CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 14-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2015 |
14-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1335 |
1.1387 |
0.0052 |
0.5% |
1.1177 |
| High |
1.1387 |
1.1403 |
0.0016 |
0.1% |
1.1387 |
| Low |
1.1296 |
1.1325 |
0.0029 |
0.3% |
1.1169 |
| Close |
1.1375 |
1.1354 |
-0.0021 |
-0.2% |
1.1375 |
| Range |
0.0091 |
0.0078 |
-0.0013 |
-14.3% |
0.0218 |
| ATR |
0.0120 |
0.0117 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
93 |
116 |
23 |
24.7% |
705 |
|
| Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1595 |
1.1552 |
1.1397 |
|
| R3 |
1.1517 |
1.1474 |
1.1375 |
|
| R2 |
1.1439 |
1.1439 |
1.1368 |
|
| R1 |
1.1396 |
1.1396 |
1.1361 |
1.1379 |
| PP |
1.1361 |
1.1361 |
1.1361 |
1.1352 |
| S1 |
1.1318 |
1.1318 |
1.1347 |
1.1301 |
| S2 |
1.1283 |
1.1283 |
1.1340 |
|
| S3 |
1.1205 |
1.1240 |
1.1333 |
|
| S4 |
1.1127 |
1.1162 |
1.1311 |
|
|
| 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 |
1.1403 |
1.1169 |
0.0234 |
2.1% |
0.0090 |
0.8% |
79% |
True |
False |
164 |
| 10 |
1.1403 |
1.1130 |
0.0273 |
2.4% |
0.0096 |
0.8% |
82% |
True |
False |
171 |
| 20 |
1.1749 |
1.1063 |
0.0686 |
6.0% |
0.0127 |
1.1% |
42% |
False |
False |
170 |
| 40 |
1.1749 |
1.0860 |
0.0889 |
7.8% |
0.0110 |
1.0% |
56% |
False |
False |
135 |
| 60 |
1.1749 |
1.0860 |
0.0889 |
7.8% |
0.0104 |
0.9% |
56% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1735 |
|
2.618 |
1.1607 |
|
1.618 |
1.1529 |
|
1.000 |
1.1481 |
|
0.618 |
1.1451 |
|
HIGH |
1.1403 |
|
0.618 |
1.1373 |
|
0.500 |
1.1364 |
|
0.382 |
1.1355 |
|
LOW |
1.1325 |
|
0.618 |
1.1277 |
|
1.000 |
1.1247 |
|
1.618 |
1.1199 |
|
2.618 |
1.1121 |
|
4.250 |
1.0994 |
|
|
| Fisher Pivots for day following 14-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1364 |
1.1340 |
| PP |
1.1361 |
1.1326 |
| S1 |
1.1357 |
1.1312 |
|