CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 19-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2015 |
19-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1389 |
1.1369 |
-0.0020 |
-0.2% |
1.1373 |
| High |
1.1405 |
1.1388 |
-0.0017 |
-0.1% |
1.1505 |
| Low |
1.1344 |
1.1314 |
-0.0030 |
-0.3% |
1.1344 |
| Close |
1.1386 |
1.1336 |
-0.0050 |
-0.4% |
1.1386 |
| Range |
0.0061 |
0.0074 |
0.0013 |
21.3% |
0.0161 |
| ATR |
0.0106 |
0.0103 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
145,002 |
133,877 |
-11,125 |
-7.7% |
819,918 |
|
| Daily Pivots for day following 19-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1568 |
1.1526 |
1.1377 |
|
| R3 |
1.1494 |
1.1452 |
1.1356 |
|
| R2 |
1.1420 |
1.1420 |
1.1350 |
|
| R1 |
1.1378 |
1.1378 |
1.1343 |
1.1362 |
| PP |
1.1346 |
1.1346 |
1.1346 |
1.1338 |
| S1 |
1.1304 |
1.1304 |
1.1329 |
1.1288 |
| S2 |
1.1272 |
1.1272 |
1.1322 |
|
| S3 |
1.1198 |
1.1230 |
1.1316 |
|
| S4 |
1.1124 |
1.1156 |
1.1295 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1895 |
1.1801 |
1.1475 |
|
| R3 |
1.1734 |
1.1640 |
1.1430 |
|
| R2 |
1.1573 |
1.1573 |
1.1416 |
|
| R1 |
1.1479 |
1.1479 |
1.1401 |
1.1526 |
| PP |
1.1412 |
1.1412 |
1.1412 |
1.1435 |
| S1 |
1.1318 |
1.1318 |
1.1371 |
1.1365 |
| S2 |
1.1251 |
1.1251 |
1.1356 |
|
| S3 |
1.1090 |
1.1157 |
1.1342 |
|
| S4 |
1.0929 |
1.0996 |
1.1297 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1505 |
1.1314 |
0.0191 |
1.7% |
0.0089 |
0.8% |
12% |
False |
True |
175,271 |
| 10 |
1.1505 |
1.1184 |
0.0321 |
2.8% |
0.0088 |
0.8% |
47% |
False |
False |
172,991 |
| 20 |
1.1505 |
1.1120 |
0.0385 |
3.4% |
0.0099 |
0.9% |
56% |
False |
False |
192,441 |
| 40 |
1.1730 |
1.1106 |
0.0624 |
5.5% |
0.0121 |
1.1% |
37% |
False |
False |
145,667 |
| 60 |
1.1730 |
1.0873 |
0.0857 |
7.6% |
0.0117 |
1.0% |
54% |
False |
False |
97,535 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0119 |
1.0% |
56% |
False |
False |
73,363 |
| 100 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0121 |
1.1% |
56% |
False |
False |
58,758 |
| 120 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0120 |
1.1% |
56% |
False |
False |
48,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1703 |
|
2.618 |
1.1582 |
|
1.618 |
1.1508 |
|
1.000 |
1.1462 |
|
0.618 |
1.1434 |
|
HIGH |
1.1388 |
|
0.618 |
1.1360 |
|
0.500 |
1.1351 |
|
0.382 |
1.1342 |
|
LOW |
1.1314 |
|
0.618 |
1.1268 |
|
1.000 |
1.1240 |
|
1.618 |
1.1194 |
|
2.618 |
1.1120 |
|
4.250 |
1.1000 |
|
|
| Fisher Pivots for day following 19-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1351 |
1.1410 |
| PP |
1.1346 |
1.1385 |
| S1 |
1.1341 |
1.1361 |
|