CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 17-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2015 |
17-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1336 |
1.1351 |
0.0015 |
0.1% |
1.1177 |
| High |
1.1361 |
1.1477 |
0.0116 |
1.0% |
1.1387 |
| Low |
1.1256 |
1.1326 |
0.0070 |
0.6% |
1.1169 |
| Close |
1.1317 |
1.1435 |
0.0118 |
1.0% |
1.1375 |
| Range |
0.0105 |
0.0151 |
0.0046 |
43.8% |
0.0218 |
| ATR |
0.0113 |
0.0116 |
0.0003 |
3.0% |
0.0000 |
| Volume |
226 |
601 |
375 |
165.9% |
705 |
|
| Daily Pivots for day following 17-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1866 |
1.1801 |
1.1518 |
|
| R3 |
1.1715 |
1.1650 |
1.1477 |
|
| R2 |
1.1564 |
1.1564 |
1.1463 |
|
| R1 |
1.1499 |
1.1499 |
1.1449 |
1.1532 |
| PP |
1.1413 |
1.1413 |
1.1413 |
1.1429 |
| S1 |
1.1348 |
1.1348 |
1.1421 |
1.1381 |
| S2 |
1.1262 |
1.1262 |
1.1407 |
|
| S3 |
1.1111 |
1.1197 |
1.1393 |
|
| S4 |
1.0960 |
1.1046 |
1.1352 |
|
|
| 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 |
1.1477 |
1.1256 |
0.0221 |
1.9% |
0.0099 |
0.9% |
81% |
True |
False |
256 |
| 10 |
1.1477 |
1.1130 |
0.0347 |
3.0% |
0.0102 |
0.9% |
88% |
True |
False |
240 |
| 20 |
1.1749 |
1.1130 |
0.0619 |
5.4% |
0.0131 |
1.1% |
49% |
False |
False |
199 |
| 40 |
1.1749 |
1.0893 |
0.0856 |
7.5% |
0.0111 |
1.0% |
63% |
False |
False |
158 |
| 60 |
1.1749 |
1.0860 |
0.0889 |
7.8% |
0.0105 |
0.9% |
65% |
False |
False |
122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2119 |
|
2.618 |
1.1872 |
|
1.618 |
1.1721 |
|
1.000 |
1.1628 |
|
0.618 |
1.1570 |
|
HIGH |
1.1477 |
|
0.618 |
1.1419 |
|
0.500 |
1.1402 |
|
0.382 |
1.1384 |
|
LOW |
1.1326 |
|
0.618 |
1.1233 |
|
1.000 |
1.1175 |
|
1.618 |
1.1082 |
|
2.618 |
1.0931 |
|
4.250 |
1.0684 |
|
|
| Fisher Pivots for day following 17-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1424 |
1.1412 |
| PP |
1.1413 |
1.1389 |
| S1 |
1.1402 |
1.1367 |
|