CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 23-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2015 |
23-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1231 |
1.1156 |
-0.0075 |
-0.7% |
1.1387 |
| High |
1.1244 |
1.1250 |
0.0006 |
0.1% |
1.1497 |
| Low |
1.1152 |
1.1141 |
-0.0011 |
-0.1% |
1.1256 |
| Close |
1.1169 |
1.1244 |
0.0075 |
0.7% |
1.1389 |
| Range |
0.0092 |
0.0109 |
0.0017 |
18.5% |
0.0241 |
| ATR |
0.0123 |
0.0122 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
228 |
400 |
172 |
75.4% |
1,611 |
|
| Daily Pivots for day following 23-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1539 |
1.1500 |
1.1304 |
|
| R3 |
1.1430 |
1.1391 |
1.1274 |
|
| R2 |
1.1321 |
1.1321 |
1.1264 |
|
| R1 |
1.1282 |
1.1282 |
1.1254 |
1.1302 |
| PP |
1.1212 |
1.1212 |
1.1212 |
1.1221 |
| S1 |
1.1173 |
1.1173 |
1.1234 |
1.1193 |
| S2 |
1.1103 |
1.1103 |
1.1224 |
|
| S3 |
1.0994 |
1.1064 |
1.1214 |
|
| S4 |
1.0885 |
1.0955 |
1.1184 |
|
|
| 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 |
1.1141 |
0.0356 |
3.2% |
0.0137 |
1.2% |
29% |
False |
True |
381 |
| 10 |
1.1497 |
1.1141 |
0.0356 |
3.2% |
0.0114 |
1.0% |
29% |
False |
True |
278 |
| 20 |
1.1597 |
1.1130 |
0.0467 |
4.2% |
0.0119 |
1.1% |
24% |
False |
False |
228 |
| 40 |
1.1749 |
1.0893 |
0.0856 |
7.6% |
0.0117 |
1.0% |
41% |
False |
False |
187 |
| 60 |
1.1749 |
1.0860 |
0.0889 |
7.9% |
0.0107 |
1.0% |
43% |
False |
False |
141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1713 |
|
2.618 |
1.1535 |
|
1.618 |
1.1426 |
|
1.000 |
1.1359 |
|
0.618 |
1.1317 |
|
HIGH |
1.1250 |
|
0.618 |
1.1208 |
|
0.500 |
1.1196 |
|
0.382 |
1.1183 |
|
LOW |
1.1141 |
|
0.618 |
1.1074 |
|
1.000 |
1.1032 |
|
1.618 |
1.0965 |
|
2.618 |
1.0856 |
|
4.250 |
1.0678 |
|
|
| Fisher Pivots for day following 23-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1228 |
1.1254 |
| PP |
1.1212 |
1.1250 |
| S1 |
1.1196 |
1.1247 |
|