CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 29-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2015 |
29-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1206 |
1.1256 |
0.0050 |
0.4% |
1.1304 |
| High |
1.1262 |
1.1295 |
0.0033 |
0.3% |
1.1347 |
| Low |
1.1160 |
1.1207 |
0.0047 |
0.4% |
1.1120 |
| Close |
1.1244 |
1.1272 |
0.0028 |
0.2% |
1.1203 |
| Range |
0.0102 |
0.0088 |
-0.0014 |
-13.7% |
0.0227 |
| ATR |
0.0125 |
0.0122 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
193,403 |
209,876 |
16,473 |
8.5% |
1,082,906 |
|
| Daily Pivots for day following 29-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1522 |
1.1485 |
1.1320 |
|
| R3 |
1.1434 |
1.1397 |
1.1296 |
|
| R2 |
1.1346 |
1.1346 |
1.1288 |
|
| R1 |
1.1309 |
1.1309 |
1.1280 |
1.1328 |
| PP |
1.1258 |
1.1258 |
1.1258 |
1.1267 |
| S1 |
1.1221 |
1.1221 |
1.1264 |
1.1240 |
| S2 |
1.1170 |
1.1170 |
1.1256 |
|
| S3 |
1.1082 |
1.1133 |
1.1248 |
|
| S4 |
1.0994 |
1.1045 |
1.1224 |
|
|
| 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 |
1.1311 |
1.1120 |
0.0191 |
1.7% |
0.0106 |
0.9% |
80% |
False |
False |
217,471 |
| 10 |
1.1476 |
1.1120 |
0.0356 |
3.2% |
0.0123 |
1.1% |
43% |
False |
False |
217,133 |
| 20 |
1.1476 |
1.1106 |
0.0370 |
3.3% |
0.0114 |
1.0% |
45% |
False |
False |
161,132 |
| 40 |
1.1730 |
1.0873 |
0.0857 |
7.6% |
0.0126 |
1.1% |
47% |
False |
False |
82,110 |
| 60 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0121 |
1.1% |
49% |
False |
False |
55,046 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0122 |
1.1% |
49% |
False |
False |
41,389 |
| 100 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0123 |
1.1% |
49% |
False |
False |
33,151 |
| 120 |
1.1730 |
1.0570 |
0.1160 |
10.3% |
0.0122 |
1.1% |
61% |
False |
False |
27,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1669 |
|
2.618 |
1.1525 |
|
1.618 |
1.1437 |
|
1.000 |
1.1383 |
|
0.618 |
1.1349 |
|
HIGH |
1.1295 |
|
0.618 |
1.1261 |
|
0.500 |
1.1251 |
|
0.382 |
1.1241 |
|
LOW |
1.1207 |
|
0.618 |
1.1153 |
|
1.000 |
1.1119 |
|
1.618 |
1.1065 |
|
2.618 |
1.0977 |
|
4.250 |
1.0833 |
|
|
| Fisher Pivots for day following 29-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1265 |
1.1252 |
| PP |
1.1258 |
1.1232 |
| S1 |
1.1251 |
1.1213 |
|