CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 09-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2015 |
09-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1250 |
1.1290 |
0.0040 |
0.4% |
1.1228 |
| High |
1.1338 |
1.1398 |
0.0060 |
0.5% |
1.1398 |
| Low |
1.1245 |
1.1278 |
0.0033 |
0.3% |
1.1184 |
| Close |
1.1284 |
1.1377 |
0.0093 |
0.8% |
1.1377 |
| Range |
0.0093 |
0.0120 |
0.0027 |
29.0% |
0.0214 |
| ATR |
0.0115 |
0.0115 |
0.0000 |
0.3% |
0.0000 |
| Volume |
221,962 |
210,026 |
-11,936 |
-5.4% |
943,833 |
|
| Daily Pivots for day following 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1711 |
1.1664 |
1.1443 |
|
| R3 |
1.1591 |
1.1544 |
1.1410 |
|
| R2 |
1.1471 |
1.1471 |
1.1399 |
|
| R1 |
1.1424 |
1.1424 |
1.1388 |
1.1448 |
| PP |
1.1351 |
1.1351 |
1.1351 |
1.1363 |
| S1 |
1.1304 |
1.1304 |
1.1366 |
1.1328 |
| S2 |
1.1231 |
1.1231 |
1.1355 |
|
| S3 |
1.1111 |
1.1184 |
1.1344 |
|
| S4 |
1.0991 |
1.1064 |
1.1311 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1962 |
1.1883 |
1.1495 |
|
| R3 |
1.1748 |
1.1669 |
1.1436 |
|
| R2 |
1.1534 |
1.1534 |
1.1416 |
|
| R1 |
1.1455 |
1.1455 |
1.1397 |
1.1495 |
| PP |
1.1320 |
1.1320 |
1.1320 |
1.1339 |
| S1 |
1.1241 |
1.1241 |
1.1357 |
1.1281 |
| S2 |
1.1106 |
1.1106 |
1.1338 |
|
| S3 |
1.0892 |
1.1027 |
1.1318 |
|
| S4 |
1.0678 |
1.0813 |
1.1259 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1398 |
1.1184 |
0.0214 |
1.9% |
0.0102 |
0.9% |
90% |
True |
False |
188,766 |
| 10 |
1.1398 |
1.1148 |
0.0250 |
2.2% |
0.0105 |
0.9% |
92% |
True |
False |
201,255 |
| 20 |
1.1476 |
1.1120 |
0.0356 |
3.1% |
0.0112 |
1.0% |
72% |
False |
False |
204,520 |
| 40 |
1.1730 |
1.1039 |
0.0691 |
6.1% |
0.0125 |
1.1% |
49% |
False |
False |
122,055 |
| 60 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0118 |
1.0% |
61% |
False |
False |
81,796 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0121 |
1.1% |
61% |
False |
False |
61,479 |
| 100 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0122 |
1.1% |
61% |
False |
False |
49,231 |
| 120 |
1.1730 |
1.0711 |
0.1019 |
9.0% |
0.0122 |
1.1% |
65% |
False |
False |
41,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1908 |
|
2.618 |
1.1712 |
|
1.618 |
1.1592 |
|
1.000 |
1.1518 |
|
0.618 |
1.1472 |
|
HIGH |
1.1398 |
|
0.618 |
1.1352 |
|
0.500 |
1.1338 |
|
0.382 |
1.1324 |
|
LOW |
1.1278 |
|
0.618 |
1.1204 |
|
1.000 |
1.1158 |
|
1.618 |
1.1084 |
|
2.618 |
1.0964 |
|
4.250 |
1.0768 |
|
|
| Fisher Pivots for day following 09-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1364 |
1.1355 |
| PP |
1.1351 |
1.1332 |
| S1 |
1.1338 |
1.1310 |
|