CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 01-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2015 |
01-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1263 |
1.1185 |
-0.0078 |
-0.7% |
1.1304 |
| High |
1.1275 |
1.1223 |
-0.0052 |
-0.5% |
1.1347 |
| Low |
1.1171 |
1.1148 |
-0.0023 |
-0.2% |
1.1120 |
| Close |
1.1179 |
1.1196 |
0.0017 |
0.2% |
1.1203 |
| Range |
0.0104 |
0.0075 |
-0.0029 |
-27.9% |
0.0227 |
| ATR |
0.0121 |
0.0118 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
202,558 |
167,296 |
-35,262 |
-17.4% |
1,082,906 |
|
| Daily Pivots for day following 01-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1414 |
1.1380 |
1.1237 |
|
| R3 |
1.1339 |
1.1305 |
1.1217 |
|
| R2 |
1.1264 |
1.1264 |
1.1210 |
|
| R1 |
1.1230 |
1.1230 |
1.1203 |
1.1247 |
| PP |
1.1189 |
1.1189 |
1.1189 |
1.1198 |
| S1 |
1.1155 |
1.1155 |
1.1189 |
1.1172 |
| S2 |
1.1114 |
1.1114 |
1.1182 |
|
| S3 |
1.1039 |
1.1080 |
1.1175 |
|
| S4 |
1.0964 |
1.1005 |
1.1155 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1904 |
1.1781 |
1.1328 |
|
| R3 |
1.1677 |
1.1554 |
1.1265 |
|
| R2 |
1.1450 |
1.1450 |
1.1245 |
|
| R1 |
1.1327 |
1.1327 |
1.1224 |
1.1275 |
| PP |
1.1223 |
1.1223 |
1.1223 |
1.1198 |
| S1 |
1.1100 |
1.1100 |
1.1182 |
1.1048 |
| S2 |
1.0996 |
1.0996 |
1.1161 |
|
| S3 |
1.0769 |
1.0873 |
1.1141 |
|
| S4 |
1.0542 |
1.0646 |
1.1078 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1295 |
1.1130 |
0.0165 |
1.5% |
0.0093 |
0.8% |
40% |
False |
False |
197,915 |
| 10 |
1.1476 |
1.1120 |
0.0356 |
3.2% |
0.0114 |
1.0% |
21% |
False |
False |
208,965 |
| 20 |
1.1476 |
1.1106 |
0.0370 |
3.3% |
0.0112 |
1.0% |
24% |
False |
False |
178,740 |
| 40 |
1.1730 |
1.0878 |
0.0852 |
7.6% |
0.0125 |
1.1% |
37% |
False |
False |
91,320 |
| 60 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0120 |
1.1% |
40% |
False |
False |
61,196 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0121 |
1.1% |
40% |
False |
False |
46,003 |
| 100 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0124 |
1.1% |
40% |
False |
False |
36,846 |
| 120 |
1.1730 |
1.0580 |
0.1150 |
10.3% |
0.0122 |
1.1% |
54% |
False |
False |
30,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1542 |
|
2.618 |
1.1419 |
|
1.618 |
1.1344 |
|
1.000 |
1.1298 |
|
0.618 |
1.1269 |
|
HIGH |
1.1223 |
|
0.618 |
1.1194 |
|
0.500 |
1.1186 |
|
0.382 |
1.1177 |
|
LOW |
1.1148 |
|
0.618 |
1.1102 |
|
1.000 |
1.1073 |
|
1.618 |
1.1027 |
|
2.618 |
1.0952 |
|
4.250 |
1.0829 |
|
|
| Fisher Pivots for day following 01-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1193 |
1.1222 |
| PP |
1.1189 |
1.1213 |
| S1 |
1.1186 |
1.1205 |
|