CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 08-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2015 |
08-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1280 |
1.1250 |
-0.0030 |
-0.3% |
1.1206 |
| High |
1.1296 |
1.1338 |
0.0042 |
0.4% |
1.1331 |
| Low |
1.1222 |
1.1245 |
0.0023 |
0.2% |
1.1148 |
| Close |
1.1263 |
1.1284 |
0.0021 |
0.2% |
1.1241 |
| Range |
0.0074 |
0.0093 |
0.0019 |
25.7% |
0.0183 |
| ATR |
0.0117 |
0.0115 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
184,219 |
221,962 |
37,743 |
20.5% |
1,068,719 |
|
| Daily Pivots for day following 08-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1568 |
1.1519 |
1.1335 |
|
| R3 |
1.1475 |
1.1426 |
1.1310 |
|
| R2 |
1.1382 |
1.1382 |
1.1301 |
|
| R1 |
1.1333 |
1.1333 |
1.1293 |
1.1358 |
| PP |
1.1289 |
1.1289 |
1.1289 |
1.1301 |
| S1 |
1.1240 |
1.1240 |
1.1275 |
1.1265 |
| S2 |
1.1196 |
1.1196 |
1.1267 |
|
| S3 |
1.1103 |
1.1147 |
1.1258 |
|
| S4 |
1.1010 |
1.1054 |
1.1233 |
|
|
| 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 |
1.1338 |
1.1162 |
0.0176 |
1.6% |
0.0112 |
1.0% |
69% |
True |
False |
205,878 |
| 10 |
1.1338 |
1.1130 |
0.0208 |
1.8% |
0.0103 |
0.9% |
74% |
True |
False |
201,896 |
| 20 |
1.1476 |
1.1120 |
0.0356 |
3.2% |
0.0111 |
1.0% |
46% |
False |
False |
206,038 |
| 40 |
1.1730 |
1.1039 |
0.0691 |
6.1% |
0.0125 |
1.1% |
35% |
False |
False |
116,858 |
| 60 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0118 |
1.0% |
50% |
False |
False |
78,306 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0121 |
1.1% |
50% |
False |
False |
58,858 |
| 100 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0123 |
1.1% |
50% |
False |
False |
47,133 |
| 120 |
1.1730 |
1.0711 |
0.1019 |
9.0% |
0.0122 |
1.1% |
56% |
False |
False |
39,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1733 |
|
2.618 |
1.1581 |
|
1.618 |
1.1488 |
|
1.000 |
1.1431 |
|
0.618 |
1.1395 |
|
HIGH |
1.1338 |
|
0.618 |
1.1302 |
|
0.500 |
1.1292 |
|
0.382 |
1.1281 |
|
LOW |
1.1245 |
|
0.618 |
1.1188 |
|
1.000 |
1.1152 |
|
1.618 |
1.1095 |
|
2.618 |
1.1002 |
|
4.250 |
1.0850 |
|
|
| Fisher Pivots for day following 08-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1292 |
1.1276 |
| PP |
1.1289 |
1.1269 |
| S1 |
1.1287 |
1.1261 |
|