CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 11-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2015 |
11-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1255 |
1.1335 |
0.0080 |
0.7% |
1.1177 |
| High |
1.1332 |
1.1387 |
0.0055 |
0.5% |
1.1387 |
| Low |
1.1220 |
1.1296 |
0.0076 |
0.7% |
1.1169 |
| Close |
1.1324 |
1.1375 |
0.0051 |
0.5% |
1.1375 |
| Range |
0.0112 |
0.0091 |
-0.0021 |
-18.8% |
0.0218 |
| ATR |
0.0122 |
0.0120 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
201 |
93 |
-108 |
-53.7% |
705 |
|
| Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1626 |
1.1591 |
1.1425 |
|
| R3 |
1.1535 |
1.1500 |
1.1400 |
|
| R2 |
1.1444 |
1.1444 |
1.1392 |
|
| R1 |
1.1409 |
1.1409 |
1.1383 |
1.1427 |
| PP |
1.1353 |
1.1353 |
1.1353 |
1.1361 |
| S1 |
1.1318 |
1.1318 |
1.1367 |
1.1336 |
| S2 |
1.1262 |
1.1262 |
1.1358 |
|
| S3 |
1.1171 |
1.1227 |
1.1350 |
|
| S4 |
1.1080 |
1.1136 |
1.1325 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1964 |
1.1888 |
1.1495 |
|
| R3 |
1.1746 |
1.1670 |
1.1435 |
|
| R2 |
1.1528 |
1.1528 |
1.1415 |
|
| R1 |
1.1452 |
1.1452 |
1.1395 |
1.1490 |
| PP |
1.1310 |
1.1310 |
1.1310 |
1.1330 |
| S1 |
1.1234 |
1.1234 |
1.1355 |
1.1272 |
| S2 |
1.1092 |
1.1092 |
1.1335 |
|
| S3 |
1.0874 |
1.1016 |
1.1315 |
|
| S4 |
1.0656 |
1.0798 |
1.1255 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1387 |
1.1135 |
0.0252 |
2.2% |
0.0089 |
0.8% |
95% |
True |
False |
202 |
| 10 |
1.1387 |
1.1130 |
0.0257 |
2.3% |
0.0103 |
0.9% |
95% |
True |
False |
167 |
| 20 |
1.1749 |
1.1063 |
0.0686 |
6.0% |
0.0127 |
1.1% |
45% |
False |
False |
177 |
| 40 |
1.1749 |
1.0860 |
0.0889 |
7.8% |
0.0110 |
1.0% |
58% |
False |
False |
132 |
| 60 |
1.1749 |
1.0860 |
0.0889 |
7.8% |
0.0104 |
0.9% |
58% |
False |
False |
104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1774 |
|
2.618 |
1.1625 |
|
1.618 |
1.1534 |
|
1.000 |
1.1478 |
|
0.618 |
1.1443 |
|
HIGH |
1.1387 |
|
0.618 |
1.1352 |
|
0.500 |
1.1342 |
|
0.382 |
1.1331 |
|
LOW |
1.1296 |
|
0.618 |
1.1240 |
|
1.000 |
1.1205 |
|
1.618 |
1.1149 |
|
2.618 |
1.1058 |
|
4.250 |
1.0909 |
|
|
| Fisher Pivots for day following 11-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1364 |
1.1343 |
| PP |
1.1353 |
1.1312 |
| S1 |
1.1342 |
1.1280 |
|