CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 15-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2015 |
15-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1387 |
1.1350 |
-0.0037 |
-0.3% |
1.1177 |
| High |
1.1403 |
1.1368 |
-0.0035 |
-0.3% |
1.1387 |
| Low |
1.1325 |
1.1300 |
-0.0025 |
-0.2% |
1.1169 |
| Close |
1.1354 |
1.1313 |
-0.0041 |
-0.4% |
1.1375 |
| Range |
0.0078 |
0.0068 |
-0.0010 |
-12.8% |
0.0218 |
| ATR |
0.0117 |
0.0114 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
116 |
245 |
129 |
111.2% |
705 |
|
| Daily Pivots for day following 15-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1531 |
1.1490 |
1.1350 |
|
| R3 |
1.1463 |
1.1422 |
1.1332 |
|
| R2 |
1.1395 |
1.1395 |
1.1325 |
|
| R1 |
1.1354 |
1.1354 |
1.1319 |
1.1341 |
| PP |
1.1327 |
1.1327 |
1.1327 |
1.1320 |
| S1 |
1.1286 |
1.1286 |
1.1307 |
1.1273 |
| S2 |
1.1259 |
1.1259 |
1.1301 |
|
| S3 |
1.1191 |
1.1218 |
1.1294 |
|
| S4 |
1.1123 |
1.1150 |
1.1276 |
|
|
| 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 |
1.1173 |
0.0230 |
2.0% |
0.0086 |
0.8% |
61% |
False |
False |
181 |
| 10 |
1.1403 |
1.1130 |
0.0273 |
2.4% |
0.0095 |
0.8% |
67% |
False |
False |
193 |
| 20 |
1.1749 |
1.1063 |
0.0686 |
6.1% |
0.0127 |
1.1% |
36% |
False |
False |
173 |
| 40 |
1.1749 |
1.0860 |
0.0889 |
7.9% |
0.0111 |
1.0% |
51% |
False |
False |
140 |
| 60 |
1.1749 |
1.0860 |
0.0889 |
7.9% |
0.0104 |
0.9% |
51% |
False |
False |
108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1657 |
|
2.618 |
1.1546 |
|
1.618 |
1.1478 |
|
1.000 |
1.1436 |
|
0.618 |
1.1410 |
|
HIGH |
1.1368 |
|
0.618 |
1.1342 |
|
0.500 |
1.1334 |
|
0.382 |
1.1326 |
|
LOW |
1.1300 |
|
0.618 |
1.1258 |
|
1.000 |
1.1232 |
|
1.618 |
1.1190 |
|
2.618 |
1.1122 |
|
4.250 |
1.1011 |
|
|
| Fisher Pivots for day following 15-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1334 |
1.1350 |
| PP |
1.1327 |
1.1337 |
| S1 |
1.1320 |
1.1325 |
|