CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 25-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2015 |
25-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1201 |
1.1192 |
-0.0009 |
-0.1% |
1.1304 |
| High |
1.1311 |
1.1227 |
-0.0084 |
-0.7% |
1.1347 |
| Low |
1.1179 |
1.1130 |
-0.0049 |
-0.4% |
1.1120 |
| Close |
1.1234 |
1.1203 |
-0.0031 |
-0.3% |
1.1203 |
| Range |
0.0132 |
0.0097 |
-0.0035 |
-26.5% |
0.0227 |
| ATR |
0.0128 |
0.0127 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
244,478 |
216,443 |
-28,035 |
-11.5% |
1,082,906 |
|
| Daily Pivots for day following 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1478 |
1.1437 |
1.1256 |
|
| R3 |
1.1381 |
1.1340 |
1.1230 |
|
| R2 |
1.1284 |
1.1284 |
1.1221 |
|
| R1 |
1.1243 |
1.1243 |
1.1212 |
1.1264 |
| PP |
1.1187 |
1.1187 |
1.1187 |
1.1197 |
| S1 |
1.1146 |
1.1146 |
1.1194 |
1.1167 |
| S2 |
1.1090 |
1.1090 |
1.1185 |
|
| S3 |
1.0993 |
1.1049 |
1.1176 |
|
| S4 |
1.0896 |
1.0952 |
1.1150 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1904 |
1.1781 |
1.1328 |
|
| R3 |
1.1677 |
1.1554 |
1.1265 |
|
| R2 |
1.1450 |
1.1450 |
1.1245 |
|
| R1 |
1.1327 |
1.1327 |
1.1224 |
1.1275 |
| PP |
1.1223 |
1.1223 |
1.1223 |
1.1198 |
| S1 |
1.1100 |
1.1100 |
1.1182 |
1.1048 |
| S2 |
1.0996 |
1.0996 |
1.1161 |
|
| S3 |
1.0769 |
1.0873 |
1.1141 |
|
| S4 |
1.0542 |
1.0646 |
1.1078 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1347 |
1.1120 |
0.0227 |
2.0% |
0.0117 |
1.0% |
37% |
False |
False |
216,581 |
| 10 |
1.1476 |
1.1120 |
0.0356 |
3.2% |
0.0120 |
1.1% |
23% |
False |
False |
207,786 |
| 20 |
1.1476 |
1.1106 |
0.0370 |
3.3% |
0.0117 |
1.0% |
26% |
False |
False |
141,522 |
| 40 |
1.1730 |
1.0873 |
0.0857 |
7.6% |
0.0127 |
1.1% |
39% |
False |
False |
72,084 |
| 60 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0122 |
1.1% |
41% |
False |
False |
48,335 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0124 |
1.1% |
41% |
False |
False |
36,356 |
| 100 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0124 |
1.1% |
41% |
False |
False |
29,122 |
| 120 |
1.1730 |
1.0570 |
0.1160 |
10.4% |
0.0122 |
1.1% |
55% |
False |
False |
24,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1639 |
|
2.618 |
1.1481 |
|
1.618 |
1.1384 |
|
1.000 |
1.1324 |
|
0.618 |
1.1287 |
|
HIGH |
1.1227 |
|
0.618 |
1.1190 |
|
0.500 |
1.1179 |
|
0.382 |
1.1167 |
|
LOW |
1.1130 |
|
0.618 |
1.1070 |
|
1.000 |
1.1033 |
|
1.618 |
1.0973 |
|
2.618 |
1.0876 |
|
4.250 |
1.0718 |
|
|
| Fisher Pivots for day following 25-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1195 |
1.1216 |
| PP |
1.1187 |
1.1211 |
| S1 |
1.1179 |
1.1207 |
|