CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 29-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2015 |
29-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1051 |
1.0932 |
-0.0119 |
-1.1% |
1.1369 |
| High |
1.1104 |
1.0992 |
-0.0112 |
-1.0% |
1.1397 |
| Low |
1.0904 |
1.0908 |
0.0004 |
0.0% |
1.1004 |
| Close |
1.0909 |
1.0981 |
0.0072 |
0.7% |
1.1012 |
| Range |
0.0200 |
0.0084 |
-0.0116 |
-58.0% |
0.0393 |
| ATR |
0.0110 |
0.0108 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
292,325 |
237,228 |
-55,097 |
-18.8% |
1,070,809 |
|
| Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1212 |
1.1181 |
1.1027 |
|
| R3 |
1.1128 |
1.1097 |
1.1004 |
|
| R2 |
1.1044 |
1.1044 |
1.0996 |
|
| R1 |
1.1013 |
1.1013 |
1.0989 |
1.1029 |
| PP |
1.0960 |
1.0960 |
1.0960 |
1.0968 |
| S1 |
1.0929 |
1.0929 |
1.0973 |
1.0945 |
| S2 |
1.0876 |
1.0876 |
1.0966 |
|
| S3 |
1.0792 |
1.0845 |
1.0958 |
|
| S4 |
1.0708 |
1.0761 |
1.0935 |
|
|
| 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 |
1.1148 |
1.0904 |
0.0244 |
2.2% |
0.0108 |
1.0% |
32% |
False |
False |
231,249 |
| 10 |
1.1405 |
1.0904 |
0.0501 |
4.6% |
0.0104 |
0.9% |
15% |
False |
False |
208,162 |
| 20 |
1.1505 |
1.0904 |
0.0601 |
5.5% |
0.0103 |
0.9% |
13% |
False |
False |
199,798 |
| 40 |
1.1505 |
1.0904 |
0.0601 |
5.5% |
0.0108 |
1.0% |
13% |
False |
False |
189,269 |
| 60 |
1.1730 |
1.0878 |
0.0852 |
7.8% |
0.0118 |
1.1% |
12% |
False |
False |
127,479 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
8.2% |
0.0116 |
1.1% |
16% |
False |
False |
95,846 |
| 100 |
1.1730 |
1.0834 |
0.0896 |
8.2% |
0.0117 |
1.1% |
16% |
False |
False |
76,762 |
| 120 |
1.1730 |
1.0834 |
0.0896 |
8.2% |
0.0121 |
1.1% |
16% |
False |
False |
64,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1349 |
|
2.618 |
1.1212 |
|
1.618 |
1.1128 |
|
1.000 |
1.1076 |
|
0.618 |
1.1044 |
|
HIGH |
1.0992 |
|
0.618 |
1.0960 |
|
0.500 |
1.0950 |
|
0.382 |
1.0940 |
|
LOW |
1.0908 |
|
0.618 |
1.0856 |
|
1.000 |
1.0824 |
|
1.618 |
1.0772 |
|
2.618 |
1.0688 |
|
4.250 |
1.0551 |
|
|
| Fisher Pivots for day following 29-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0971 |
1.1004 |
| PP |
1.0960 |
1.0996 |
| S1 |
1.0950 |
1.0989 |
|