CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 15-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2015 |
15-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1393 |
1.1492 |
0.0099 |
0.9% |
1.1228 |
| High |
1.1500 |
1.1505 |
0.0005 |
0.0% |
1.1398 |
| Low |
1.1390 |
1.1372 |
-0.0018 |
-0.2% |
1.1184 |
| Close |
1.1489 |
1.1394 |
-0.0095 |
-0.8% |
1.1377 |
| Range |
0.0110 |
0.0133 |
0.0023 |
20.9% |
0.0214 |
| ATR |
0.0107 |
0.0109 |
0.0002 |
1.7% |
0.0000 |
| Volume |
200,428 |
235,481 |
35,053 |
17.5% |
943,833 |
|
| Daily Pivots for day following 15-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1823 |
1.1741 |
1.1467 |
|
| R3 |
1.1690 |
1.1608 |
1.1431 |
|
| R2 |
1.1557 |
1.1557 |
1.1418 |
|
| R1 |
1.1475 |
1.1475 |
1.1406 |
1.1450 |
| PP |
1.1424 |
1.1424 |
1.1424 |
1.1411 |
| S1 |
1.1342 |
1.1342 |
1.1382 |
1.1317 |
| S2 |
1.1291 |
1.1291 |
1.1370 |
|
| S3 |
1.1158 |
1.1209 |
1.1357 |
|
| S4 |
1.1025 |
1.1076 |
1.1321 |
|
|
| 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 |
1.1505 |
1.1278 |
0.0227 |
2.0% |
0.0095 |
0.8% |
51% |
True |
False |
176,988 |
| 10 |
1.1505 |
1.1162 |
0.0343 |
3.0% |
0.0103 |
0.9% |
68% |
True |
False |
191,433 |
| 20 |
1.1505 |
1.1120 |
0.0385 |
3.4% |
0.0109 |
1.0% |
71% |
True |
False |
200,199 |
| 40 |
1.1730 |
1.1106 |
0.0624 |
5.5% |
0.0125 |
1.1% |
46% |
False |
False |
138,819 |
| 60 |
1.1730 |
1.0873 |
0.0857 |
7.5% |
0.0118 |
1.0% |
61% |
False |
False |
92,941 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0119 |
1.0% |
63% |
False |
False |
69,889 |
| 100 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0122 |
1.1% |
63% |
False |
False |
55,973 |
| 120 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0122 |
1.1% |
63% |
False |
False |
46,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2070 |
|
2.618 |
1.1853 |
|
1.618 |
1.1720 |
|
1.000 |
1.1638 |
|
0.618 |
1.1587 |
|
HIGH |
1.1505 |
|
0.618 |
1.1454 |
|
0.500 |
1.1439 |
|
0.382 |
1.1423 |
|
LOW |
1.1372 |
|
0.618 |
1.1290 |
|
1.000 |
1.1239 |
|
1.618 |
1.1157 |
|
2.618 |
1.1024 |
|
4.250 |
1.0807 |
|
|
| Fisher Pivots for day following 15-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1439 |
1.1430 |
| PP |
1.1424 |
1.1418 |
| S1 |
1.1409 |
1.1406 |
|