CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 25-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2015 |
25-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1220 |
1.1199 |
-0.0021 |
-0.2% |
1.1346 |
| High |
1.1332 |
1.1248 |
-0.0084 |
-0.7% |
1.1366 |
| Low |
1.1203 |
1.1154 |
-0.0049 |
-0.4% |
1.1141 |
| Close |
1.1256 |
1.1225 |
-0.0031 |
-0.3% |
1.1225 |
| Range |
0.0129 |
0.0094 |
-0.0035 |
-27.1% |
0.0225 |
| ATR |
0.0122 |
0.0121 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
450 |
386 |
-64 |
-14.2% |
1,719 |
|
| Daily Pivots for day following 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1491 |
1.1452 |
1.1277 |
|
| R3 |
1.1397 |
1.1358 |
1.1251 |
|
| R2 |
1.1303 |
1.1303 |
1.1242 |
|
| R1 |
1.1264 |
1.1264 |
1.1234 |
1.1284 |
| PP |
1.1209 |
1.1209 |
1.1209 |
1.1219 |
| S1 |
1.1170 |
1.1170 |
1.1216 |
1.1190 |
| S2 |
1.1115 |
1.1115 |
1.1208 |
|
| S3 |
1.1021 |
1.1076 |
1.1199 |
|
| S4 |
1.0927 |
1.0982 |
1.1173 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1919 |
1.1797 |
1.1349 |
|
| R3 |
1.1694 |
1.1572 |
1.1287 |
|
| R2 |
1.1469 |
1.1469 |
1.1266 |
|
| R1 |
1.1347 |
1.1347 |
1.1246 |
1.1296 |
| PP |
1.1244 |
1.1244 |
1.1244 |
1.1218 |
| S1 |
1.1122 |
1.1122 |
1.1204 |
1.1071 |
| S2 |
1.1019 |
1.1019 |
1.1184 |
|
| S3 |
1.0794 |
1.0897 |
1.1163 |
|
| S4 |
1.0569 |
1.0672 |
1.1101 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1366 |
1.1141 |
0.0225 |
2.0% |
0.0114 |
1.0% |
37% |
False |
False |
343 |
| 10 |
1.1497 |
1.1141 |
0.0356 |
3.2% |
0.0116 |
1.0% |
24% |
False |
False |
333 |
| 20 |
1.1497 |
1.1130 |
0.0367 |
3.3% |
0.0109 |
1.0% |
26% |
False |
False |
250 |
| 40 |
1.1749 |
1.0893 |
0.0856 |
7.6% |
0.0118 |
1.1% |
39% |
False |
False |
200 |
| 60 |
1.1749 |
1.0860 |
0.0889 |
7.9% |
0.0109 |
1.0% |
41% |
False |
False |
154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1648 |
|
2.618 |
1.1494 |
|
1.618 |
1.1400 |
|
1.000 |
1.1342 |
|
0.618 |
1.1306 |
|
HIGH |
1.1248 |
|
0.618 |
1.1212 |
|
0.500 |
1.1201 |
|
0.382 |
1.1190 |
|
LOW |
1.1154 |
|
0.618 |
1.1096 |
|
1.000 |
1.1060 |
|
1.618 |
1.1002 |
|
2.618 |
1.0908 |
|
4.250 |
1.0755 |
|
|
| Fisher Pivots for day following 25-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1217 |
1.1237 |
| PP |
1.1209 |
1.1233 |
| S1 |
1.1201 |
1.1229 |
|