CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 12-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2015 |
12-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1290 |
1.1373 |
0.0083 |
0.7% |
1.1228 |
| High |
1.1398 |
1.1408 |
0.0010 |
0.1% |
1.1398 |
| Low |
1.1278 |
1.1365 |
0.0087 |
0.8% |
1.1184 |
| Close |
1.1377 |
1.1388 |
0.0011 |
0.1% |
1.1377 |
| Range |
0.0120 |
0.0043 |
-0.0077 |
-64.2% |
0.0214 |
| ATR |
0.0115 |
0.0110 |
-0.0005 |
-4.5% |
0.0000 |
| Volume |
210,026 |
77,440 |
-132,586 |
-63.1% |
943,833 |
|
| Daily Pivots for day following 12-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1516 |
1.1495 |
1.1412 |
|
| R3 |
1.1473 |
1.1452 |
1.1400 |
|
| R2 |
1.1430 |
1.1430 |
1.1396 |
|
| R1 |
1.1409 |
1.1409 |
1.1392 |
1.1420 |
| PP |
1.1387 |
1.1387 |
1.1387 |
1.1392 |
| S1 |
1.1366 |
1.1366 |
1.1384 |
1.1377 |
| S2 |
1.1344 |
1.1344 |
1.1380 |
|
| S3 |
1.1301 |
1.1323 |
1.1376 |
|
| S4 |
1.1258 |
1.1280 |
1.1364 |
|
|
| 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 |
1.1408 |
1.1184 |
0.0224 |
2.0% |
0.0088 |
0.8% |
91% |
True |
False |
170,711 |
| 10 |
1.1408 |
1.1148 |
0.0260 |
2.3% |
0.0099 |
0.9% |
92% |
True |
False |
189,658 |
| 20 |
1.1476 |
1.1120 |
0.0356 |
3.1% |
0.0110 |
1.0% |
75% |
False |
False |
200,588 |
| 40 |
1.1730 |
1.1039 |
0.0691 |
6.1% |
0.0124 |
1.1% |
51% |
False |
False |
123,964 |
| 60 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0118 |
1.0% |
62% |
False |
False |
83,076 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0120 |
1.1% |
62% |
False |
False |
62,439 |
| 100 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0122 |
1.1% |
62% |
False |
False |
50,003 |
| 120 |
1.1730 |
1.0711 |
0.1019 |
8.9% |
0.0122 |
1.1% |
66% |
False |
False |
41,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1591 |
|
2.618 |
1.1521 |
|
1.618 |
1.1478 |
|
1.000 |
1.1451 |
|
0.618 |
1.1435 |
|
HIGH |
1.1408 |
|
0.618 |
1.1392 |
|
0.500 |
1.1387 |
|
0.382 |
1.1381 |
|
LOW |
1.1365 |
|
0.618 |
1.1338 |
|
1.000 |
1.1322 |
|
1.618 |
1.1295 |
|
2.618 |
1.1252 |
|
4.250 |
1.1182 |
|
|
| Fisher Pivots for day following 12-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1388 |
1.1368 |
| PP |
1.1387 |
1.1347 |
| S1 |
1.1387 |
1.1327 |
|