CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 30-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2015 |
30-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1276 |
1.1290 |
0.0014 |
0.1% |
1.1346 |
| High |
1.1315 |
1.1290 |
-0.0025 |
-0.2% |
1.1366 |
| Low |
1.1230 |
1.1194 |
-0.0036 |
-0.3% |
1.1141 |
| Close |
1.1294 |
1.1201 |
-0.0093 |
-0.8% |
1.1225 |
| Range |
0.0085 |
0.0096 |
0.0011 |
12.9% |
0.0225 |
| ATR |
0.0117 |
0.0115 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
246 |
459 |
213 |
86.6% |
1,719 |
|
| Daily Pivots for day following 30-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1516 |
1.1455 |
1.1254 |
|
| R3 |
1.1420 |
1.1359 |
1.1227 |
|
| R2 |
1.1324 |
1.1324 |
1.1219 |
|
| R1 |
1.1263 |
1.1263 |
1.1210 |
1.1246 |
| PP |
1.1228 |
1.1228 |
1.1228 |
1.1220 |
| S1 |
1.1167 |
1.1167 |
1.1192 |
1.1150 |
| S2 |
1.1132 |
1.1132 |
1.1183 |
|
| S3 |
1.1036 |
1.1071 |
1.1175 |
|
| S4 |
1.0940 |
1.0975 |
1.1148 |
|
|
| 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 |
1.1154 |
0.0178 |
1.6% |
0.0101 |
0.9% |
26% |
False |
False |
341 |
| 10 |
1.1497 |
1.1141 |
0.0356 |
3.2% |
0.0119 |
1.1% |
17% |
False |
False |
361 |
| 20 |
1.1497 |
1.1130 |
0.0367 |
3.3% |
0.0107 |
1.0% |
19% |
False |
False |
285 |
| 40 |
1.1749 |
1.0893 |
0.0856 |
7.6% |
0.0117 |
1.0% |
36% |
False |
False |
213 |
| 60 |
1.1749 |
1.0860 |
0.0889 |
7.9% |
0.0109 |
1.0% |
38% |
False |
False |
166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1698 |
|
2.618 |
1.1541 |
|
1.618 |
1.1445 |
|
1.000 |
1.1386 |
|
0.618 |
1.1349 |
|
HIGH |
1.1290 |
|
0.618 |
1.1253 |
|
0.500 |
1.1242 |
|
0.382 |
1.1231 |
|
LOW |
1.1194 |
|
0.618 |
1.1135 |
|
1.000 |
1.1098 |
|
1.618 |
1.1039 |
|
2.618 |
1.0943 |
|
4.250 |
1.0786 |
|
|
| Fisher Pivots for day following 30-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1242 |
1.1249 |
| PP |
1.1228 |
1.1233 |
| S1 |
1.1215 |
1.1217 |
|