CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 29-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2015 |
29-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1230 |
1.1276 |
0.0046 |
0.4% |
1.1346 |
| High |
1.1282 |
1.1315 |
0.0033 |
0.3% |
1.1366 |
| Low |
1.1183 |
1.1230 |
0.0047 |
0.4% |
1.1141 |
| Close |
1.1266 |
1.1294 |
0.0028 |
0.2% |
1.1225 |
| Range |
0.0099 |
0.0085 |
-0.0014 |
-14.1% |
0.0225 |
| ATR |
0.0119 |
0.0117 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
165 |
246 |
81 |
49.1% |
1,719 |
|
| Daily Pivots for day following 29-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1535 |
1.1499 |
1.1341 |
|
| R3 |
1.1450 |
1.1414 |
1.1317 |
|
| R2 |
1.1365 |
1.1365 |
1.1310 |
|
| R1 |
1.1329 |
1.1329 |
1.1302 |
1.1347 |
| PP |
1.1280 |
1.1280 |
1.1280 |
1.1289 |
| S1 |
1.1244 |
1.1244 |
1.1286 |
1.1262 |
| S2 |
1.1195 |
1.1195 |
1.1278 |
|
| S3 |
1.1110 |
1.1159 |
1.1271 |
|
| S4 |
1.1025 |
1.1074 |
1.1247 |
|
|
| 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% |
0.0103 |
0.9% |
80% |
False |
False |
329 |
| 10 |
1.1497 |
1.1141 |
0.0356 |
3.2% |
0.0120 |
1.1% |
43% |
False |
False |
338 |
| 20 |
1.1497 |
1.1130 |
0.0367 |
3.2% |
0.0107 |
1.0% |
45% |
False |
False |
265 |
| 40 |
1.1749 |
1.0893 |
0.0856 |
7.6% |
0.0117 |
1.0% |
47% |
False |
False |
205 |
| 60 |
1.1749 |
1.0860 |
0.0889 |
7.9% |
0.0109 |
1.0% |
49% |
False |
False |
159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1676 |
|
2.618 |
1.1538 |
|
1.618 |
1.1453 |
|
1.000 |
1.1400 |
|
0.618 |
1.1368 |
|
HIGH |
1.1315 |
|
0.618 |
1.1283 |
|
0.500 |
1.1273 |
|
0.382 |
1.1262 |
|
LOW |
1.1230 |
|
0.618 |
1.1177 |
|
1.000 |
1.1145 |
|
1.618 |
1.1092 |
|
2.618 |
1.1007 |
|
4.250 |
1.0869 |
|
|
| Fisher Pivots for day following 29-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1287 |
1.1274 |
| PP |
1.1280 |
1.1254 |
| S1 |
1.1273 |
1.1235 |
|