CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 04-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2015 |
04-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1270 |
1.1162 |
-0.0108 |
-1.0% |
1.1229 |
| High |
1.1298 |
1.1208 |
-0.0090 |
-0.8% |
1.1364 |
| Low |
1.1130 |
1.1135 |
0.0005 |
0.0% |
1.1130 |
| Close |
1.1155 |
1.1188 |
0.0033 |
0.3% |
1.1188 |
| Range |
0.0168 |
0.0073 |
-0.0095 |
-56.5% |
0.0234 |
| ATR |
0.0133 |
0.0129 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
202 |
307 |
105 |
52.0% |
895 |
|
| Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1396 |
1.1365 |
1.1228 |
|
| R3 |
1.1323 |
1.1292 |
1.1208 |
|
| R2 |
1.1250 |
1.1250 |
1.1201 |
|
| R1 |
1.1219 |
1.1219 |
1.1195 |
1.1235 |
| PP |
1.1177 |
1.1177 |
1.1177 |
1.1185 |
| S1 |
1.1146 |
1.1146 |
1.1181 |
1.1162 |
| S2 |
1.1104 |
1.1104 |
1.1175 |
|
| S3 |
1.1031 |
1.1073 |
1.1168 |
|
| S4 |
1.0958 |
1.1000 |
1.1148 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1929 |
1.1793 |
1.1317 |
|
| R3 |
1.1695 |
1.1559 |
1.1252 |
|
| R2 |
1.1461 |
1.1461 |
1.1231 |
|
| R1 |
1.1325 |
1.1325 |
1.1209 |
1.1276 |
| PP |
1.1227 |
1.1227 |
1.1227 |
1.1203 |
| S1 |
1.1091 |
1.1091 |
1.1167 |
1.1042 |
| S2 |
1.0993 |
1.0993 |
1.1145 |
|
| S3 |
1.0759 |
1.0857 |
1.1124 |
|
| S4 |
1.0525 |
1.0623 |
1.1059 |
|
|
| 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% |
0.0102 |
0.9% |
25% |
False |
False |
179 |
| 10 |
1.1749 |
1.1130 |
0.0619 |
5.5% |
0.0158 |
1.4% |
9% |
False |
False |
186 |
| 20 |
1.1749 |
1.0973 |
0.0776 |
6.9% |
0.0131 |
1.2% |
28% |
False |
False |
162 |
| 40 |
1.1749 |
1.0860 |
0.0889 |
7.9% |
0.0113 |
1.0% |
37% |
False |
False |
119 |
| 60 |
1.1749 |
1.0860 |
0.0889 |
7.9% |
0.0102 |
0.9% |
37% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1518 |
|
2.618 |
1.1399 |
|
1.618 |
1.1326 |
|
1.000 |
1.1281 |
|
0.618 |
1.1253 |
|
HIGH |
1.1208 |
|
0.618 |
1.1180 |
|
0.500 |
1.1172 |
|
0.382 |
1.1163 |
|
LOW |
1.1135 |
|
0.618 |
1.1090 |
|
1.000 |
1.1062 |
|
1.618 |
1.1017 |
|
2.618 |
1.0944 |
|
4.250 |
1.0825 |
|
|
| Fisher Pivots for day following 04-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1183 |
1.1237 |
| PP |
1.1177 |
1.1220 |
| S1 |
1.1172 |
1.1204 |
|