CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 02-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2015 |
02-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1185 |
1.1200 |
0.0015 |
0.1% |
1.1206 |
| High |
1.1223 |
1.1331 |
0.0108 |
1.0% |
1.1331 |
| Low |
1.1148 |
1.1162 |
0.0014 |
0.1% |
1.1148 |
| Close |
1.1196 |
1.1241 |
0.0045 |
0.4% |
1.1241 |
| Range |
0.0075 |
0.0169 |
0.0094 |
125.3% |
0.0183 |
| ATR |
0.0118 |
0.0121 |
0.0004 |
3.1% |
0.0000 |
| Volume |
167,296 |
295,586 |
128,290 |
76.7% |
1,068,719 |
|
| Daily Pivots for day following 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1752 |
1.1665 |
1.1334 |
|
| R3 |
1.1583 |
1.1496 |
1.1287 |
|
| R2 |
1.1414 |
1.1414 |
1.1272 |
|
| R1 |
1.1327 |
1.1327 |
1.1256 |
1.1371 |
| PP |
1.1245 |
1.1245 |
1.1245 |
1.1266 |
| S1 |
1.1158 |
1.1158 |
1.1226 |
1.1202 |
| S2 |
1.1076 |
1.1076 |
1.1210 |
|
| S3 |
1.0907 |
1.0989 |
1.1195 |
|
| S4 |
1.0738 |
1.0820 |
1.1148 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1789 |
1.1698 |
1.1342 |
|
| R3 |
1.1606 |
1.1515 |
1.1291 |
|
| R2 |
1.1423 |
1.1423 |
1.1275 |
|
| R1 |
1.1332 |
1.1332 |
1.1258 |
1.1378 |
| PP |
1.1240 |
1.1240 |
1.1240 |
1.1263 |
| S1 |
1.1149 |
1.1149 |
1.1224 |
1.1195 |
| S2 |
1.1057 |
1.1057 |
1.1207 |
|
| S3 |
1.0874 |
1.0966 |
1.1191 |
|
| S4 |
1.0691 |
1.0783 |
1.1140 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1331 |
1.1148 |
0.0183 |
1.6% |
0.0108 |
1.0% |
51% |
True |
False |
213,743 |
| 10 |
1.1347 |
1.1120 |
0.0227 |
2.0% |
0.0112 |
1.0% |
53% |
False |
False |
215,162 |
| 20 |
1.1476 |
1.1108 |
0.0368 |
3.3% |
0.0113 |
1.0% |
36% |
False |
False |
192,725 |
| 40 |
1.1730 |
1.0878 |
0.0852 |
7.6% |
0.0128 |
1.1% |
43% |
False |
False |
98,613 |
| 60 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0121 |
1.1% |
45% |
False |
False |
66,112 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0121 |
1.1% |
45% |
False |
False |
49,697 |
| 100 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0124 |
1.1% |
45% |
False |
False |
39,801 |
| 120 |
1.1730 |
1.0618 |
0.1112 |
9.9% |
0.0122 |
1.1% |
56% |
False |
False |
33,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2049 |
|
2.618 |
1.1773 |
|
1.618 |
1.1604 |
|
1.000 |
1.1500 |
|
0.618 |
1.1435 |
|
HIGH |
1.1331 |
|
0.618 |
1.1266 |
|
0.500 |
1.1247 |
|
0.382 |
1.1227 |
|
LOW |
1.1162 |
|
0.618 |
1.1058 |
|
1.000 |
1.0993 |
|
1.618 |
1.0889 |
|
2.618 |
1.0720 |
|
4.250 |
1.0444 |
|
|
| Fisher Pivots for day following 02-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1247 |
1.1241 |
| PP |
1.1245 |
1.1240 |
| S1 |
1.1243 |
1.1240 |
|