CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 24-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2015 |
24-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1140 |
1.1201 |
0.0061 |
0.5% |
1.1354 |
| High |
1.1229 |
1.1311 |
0.0082 |
0.7% |
1.1476 |
| Low |
1.1120 |
1.1179 |
0.0059 |
0.5% |
1.1232 |
| Close |
1.1222 |
1.1234 |
0.0012 |
0.1% |
1.1368 |
| Range |
0.0109 |
0.0132 |
0.0023 |
21.1% |
0.0244 |
| ATR |
0.0128 |
0.0128 |
0.0000 |
0.2% |
0.0000 |
| Volume |
223,155 |
244,478 |
21,323 |
9.6% |
994,961 |
|
| Daily Pivots for day following 24-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1637 |
1.1568 |
1.1307 |
|
| R3 |
1.1505 |
1.1436 |
1.1270 |
|
| R2 |
1.1373 |
1.1373 |
1.1258 |
|
| R1 |
1.1304 |
1.1304 |
1.1246 |
1.1339 |
| PP |
1.1241 |
1.1241 |
1.1241 |
1.1259 |
| S1 |
1.1172 |
1.1172 |
1.1222 |
1.1207 |
| S2 |
1.1109 |
1.1109 |
1.1210 |
|
| S3 |
1.0977 |
1.1040 |
1.1198 |
|
| S4 |
1.0845 |
1.0908 |
1.1161 |
|
|
| 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% |
0.0135 |
1.2% |
32% |
False |
False |
220,016 |
| 10 |
1.1476 |
1.1120 |
0.0356 |
3.2% |
0.0120 |
1.1% |
32% |
False |
False |
210,180 |
| 20 |
1.1476 |
1.1106 |
0.0370 |
3.3% |
0.0120 |
1.1% |
35% |
False |
False |
130,953 |
| 40 |
1.1730 |
1.0873 |
0.0857 |
7.6% |
0.0127 |
1.1% |
42% |
False |
False |
66,687 |
| 60 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0122 |
1.1% |
45% |
False |
False |
44,741 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0126 |
1.1% |
45% |
False |
False |
33,657 |
| 100 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0125 |
1.1% |
45% |
False |
False |
26,958 |
| 120 |
1.1730 |
1.0570 |
0.1160 |
10.3% |
0.0122 |
1.1% |
57% |
False |
False |
22,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1872 |
|
2.618 |
1.1657 |
|
1.618 |
1.1525 |
|
1.000 |
1.1443 |
|
0.618 |
1.1393 |
|
HIGH |
1.1311 |
|
0.618 |
1.1261 |
|
0.500 |
1.1245 |
|
0.382 |
1.1229 |
|
LOW |
1.1179 |
|
0.618 |
1.1097 |
|
1.000 |
1.1047 |
|
1.618 |
1.0965 |
|
2.618 |
1.0833 |
|
4.250 |
1.0618 |
|
|
| Fisher Pivots for day following 24-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1245 |
1.1228 |
| PP |
1.1241 |
1.1222 |
| S1 |
1.1238 |
1.1216 |
|