CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 17-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2015 |
17-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1282 |
1.1307 |
0.0025 |
0.2% |
1.1172 |
| High |
1.1339 |
1.1457 |
0.0118 |
1.0% |
1.1368 |
| Low |
1.1232 |
1.1302 |
0.0070 |
0.6% |
1.1141 |
| Close |
1.1294 |
1.1413 |
0.0119 |
1.1% |
1.1353 |
| Range |
0.0107 |
0.0155 |
0.0048 |
44.9% |
0.0227 |
| ATR |
0.0122 |
0.0125 |
0.0003 |
2.4% |
0.0000 |
| Volume |
178,441 |
273,089 |
94,648 |
53.0% |
686,566 |
|
| Daily Pivots for day following 17-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1856 |
1.1789 |
1.1498 |
|
| R3 |
1.1701 |
1.1634 |
1.1456 |
|
| R2 |
1.1546 |
1.1546 |
1.1441 |
|
| R1 |
1.1479 |
1.1479 |
1.1427 |
1.1513 |
| PP |
1.1391 |
1.1391 |
1.1391 |
1.1407 |
| S1 |
1.1324 |
1.1324 |
1.1399 |
1.1358 |
| S2 |
1.1236 |
1.1236 |
1.1385 |
|
| S3 |
1.1081 |
1.1169 |
1.1370 |
|
| S4 |
1.0926 |
1.1014 |
1.1328 |
|
|
| 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 |
1.1457 |
1.1232 |
0.0225 |
2.0% |
0.0104 |
0.9% |
80% |
True |
False |
200,345 |
| 10 |
1.1457 |
1.1106 |
0.0351 |
3.1% |
0.0110 |
1.0% |
87% |
True |
False |
148,514 |
| 20 |
1.1730 |
1.1106 |
0.0624 |
5.5% |
0.0142 |
1.2% |
49% |
False |
False |
77,439 |
| 40 |
1.1730 |
1.0873 |
0.0857 |
7.5% |
0.0122 |
1.1% |
63% |
False |
False |
39,312 |
| 60 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0122 |
1.1% |
65% |
False |
False |
26,452 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0125 |
1.1% |
65% |
False |
False |
19,917 |
| 100 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0124 |
1.1% |
65% |
False |
False |
15,963 |
| 120 |
1.1730 |
1.0570 |
0.1160 |
10.2% |
0.0120 |
1.1% |
73% |
False |
False |
13,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2116 |
|
2.618 |
1.1863 |
|
1.618 |
1.1708 |
|
1.000 |
1.1612 |
|
0.618 |
1.1553 |
|
HIGH |
1.1457 |
|
0.618 |
1.1398 |
|
0.500 |
1.1380 |
|
0.382 |
1.1361 |
|
LOW |
1.1302 |
|
0.618 |
1.1206 |
|
1.000 |
1.1147 |
|
1.618 |
1.1051 |
|
2.618 |
1.0896 |
|
4.250 |
1.0643 |
|
|
| Fisher Pivots for day following 17-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1402 |
1.1390 |
| PP |
1.1391 |
1.1367 |
| S1 |
1.1380 |
1.1345 |
|