CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 23-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2015 |
23-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1347 |
1.1113 |
-0.0234 |
-2.1% |
1.1369 |
| High |
1.1360 |
1.1148 |
-0.0212 |
-1.9% |
1.1397 |
| Low |
1.1109 |
1.1004 |
-0.0105 |
-0.9% |
1.1004 |
| Close |
1.1117 |
1.1012 |
-0.0105 |
-0.9% |
1.1012 |
| Range |
0.0251 |
0.0144 |
-0.0107 |
-42.6% |
0.0393 |
| ATR |
0.0108 |
0.0110 |
0.0003 |
2.4% |
0.0000 |
| Volume |
392,112 |
290,432 |
-101,680 |
-25.9% |
1,070,809 |
|
| Daily Pivots for day following 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1487 |
1.1393 |
1.1091 |
|
| R3 |
1.1343 |
1.1249 |
1.1052 |
|
| R2 |
1.1199 |
1.1199 |
1.1038 |
|
| R1 |
1.1105 |
1.1105 |
1.1025 |
1.1080 |
| PP |
1.1055 |
1.1055 |
1.1055 |
1.1042 |
| S1 |
1.0961 |
1.0961 |
1.0999 |
1.0936 |
| S2 |
1.0911 |
1.0911 |
1.0986 |
|
| S3 |
1.0767 |
1.0817 |
1.0972 |
|
| S4 |
1.0623 |
1.0673 |
1.0933 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2317 |
1.2057 |
1.1228 |
|
| R3 |
1.1924 |
1.1664 |
1.1120 |
|
| R2 |
1.1531 |
1.1531 |
1.1084 |
|
| R1 |
1.1271 |
1.1271 |
1.1048 |
1.1205 |
| PP |
1.1138 |
1.1138 |
1.1138 |
1.1104 |
| S1 |
1.0878 |
1.0878 |
1.0976 |
1.0812 |
| S2 |
1.0745 |
1.0745 |
1.0940 |
|
| S3 |
1.0352 |
1.0485 |
1.0904 |
|
| S4 |
0.9959 |
1.0092 |
1.0796 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1397 |
1.1004 |
0.0393 |
3.6% |
0.0115 |
1.0% |
2% |
False |
True |
214,161 |
| 10 |
1.1505 |
1.1004 |
0.0501 |
4.5% |
0.0099 |
0.9% |
2% |
False |
True |
189,072 |
| 20 |
1.1505 |
1.1004 |
0.0501 |
4.5% |
0.0102 |
0.9% |
2% |
False |
True |
195,163 |
| 40 |
1.1505 |
1.1004 |
0.0501 |
4.5% |
0.0109 |
1.0% |
2% |
False |
True |
168,343 |
| 60 |
1.1730 |
1.0873 |
0.0857 |
7.8% |
0.0119 |
1.1% |
16% |
False |
False |
113,110 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
8.1% |
0.0117 |
1.1% |
20% |
False |
False |
85,042 |
| 100 |
1.1730 |
1.0834 |
0.0896 |
8.1% |
0.0120 |
1.1% |
20% |
False |
False |
68,117 |
| 120 |
1.1730 |
1.0834 |
0.0896 |
8.1% |
0.0121 |
1.1% |
20% |
False |
False |
56,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1760 |
|
2.618 |
1.1525 |
|
1.618 |
1.1381 |
|
1.000 |
1.1292 |
|
0.618 |
1.1237 |
|
HIGH |
1.1148 |
|
0.618 |
1.1093 |
|
0.500 |
1.1076 |
|
0.382 |
1.1059 |
|
LOW |
1.1004 |
|
0.618 |
1.0915 |
|
1.000 |
1.0860 |
|
1.618 |
1.0771 |
|
2.618 |
1.0627 |
|
4.250 |
1.0392 |
|
|
| Fisher Pivots for day following 23-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1076 |
1.1195 |
| PP |
1.1055 |
1.1134 |
| S1 |
1.1033 |
1.1073 |
|