CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 21-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2015 |
21-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1448 |
1.1346 |
-0.0102 |
-0.9% |
1.1387 |
| High |
1.1497 |
1.1366 |
-0.0131 |
-1.1% |
1.1497 |
| Low |
1.1307 |
1.1221 |
-0.0086 |
-0.8% |
1.1256 |
| Close |
1.1389 |
1.1228 |
-0.0161 |
-1.4% |
1.1389 |
| Range |
0.0190 |
0.0145 |
-0.0045 |
-23.7% |
0.0241 |
| ATR |
0.0122 |
0.0125 |
0.0003 |
2.7% |
0.0000 |
| Volume |
423 |
255 |
-168 |
-39.7% |
1,611 |
|
| Daily Pivots for day following 21-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1707 |
1.1612 |
1.1308 |
|
| R3 |
1.1562 |
1.1467 |
1.1268 |
|
| R2 |
1.1417 |
1.1417 |
1.1255 |
|
| R1 |
1.1322 |
1.1322 |
1.1241 |
1.1297 |
| PP |
1.1272 |
1.1272 |
1.1272 |
1.1259 |
| S1 |
1.1177 |
1.1177 |
1.1215 |
1.1152 |
| S2 |
1.1127 |
1.1127 |
1.1201 |
|
| S3 |
1.0982 |
1.1032 |
1.1188 |
|
| S4 |
1.0837 |
1.0887 |
1.1148 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2104 |
1.1987 |
1.1522 |
|
| R3 |
1.1863 |
1.1746 |
1.1455 |
|
| R2 |
1.1622 |
1.1622 |
1.1433 |
|
| R1 |
1.1505 |
1.1505 |
1.1411 |
1.1564 |
| PP |
1.1381 |
1.1381 |
1.1381 |
1.1410 |
| S1 |
1.1264 |
1.1264 |
1.1367 |
1.1323 |
| S2 |
1.1140 |
1.1140 |
1.1345 |
|
| S3 |
1.0899 |
1.1023 |
1.1323 |
|
| S4 |
1.0658 |
1.0782 |
1.1256 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1497 |
1.1221 |
0.0276 |
2.5% |
0.0132 |
1.2% |
3% |
False |
True |
350 |
| 10 |
1.1497 |
1.1169 |
0.0328 |
2.9% |
0.0111 |
1.0% |
18% |
False |
False |
257 |
| 20 |
1.1749 |
1.1130 |
0.0619 |
5.5% |
0.0135 |
1.2% |
16% |
False |
False |
221 |
| 40 |
1.1749 |
1.0893 |
0.0856 |
7.6% |
0.0117 |
1.0% |
39% |
False |
False |
173 |
| 60 |
1.1749 |
1.0860 |
0.0889 |
7.9% |
0.0109 |
1.0% |
41% |
False |
False |
131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1982 |
|
2.618 |
1.1746 |
|
1.618 |
1.1601 |
|
1.000 |
1.1511 |
|
0.618 |
1.1456 |
|
HIGH |
1.1366 |
|
0.618 |
1.1311 |
|
0.500 |
1.1294 |
|
0.382 |
1.1276 |
|
LOW |
1.1221 |
|
0.618 |
1.1131 |
|
1.000 |
1.1076 |
|
1.618 |
1.0986 |
|
2.618 |
1.0841 |
|
4.250 |
1.0605 |
|
|
| Fisher Pivots for day following 21-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1294 |
1.1359 |
| PP |
1.1272 |
1.1315 |
| S1 |
1.1250 |
1.1272 |
|