
2.618 |
1.1021 |
|
4.250 |
1.0864 |
|
|
| Fisher Pivots for day following 11-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1342 |
1.1322 |
| PP |
1.1331 |
1.1290 |
| S1 |
1.1320 |
1.1259 |
|