CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 20-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2015 |
20-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1369 |
1.1339 |
-0.0030 |
-0.3% |
1.1373 |
| High |
1.1388 |
1.1397 |
0.0009 |
0.1% |
1.1505 |
| Low |
1.1314 |
1.1333 |
0.0019 |
0.2% |
1.1344 |
| Close |
1.1336 |
1.1346 |
0.0010 |
0.1% |
1.1386 |
| Range |
0.0074 |
0.0064 |
-0.0010 |
-13.5% |
0.0161 |
| ATR |
0.0103 |
0.0101 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
133,877 |
137,131 |
3,254 |
2.4% |
819,918 |
|
| Daily Pivots for day following 20-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1551 |
1.1512 |
1.1381 |
|
| R3 |
1.1487 |
1.1448 |
1.1364 |
|
| R2 |
1.1423 |
1.1423 |
1.1358 |
|
| R1 |
1.1384 |
1.1384 |
1.1352 |
1.1404 |
| PP |
1.1359 |
1.1359 |
1.1359 |
1.1368 |
| S1 |
1.1320 |
1.1320 |
1.1340 |
1.1340 |
| S2 |
1.1295 |
1.1295 |
1.1334 |
|
| S3 |
1.1231 |
1.1256 |
1.1328 |
|
| S4 |
1.1167 |
1.1192 |
1.1311 |
|
|
| 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% |
0.0088 |
0.8% |
17% |
False |
False |
170,383 |
| 10 |
1.1505 |
1.1222 |
0.0283 |
2.5% |
0.0084 |
0.7% |
44% |
False |
False |
170,713 |
| 20 |
1.1505 |
1.1120 |
0.0385 |
3.4% |
0.0097 |
0.9% |
59% |
False |
False |
189,377 |
| 40 |
1.1623 |
1.1106 |
0.0517 |
4.6% |
0.0114 |
1.0% |
46% |
False |
False |
148,972 |
| 60 |
1.1730 |
1.0873 |
0.0857 |
7.6% |
0.0116 |
1.0% |
55% |
False |
False |
99,802 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0118 |
1.0% |
57% |
False |
False |
75,072 |
| 100 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0121 |
1.1% |
57% |
False |
False |
60,128 |
| 120 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0119 |
1.1% |
57% |
False |
False |
50,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1669 |
|
2.618 |
1.1565 |
|
1.618 |
1.1501 |
|
1.000 |
1.1461 |
|
0.618 |
1.1437 |
|
HIGH |
1.1397 |
|
0.618 |
1.1373 |
|
0.500 |
1.1365 |
|
0.382 |
1.1357 |
|
LOW |
1.1333 |
|
0.618 |
1.1293 |
|
1.000 |
1.1269 |
|
1.618 |
1.1229 |
|
2.618 |
1.1165 |
|
4.250 |
1.1061 |
|
|
| Fisher Pivots for day following 20-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1365 |
1.1360 |
| PP |
1.1359 |
1.1355 |
| S1 |
1.1352 |
1.1351 |
|