CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 03-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2015 |
03-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1303 |
1.1270 |
-0.0033 |
-0.3% |
1.1431 |
| High |
1.1343 |
1.1298 |
-0.0045 |
-0.4% |
1.1749 |
| Low |
1.1262 |
1.1130 |
-0.0132 |
-1.2% |
1.1196 |
| Close |
1.1279 |
1.1155 |
-0.0124 |
-1.1% |
1.1223 |
| Range |
0.0081 |
0.0168 |
0.0087 |
107.4% |
0.0553 |
| ATR |
0.0131 |
0.0133 |
0.0003 |
2.0% |
0.0000 |
| Volume |
302 |
202 |
-100 |
-33.1% |
966 |
|
| Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1698 |
1.1595 |
1.1247 |
|
| R3 |
1.1530 |
1.1427 |
1.1201 |
|
| R2 |
1.1362 |
1.1362 |
1.1186 |
|
| R1 |
1.1259 |
1.1259 |
1.1170 |
1.1227 |
| PP |
1.1194 |
1.1194 |
1.1194 |
1.1178 |
| S1 |
1.1091 |
1.1091 |
1.1140 |
1.1059 |
| S2 |
1.1026 |
1.1026 |
1.1124 |
|
| S3 |
1.0858 |
1.0923 |
1.1109 |
|
| S4 |
1.0690 |
1.0755 |
1.1063 |
|
|
| 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 |
1.1364 |
1.1130 |
0.0234 |
2.1% |
0.0116 |
1.0% |
11% |
False |
True |
132 |
| 10 |
1.1749 |
1.1130 |
0.0619 |
5.5% |
0.0165 |
1.5% |
4% |
False |
True |
167 |
| 20 |
1.1749 |
1.0908 |
0.0841 |
7.5% |
0.0133 |
1.2% |
29% |
False |
False |
150 |
| 40 |
1.1749 |
1.0860 |
0.0889 |
8.0% |
0.0113 |
1.0% |
33% |
False |
False |
117 |
| 60 |
1.1749 |
1.0860 |
0.0889 |
8.0% |
0.0101 |
0.9% |
33% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2012 |
|
2.618 |
1.1738 |
|
1.618 |
1.1570 |
|
1.000 |
1.1466 |
|
0.618 |
1.1402 |
|
HIGH |
1.1298 |
|
0.618 |
1.1234 |
|
0.500 |
1.1214 |
|
0.382 |
1.1194 |
|
LOW |
1.1130 |
|
0.618 |
1.1026 |
|
1.000 |
1.0962 |
|
1.618 |
1.0858 |
|
2.618 |
1.0690 |
|
4.250 |
1.0416 |
|
|
| Fisher Pivots for day following 03-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1214 |
1.1247 |
| PP |
1.1194 |
1.1216 |
| S1 |
1.1175 |
1.1186 |
|