CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 09-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2015 |
09-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1177 |
1.1232 |
0.0055 |
0.5% |
1.1229 |
| High |
1.1259 |
1.1253 |
-0.0006 |
-0.1% |
1.1364 |
| Low |
1.1169 |
1.1173 |
0.0004 |
0.0% |
1.1130 |
| Close |
1.1225 |
1.1236 |
0.0011 |
0.1% |
1.1188 |
| Range |
0.0090 |
0.0080 |
-0.0010 |
-11.1% |
0.0234 |
| ATR |
0.0126 |
0.0123 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
159 |
252 |
93 |
58.5% |
895 |
|
| Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1461 |
1.1428 |
1.1280 |
|
| R3 |
1.1381 |
1.1348 |
1.1258 |
|
| R2 |
1.1301 |
1.1301 |
1.1251 |
|
| R1 |
1.1268 |
1.1268 |
1.1243 |
1.1285 |
| PP |
1.1221 |
1.1221 |
1.1221 |
1.1229 |
| S1 |
1.1188 |
1.1188 |
1.1229 |
1.1205 |
| S2 |
1.1141 |
1.1141 |
1.1221 |
|
| S3 |
1.1061 |
1.1108 |
1.1214 |
|
| S4 |
1.0981 |
1.1028 |
1.1192 |
|
|
| 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 |
1.1343 |
1.1130 |
0.0213 |
1.9% |
0.0098 |
0.9% |
50% |
False |
False |
244 |
| 10 |
1.1597 |
1.1130 |
0.0467 |
4.2% |
0.0124 |
1.1% |
23% |
False |
False |
179 |
| 20 |
1.1749 |
1.1063 |
0.0686 |
6.1% |
0.0128 |
1.1% |
25% |
False |
False |
172 |
| 40 |
1.1749 |
1.0860 |
0.0889 |
7.9% |
0.0110 |
1.0% |
42% |
False |
False |
127 |
| 60 |
1.1749 |
1.0860 |
0.0889 |
7.9% |
0.0102 |
0.9% |
42% |
False |
False |
100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1593 |
|
2.618 |
1.1462 |
|
1.618 |
1.1382 |
|
1.000 |
1.1333 |
|
0.618 |
1.1302 |
|
HIGH |
1.1253 |
|
0.618 |
1.1222 |
|
0.500 |
1.1213 |
|
0.382 |
1.1204 |
|
LOW |
1.1173 |
|
0.618 |
1.1124 |
|
1.000 |
1.1093 |
|
1.618 |
1.1044 |
|
2.618 |
1.0964 |
|
4.250 |
1.0833 |
|
|
| Fisher Pivots for day following 09-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1228 |
1.1223 |
| PP |
1.1221 |
1.1210 |
| S1 |
1.1213 |
1.1197 |
|