CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 02-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2015 |
02-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1315 |
1.1303 |
-0.0012 |
-0.1% |
1.1431 |
| High |
1.1364 |
1.1343 |
-0.0021 |
-0.2% |
1.1749 |
| Low |
1.1256 |
1.1262 |
0.0006 |
0.1% |
1.1196 |
| Close |
1.1334 |
1.1279 |
-0.0055 |
-0.5% |
1.1223 |
| Range |
0.0108 |
0.0081 |
-0.0027 |
-25.0% |
0.0553 |
| ATR |
0.0135 |
0.0131 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
61 |
302 |
241 |
395.1% |
966 |
|
| Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1538 |
1.1489 |
1.1324 |
|
| R3 |
1.1457 |
1.1408 |
1.1301 |
|
| R2 |
1.1376 |
1.1376 |
1.1294 |
|
| R1 |
1.1327 |
1.1327 |
1.1286 |
1.1311 |
| PP |
1.1295 |
1.1295 |
1.1295 |
1.1287 |
| S1 |
1.1246 |
1.1246 |
1.1272 |
1.1230 |
| S2 |
1.1214 |
1.1214 |
1.1264 |
|
| S3 |
1.1133 |
1.1165 |
1.1257 |
|
| S4 |
1.1052 |
1.1084 |
1.1234 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3048 |
1.2689 |
1.1527 |
|
| R3 |
1.2495 |
1.2136 |
1.1375 |
|
| R2 |
1.1942 |
1.1942 |
1.1324 |
|
| R1 |
1.1583 |
1.1583 |
1.1274 |
1.1486 |
| PP |
1.1389 |
1.1389 |
1.1389 |
1.1341 |
| S1 |
1.1030 |
1.1030 |
1.1172 |
1.0933 |
| S2 |
1.0836 |
1.0836 |
1.1122 |
|
| S3 |
1.0283 |
1.0477 |
1.1071 |
|
| S4 |
0.9730 |
0.9924 |
1.0919 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1400 |
1.1196 |
0.0204 |
1.8% |
0.0113 |
1.0% |
41% |
False |
False |
120 |
| 10 |
1.1749 |
1.1152 |
0.0597 |
5.3% |
0.0161 |
1.4% |
21% |
False |
False |
159 |
| 20 |
1.1749 |
1.0908 |
0.0841 |
7.5% |
0.0127 |
1.1% |
44% |
False |
False |
147 |
| 40 |
1.1749 |
1.0860 |
0.0889 |
7.9% |
0.0110 |
1.0% |
47% |
False |
False |
113 |
| 60 |
1.1749 |
1.0860 |
0.0889 |
7.9% |
0.0099 |
0.9% |
47% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1687 |
|
2.618 |
1.1555 |
|
1.618 |
1.1474 |
|
1.000 |
1.1424 |
|
0.618 |
1.1393 |
|
HIGH |
1.1343 |
|
0.618 |
1.1312 |
|
0.500 |
1.1303 |
|
0.382 |
1.1293 |
|
LOW |
1.1262 |
|
0.618 |
1.1212 |
|
1.000 |
1.1181 |
|
1.618 |
1.1131 |
|
2.618 |
1.1050 |
|
4.250 |
1.0918 |
|
|
| Fisher Pivots for day following 02-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1303 |
1.1291 |
| PP |
1.1295 |
1.1287 |
| S1 |
1.1287 |
1.1283 |
|