CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 10-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2015 |
10-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1232 |
1.1255 |
0.0023 |
0.2% |
1.1229 |
| High |
1.1253 |
1.1332 |
0.0079 |
0.7% |
1.1364 |
| Low |
1.1173 |
1.1220 |
0.0047 |
0.4% |
1.1130 |
| Close |
1.1236 |
1.1324 |
0.0088 |
0.8% |
1.1188 |
| Range |
0.0080 |
0.0112 |
0.0032 |
40.0% |
0.0234 |
| ATR |
0.0123 |
0.0122 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
252 |
201 |
-51 |
-20.2% |
895 |
|
| Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1628 |
1.1588 |
1.1386 |
|
| R3 |
1.1516 |
1.1476 |
1.1355 |
|
| R2 |
1.1404 |
1.1404 |
1.1345 |
|
| R1 |
1.1364 |
1.1364 |
1.1334 |
1.1384 |
| PP |
1.1292 |
1.1292 |
1.1292 |
1.1302 |
| S1 |
1.1252 |
1.1252 |
1.1314 |
1.1272 |
| S2 |
1.1180 |
1.1180 |
1.1303 |
|
| S3 |
1.1068 |
1.1140 |
1.1293 |
|
| S4 |
1.0956 |
1.1028 |
1.1262 |
|
|
| 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 |
1.1332 |
1.1130 |
0.0202 |
1.8% |
0.0105 |
0.9% |
96% |
True |
False |
224 |
| 10 |
1.1400 |
1.1130 |
0.0270 |
2.4% |
0.0109 |
1.0% |
72% |
False |
False |
172 |
| 20 |
1.1749 |
1.1063 |
0.0686 |
6.1% |
0.0128 |
1.1% |
38% |
False |
False |
178 |
| 40 |
1.1749 |
1.0860 |
0.0889 |
7.9% |
0.0110 |
1.0% |
52% |
False |
False |
131 |
| 60 |
1.1749 |
1.0860 |
0.0889 |
7.9% |
0.0104 |
0.9% |
52% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1808 |
|
2.618 |
1.1625 |
|
1.618 |
1.1513 |
|
1.000 |
1.1444 |
|
0.618 |
1.1401 |
|
HIGH |
1.1332 |
|
0.618 |
1.1289 |
|
0.500 |
1.1276 |
|
0.382 |
1.1263 |
|
LOW |
1.1220 |
|
0.618 |
1.1151 |
|
1.000 |
1.1108 |
|
1.618 |
1.1039 |
|
2.618 |
1.0927 |
|
4.250 |
1.0744 |
|
|
| Fisher Pivots for day following 10-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1308 |
1.1300 |
| PP |
1.1292 |
1.1275 |
| S1 |
1.1276 |
1.1251 |
|