CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 22-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2015 |
22-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1346 |
1.1231 |
-0.0115 |
-1.0% |
1.1387 |
| High |
1.1366 |
1.1244 |
-0.0122 |
-1.1% |
1.1497 |
| Low |
1.1221 |
1.1152 |
-0.0069 |
-0.6% |
1.1256 |
| Close |
1.1228 |
1.1169 |
-0.0059 |
-0.5% |
1.1389 |
| Range |
0.0145 |
0.0092 |
-0.0053 |
-36.6% |
0.0241 |
| ATR |
0.0125 |
0.0123 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
255 |
228 |
-27 |
-10.6% |
1,611 |
|
| Daily Pivots for day following 22-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1464 |
1.1409 |
1.1220 |
|
| R3 |
1.1372 |
1.1317 |
1.1194 |
|
| R2 |
1.1280 |
1.1280 |
1.1186 |
|
| R1 |
1.1225 |
1.1225 |
1.1177 |
1.1207 |
| PP |
1.1188 |
1.1188 |
1.1188 |
1.1179 |
| S1 |
1.1133 |
1.1133 |
1.1161 |
1.1115 |
| S2 |
1.1096 |
1.1096 |
1.1152 |
|
| S3 |
1.1004 |
1.1041 |
1.1144 |
|
| S4 |
1.0912 |
1.0949 |
1.1118 |
|
|
| 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 |
1.1152 |
0.0345 |
3.1% |
0.0137 |
1.2% |
5% |
False |
True |
346 |
| 10 |
1.1497 |
1.1152 |
0.0345 |
3.1% |
0.0111 |
1.0% |
5% |
False |
True |
264 |
| 20 |
1.1630 |
1.1130 |
0.0500 |
4.5% |
0.0123 |
1.1% |
8% |
False |
False |
217 |
| 40 |
1.1749 |
1.0893 |
0.0856 |
7.7% |
0.0115 |
1.0% |
32% |
False |
False |
178 |
| 60 |
1.1749 |
1.0860 |
0.0889 |
8.0% |
0.0110 |
1.0% |
35% |
False |
False |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1635 |
|
2.618 |
1.1485 |
|
1.618 |
1.1393 |
|
1.000 |
1.1336 |
|
0.618 |
1.1301 |
|
HIGH |
1.1244 |
|
0.618 |
1.1209 |
|
0.500 |
1.1198 |
|
0.382 |
1.1187 |
|
LOW |
1.1152 |
|
0.618 |
1.1095 |
|
1.000 |
1.1060 |
|
1.618 |
1.1003 |
|
2.618 |
1.0911 |
|
4.250 |
1.0761 |
|
|
| Fisher Pivots for day following 22-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1198 |
1.1325 |
| PP |
1.1188 |
1.1273 |
| S1 |
1.1179 |
1.1221 |
|