CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 26-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2015 |
26-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1113 |
1.1013 |
-0.0100 |
-0.9% |
1.1369 |
| High |
1.1148 |
1.1076 |
-0.0072 |
-0.6% |
1.1397 |
| Low |
1.1004 |
1.1011 |
0.0007 |
0.1% |
1.1004 |
| Close |
1.1012 |
1.1053 |
0.0041 |
0.4% |
1.1012 |
| Range |
0.0144 |
0.0065 |
-0.0079 |
-54.9% |
0.0393 |
| ATR |
0.0110 |
0.0107 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
290,432 |
176,358 |
-114,074 |
-39.3% |
1,070,809 |
|
| Daily Pivots for day following 26-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1242 |
1.1212 |
1.1089 |
|
| R3 |
1.1177 |
1.1147 |
1.1071 |
|
| R2 |
1.1112 |
1.1112 |
1.1065 |
|
| R1 |
1.1082 |
1.1082 |
1.1059 |
1.1097 |
| PP |
1.1047 |
1.1047 |
1.1047 |
1.1054 |
| S1 |
1.1017 |
1.1017 |
1.1047 |
1.1032 |
| S2 |
1.0982 |
1.0982 |
1.1041 |
|
| S3 |
1.0917 |
1.0952 |
1.1035 |
|
| S4 |
1.0852 |
1.0887 |
1.1017 |
|
|
| 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% |
0.0113 |
1.0% |
12% |
False |
False |
222,658 |
| 10 |
1.1505 |
1.1004 |
0.0501 |
4.5% |
0.0101 |
0.9% |
10% |
False |
False |
198,964 |
| 20 |
1.1505 |
1.1004 |
0.0501 |
4.5% |
0.0100 |
0.9% |
10% |
False |
False |
194,311 |
| 40 |
1.1505 |
1.1004 |
0.0501 |
4.5% |
0.0107 |
1.0% |
10% |
False |
False |
172,639 |
| 60 |
1.1730 |
1.0873 |
0.0857 |
7.8% |
0.0116 |
1.1% |
21% |
False |
False |
116,036 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
8.1% |
0.0117 |
1.1% |
24% |
False |
False |
87,244 |
| 100 |
1.1730 |
1.0834 |
0.0896 |
8.1% |
0.0119 |
1.1% |
24% |
False |
False |
69,879 |
| 120 |
1.1730 |
1.0834 |
0.0896 |
8.1% |
0.0120 |
1.1% |
24% |
False |
False |
58,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1352 |
|
2.618 |
1.1246 |
|
1.618 |
1.1181 |
|
1.000 |
1.1141 |
|
0.618 |
1.1116 |
|
HIGH |
1.1076 |
|
0.618 |
1.1051 |
|
0.500 |
1.1044 |
|
0.382 |
1.1036 |
|
LOW |
1.1011 |
|
0.618 |
1.0971 |
|
1.000 |
1.0946 |
|
1.618 |
1.0906 |
|
2.618 |
1.0841 |
|
4.250 |
1.0735 |
|
|
| Fisher Pivots for day following 26-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1050 |
1.1182 |
| PP |
1.1047 |
1.1139 |
| S1 |
1.1044 |
1.1096 |
|