CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 18-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2015 |
18-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1307 |
1.1433 |
0.0126 |
1.1% |
1.1354 |
| High |
1.1457 |
1.1476 |
0.0019 |
0.2% |
1.1476 |
| Low |
1.1302 |
1.1285 |
-0.0017 |
-0.2% |
1.1232 |
| Close |
1.1413 |
1.1368 |
-0.0045 |
-0.4% |
1.1368 |
| Range |
0.0155 |
0.0191 |
0.0036 |
23.2% |
0.0244 |
| ATR |
0.0125 |
0.0129 |
0.0005 |
3.8% |
0.0000 |
| Volume |
273,089 |
233,620 |
-39,469 |
-14.5% |
994,961 |
|
| Daily Pivots for day following 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1949 |
1.1850 |
1.1473 |
|
| R3 |
1.1758 |
1.1659 |
1.1421 |
|
| R2 |
1.1567 |
1.1567 |
1.1403 |
|
| R1 |
1.1468 |
1.1468 |
1.1386 |
1.1422 |
| PP |
1.1376 |
1.1376 |
1.1376 |
1.1354 |
| S1 |
1.1277 |
1.1277 |
1.1350 |
1.1231 |
| S2 |
1.1185 |
1.1185 |
1.1333 |
|
| S3 |
1.0994 |
1.1086 |
1.1315 |
|
| S4 |
1.0803 |
1.0895 |
1.1263 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2091 |
1.1973 |
1.1502 |
|
| R3 |
1.1847 |
1.1729 |
1.1435 |
|
| R2 |
1.1603 |
1.1603 |
1.1413 |
|
| R1 |
1.1485 |
1.1485 |
1.1390 |
1.1544 |
| PP |
1.1359 |
1.1359 |
1.1359 |
1.1388 |
| S1 |
1.1241 |
1.1241 |
1.1346 |
1.1300 |
| S2 |
1.1115 |
1.1115 |
1.1323 |
|
| S3 |
1.0871 |
1.0997 |
1.1301 |
|
| S4 |
1.0627 |
1.0753 |
1.1234 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1476 |
1.1232 |
0.0244 |
2.1% |
0.0123 |
1.1% |
56% |
True |
False |
198,992 |
| 10 |
1.1476 |
1.1108 |
0.0368 |
3.2% |
0.0114 |
1.0% |
71% |
True |
False |
170,288 |
| 20 |
1.1730 |
1.1106 |
0.0624 |
5.5% |
0.0144 |
1.3% |
42% |
False |
False |
89,006 |
| 40 |
1.1730 |
1.0873 |
0.0857 |
7.5% |
0.0125 |
1.1% |
58% |
False |
False |
45,094 |
| 60 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0124 |
1.1% |
60% |
False |
False |
30,338 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0126 |
1.1% |
60% |
False |
False |
22,835 |
| 100 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0125 |
1.1% |
60% |
False |
False |
18,298 |
| 120 |
1.1730 |
1.0570 |
0.1160 |
10.2% |
0.0121 |
1.1% |
69% |
False |
False |
15,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2288 |
|
2.618 |
1.1976 |
|
1.618 |
1.1785 |
|
1.000 |
1.1667 |
|
0.618 |
1.1594 |
|
HIGH |
1.1476 |
|
0.618 |
1.1403 |
|
0.500 |
1.1381 |
|
0.382 |
1.1358 |
|
LOW |
1.1285 |
|
0.618 |
1.1167 |
|
1.000 |
1.1094 |
|
1.618 |
1.0976 |
|
2.618 |
1.0785 |
|
4.250 |
1.0473 |
|
|
| Fisher Pivots for day following 18-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1381 |
1.1363 |
| PP |
1.1376 |
1.1359 |
| S1 |
1.1372 |
1.1354 |
|