CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 22-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2015 |
22-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1355 |
1.1347 |
-0.0008 |
-0.1% |
1.1373 |
| High |
1.1386 |
1.1360 |
-0.0026 |
-0.2% |
1.1505 |
| Low |
1.1343 |
1.1109 |
-0.0234 |
-2.1% |
1.1344 |
| Close |
1.1346 |
1.1117 |
-0.0229 |
-2.0% |
1.1386 |
| Range |
0.0043 |
0.0251 |
0.0208 |
483.7% |
0.0161 |
| ATR |
0.0097 |
0.0108 |
0.0011 |
11.4% |
0.0000 |
| Volume |
117,257 |
392,112 |
274,855 |
234.4% |
819,918 |
|
| Daily Pivots for day following 22-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1948 |
1.1784 |
1.1255 |
|
| R3 |
1.1697 |
1.1533 |
1.1186 |
|
| R2 |
1.1446 |
1.1446 |
1.1163 |
|
| R1 |
1.1282 |
1.1282 |
1.1140 |
1.1239 |
| PP |
1.1195 |
1.1195 |
1.1195 |
1.1174 |
| S1 |
1.1031 |
1.1031 |
1.1094 |
1.0988 |
| S2 |
1.0944 |
1.0944 |
1.1071 |
|
| S3 |
1.0693 |
1.0780 |
1.1048 |
|
| S4 |
1.0442 |
1.0529 |
1.0979 |
|
|
| 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 |
1.1405 |
1.1109 |
0.0296 |
2.7% |
0.0099 |
0.9% |
3% |
False |
True |
185,075 |
| 10 |
1.1505 |
1.1109 |
0.0396 |
3.6% |
0.0097 |
0.9% |
2% |
False |
True |
181,032 |
| 20 |
1.1505 |
1.1109 |
0.0396 |
3.6% |
0.0100 |
0.9% |
2% |
False |
True |
191,464 |
| 40 |
1.1505 |
1.1106 |
0.0399 |
3.6% |
0.0110 |
1.0% |
3% |
False |
False |
161,208 |
| 60 |
1.1730 |
1.0873 |
0.0857 |
7.7% |
0.0118 |
1.1% |
28% |
False |
False |
108,280 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
8.1% |
0.0117 |
1.0% |
32% |
False |
False |
81,422 |
| 100 |
1.1730 |
1.0834 |
0.0896 |
8.1% |
0.0120 |
1.1% |
32% |
False |
False |
65,219 |
| 120 |
1.1730 |
1.0834 |
0.0896 |
8.1% |
0.0121 |
1.1% |
32% |
False |
False |
54,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2427 |
|
2.618 |
1.2017 |
|
1.618 |
1.1766 |
|
1.000 |
1.1611 |
|
0.618 |
1.1515 |
|
HIGH |
1.1360 |
|
0.618 |
1.1264 |
|
0.500 |
1.1235 |
|
0.382 |
1.1205 |
|
LOW |
1.1109 |
|
0.618 |
1.0954 |
|
1.000 |
1.0858 |
|
1.618 |
1.0703 |
|
2.618 |
1.0452 |
|
4.250 |
1.0042 |
|
|
| Fisher Pivots for day following 22-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1235 |
1.1253 |
| PP |
1.1195 |
1.1208 |
| S1 |
1.1156 |
1.1162 |
|