CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 23-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2015 |
23-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1205 |
1.1140 |
-0.0065 |
-0.6% |
1.1354 |
| High |
1.1223 |
1.1229 |
0.0006 |
0.1% |
1.1476 |
| Low |
1.1128 |
1.1120 |
-0.0008 |
-0.1% |
1.1232 |
| Close |
1.1147 |
1.1222 |
0.0075 |
0.7% |
1.1368 |
| Range |
0.0095 |
0.0109 |
0.0014 |
14.7% |
0.0244 |
| ATR |
0.0130 |
0.0128 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
198,403 |
223,155 |
24,752 |
12.5% |
994,961 |
|
| Daily Pivots for day following 23-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1517 |
1.1479 |
1.1282 |
|
| R3 |
1.1408 |
1.1370 |
1.1252 |
|
| R2 |
1.1299 |
1.1299 |
1.1242 |
|
| R1 |
1.1261 |
1.1261 |
1.1232 |
1.1280 |
| PP |
1.1190 |
1.1190 |
1.1190 |
1.1200 |
| S1 |
1.1152 |
1.1152 |
1.1212 |
1.1171 |
| S2 |
1.1081 |
1.1081 |
1.1202 |
|
| S3 |
1.0972 |
1.1043 |
1.1192 |
|
| S4 |
1.0863 |
1.0934 |
1.1162 |
|
|
| 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 |
1.1120 |
0.0356 |
3.2% |
0.0140 |
1.2% |
29% |
False |
True |
225,738 |
| 10 |
1.1476 |
1.1120 |
0.0356 |
3.2% |
0.0119 |
1.1% |
29% |
False |
True |
206,919 |
| 20 |
1.1580 |
1.1106 |
0.0474 |
4.2% |
0.0127 |
1.1% |
24% |
False |
False |
118,965 |
| 40 |
1.1730 |
1.0873 |
0.0857 |
7.6% |
0.0126 |
1.1% |
41% |
False |
False |
60,582 |
| 60 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0122 |
1.1% |
43% |
False |
False |
40,683 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0127 |
1.1% |
43% |
False |
False |
30,604 |
| 100 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0124 |
1.1% |
43% |
False |
False |
24,514 |
| 120 |
1.1730 |
1.0570 |
0.1160 |
10.3% |
0.0122 |
1.1% |
56% |
False |
False |
20,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1692 |
|
2.618 |
1.1514 |
|
1.618 |
1.1405 |
|
1.000 |
1.1338 |
|
0.618 |
1.1296 |
|
HIGH |
1.1229 |
|
0.618 |
1.1187 |
|
0.500 |
1.1175 |
|
0.382 |
1.1162 |
|
LOW |
1.1120 |
|
0.618 |
1.1053 |
|
1.000 |
1.1011 |
|
1.618 |
1.0944 |
|
2.618 |
1.0835 |
|
4.250 |
1.0657 |
|
|
| Fisher Pivots for day following 23-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1206 |
1.1234 |
| PP |
1.1190 |
1.1230 |
| S1 |
1.1175 |
1.1226 |
|