CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 13-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2015 |
13-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1373 |
1.1367 |
-0.0006 |
-0.1% |
1.1228 |
| High |
1.1408 |
1.1422 |
0.0014 |
0.1% |
1.1398 |
| Low |
1.1365 |
1.1355 |
-0.0010 |
-0.1% |
1.1184 |
| Close |
1.1388 |
1.1395 |
0.0007 |
0.1% |
1.1377 |
| Range |
0.0043 |
0.0067 |
0.0024 |
55.8% |
0.0214 |
| ATR |
0.0110 |
0.0107 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
77,440 |
161,567 |
84,127 |
108.6% |
943,833 |
|
| Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1592 |
1.1560 |
1.1432 |
|
| R3 |
1.1525 |
1.1493 |
1.1413 |
|
| R2 |
1.1458 |
1.1458 |
1.1407 |
|
| R1 |
1.1426 |
1.1426 |
1.1401 |
1.1442 |
| PP |
1.1391 |
1.1391 |
1.1391 |
1.1399 |
| S1 |
1.1359 |
1.1359 |
1.1389 |
1.1375 |
| S2 |
1.1324 |
1.1324 |
1.1383 |
|
| S3 |
1.1257 |
1.1292 |
1.1377 |
|
| S4 |
1.1190 |
1.1225 |
1.1358 |
|
|
| 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 |
1.1422 |
1.1222 |
0.0200 |
1.8% |
0.0079 |
0.7% |
87% |
True |
False |
171,042 |
| 10 |
1.1422 |
1.1148 |
0.0274 |
2.4% |
0.0097 |
0.9% |
90% |
True |
False |
184,828 |
| 20 |
1.1476 |
1.1120 |
0.0356 |
3.1% |
0.0110 |
1.0% |
77% |
False |
False |
200,980 |
| 40 |
1.1730 |
1.1039 |
0.0691 |
6.1% |
0.0124 |
1.1% |
52% |
False |
False |
127,988 |
| 60 |
1.1730 |
1.0837 |
0.0893 |
7.8% |
0.0118 |
1.0% |
62% |
False |
False |
85,741 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0119 |
1.0% |
63% |
False |
False |
64,450 |
| 100 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0122 |
1.1% |
63% |
False |
False |
51,617 |
| 120 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0121 |
1.1% |
63% |
False |
False |
43,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1707 |
|
2.618 |
1.1597 |
|
1.618 |
1.1530 |
|
1.000 |
1.1489 |
|
0.618 |
1.1463 |
|
HIGH |
1.1422 |
|
0.618 |
1.1396 |
|
0.500 |
1.1389 |
|
0.382 |
1.1381 |
|
LOW |
1.1355 |
|
0.618 |
1.1314 |
|
1.000 |
1.1288 |
|
1.618 |
1.1247 |
|
2.618 |
1.1180 |
|
4.250 |
1.1070 |
|
|
| Fisher Pivots for day following 13-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1393 |
1.1380 |
| PP |
1.1391 |
1.1365 |
| S1 |
1.1389 |
1.1350 |
|