CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 28-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2015 |
28-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1199 |
1.1230 |
0.0031 |
0.3% |
1.1346 |
| High |
1.1248 |
1.1282 |
0.0034 |
0.3% |
1.1366 |
| Low |
1.1154 |
1.1183 |
0.0029 |
0.3% |
1.1141 |
| Close |
1.1225 |
1.1266 |
0.0041 |
0.4% |
1.1225 |
| Range |
0.0094 |
0.0099 |
0.0005 |
5.3% |
0.0225 |
| ATR |
0.0121 |
0.0119 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
386 |
165 |
-221 |
-57.3% |
1,719 |
|
| Daily Pivots for day following 28-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1541 |
1.1502 |
1.1320 |
|
| R3 |
1.1442 |
1.1403 |
1.1293 |
|
| R2 |
1.1343 |
1.1343 |
1.1284 |
|
| R1 |
1.1304 |
1.1304 |
1.1275 |
1.1324 |
| PP |
1.1244 |
1.1244 |
1.1244 |
1.1253 |
| S1 |
1.1205 |
1.1205 |
1.1257 |
1.1225 |
| S2 |
1.1145 |
1.1145 |
1.1248 |
|
| S3 |
1.1046 |
1.1106 |
1.1239 |
|
| S4 |
1.0947 |
1.1007 |
1.1212 |
|
|
| 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 |
1.1332 |
1.1141 |
0.0191 |
1.7% |
0.0105 |
0.9% |
65% |
False |
False |
325 |
| 10 |
1.1497 |
1.1141 |
0.0356 |
3.2% |
0.0118 |
1.0% |
35% |
False |
False |
337 |
| 20 |
1.1497 |
1.1130 |
0.0367 |
3.3% |
0.0107 |
1.0% |
37% |
False |
False |
254 |
| 40 |
1.1749 |
1.0893 |
0.0856 |
7.6% |
0.0116 |
1.0% |
44% |
False |
False |
202 |
| 60 |
1.1749 |
1.0860 |
0.0889 |
7.9% |
0.0110 |
1.0% |
46% |
False |
False |
157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1703 |
|
2.618 |
1.1541 |
|
1.618 |
1.1442 |
|
1.000 |
1.1381 |
|
0.618 |
1.1343 |
|
HIGH |
1.1282 |
|
0.618 |
1.1244 |
|
0.500 |
1.1233 |
|
0.382 |
1.1221 |
|
LOW |
1.1183 |
|
0.618 |
1.1122 |
|
1.000 |
1.1084 |
|
1.618 |
1.1023 |
|
2.618 |
1.0924 |
|
4.250 |
1.0762 |
|
|
| Fisher Pivots for day following 28-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1255 |
1.1258 |
| PP |
1.1244 |
1.1251 |
| S1 |
1.1233 |
1.1243 |
|