CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 28-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2015 |
28-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1060 |
1.1051 |
-0.0009 |
-0.1% |
1.1369 |
| High |
1.1086 |
1.1104 |
0.0018 |
0.2% |
1.1397 |
| Low |
1.1037 |
1.0904 |
-0.0133 |
-1.2% |
1.1004 |
| Close |
1.1050 |
1.0909 |
-0.0141 |
-1.3% |
1.1012 |
| Range |
0.0049 |
0.0200 |
0.0151 |
308.2% |
0.0393 |
| ATR |
0.0103 |
0.0110 |
0.0007 |
6.8% |
0.0000 |
| Volume |
159,906 |
292,325 |
132,419 |
82.8% |
1,070,809 |
|
| Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1572 |
1.1441 |
1.1019 |
|
| R3 |
1.1372 |
1.1241 |
1.0964 |
|
| R2 |
1.1172 |
1.1172 |
1.0946 |
|
| R1 |
1.1041 |
1.1041 |
1.0927 |
1.1007 |
| PP |
1.0972 |
1.0972 |
1.0972 |
1.0955 |
| S1 |
1.0841 |
1.0841 |
1.0891 |
1.0807 |
| S2 |
1.0772 |
1.0772 |
1.0872 |
|
| S3 |
1.0572 |
1.0641 |
1.0854 |
|
| S4 |
1.0372 |
1.0441 |
1.0799 |
|
|
| 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 |
1.1360 |
1.0904 |
0.0456 |
4.2% |
0.0142 |
1.3% |
1% |
False |
True |
262,226 |
| 10 |
1.1505 |
1.0904 |
0.0601 |
5.5% |
0.0108 |
1.0% |
1% |
False |
True |
207,988 |
| 20 |
1.1505 |
1.0904 |
0.0601 |
5.5% |
0.0103 |
0.9% |
1% |
False |
True |
196,301 |
| 40 |
1.1505 |
1.0904 |
0.0601 |
5.5% |
0.0108 |
1.0% |
1% |
False |
True |
183,551 |
| 60 |
1.1730 |
1.0873 |
0.0857 |
7.9% |
0.0118 |
1.1% |
4% |
False |
False |
123,541 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
8.2% |
0.0116 |
1.1% |
8% |
False |
False |
92,885 |
| 100 |
1.1730 |
1.0834 |
0.0896 |
8.2% |
0.0118 |
1.1% |
8% |
False |
False |
74,393 |
| 120 |
1.1730 |
1.0834 |
0.0896 |
8.2% |
0.0120 |
1.1% |
8% |
False |
False |
62,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1954 |
|
2.618 |
1.1628 |
|
1.618 |
1.1428 |
|
1.000 |
1.1304 |
|
0.618 |
1.1228 |
|
HIGH |
1.1104 |
|
0.618 |
1.1028 |
|
0.500 |
1.1004 |
|
0.382 |
1.0980 |
|
LOW |
1.0904 |
|
0.618 |
1.0780 |
|
1.000 |
1.0704 |
|
1.618 |
1.0580 |
|
2.618 |
1.0380 |
|
4.250 |
1.0054 |
|
|
| Fisher Pivots for day following 28-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1004 |
1.1004 |
| PP |
1.0972 |
1.0972 |
| S1 |
1.0941 |
1.0941 |
|