CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 01-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2015 |
01-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1290 |
1.1204 |
-0.0086 |
-0.8% |
1.1346 |
| High |
1.1290 |
1.1244 |
-0.0046 |
-0.4% |
1.1366 |
| Low |
1.1194 |
1.1171 |
-0.0023 |
-0.2% |
1.1141 |
| Close |
1.1201 |
1.1219 |
0.0018 |
0.2% |
1.1225 |
| Range |
0.0096 |
0.0073 |
-0.0023 |
-24.0% |
0.0225 |
| ATR |
0.0115 |
0.0112 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
459 |
346 |
-113 |
-24.6% |
1,719 |
|
| Daily Pivots for day following 01-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1430 |
1.1398 |
1.1259 |
|
| R3 |
1.1357 |
1.1325 |
1.1239 |
|
| R2 |
1.1284 |
1.1284 |
1.1232 |
|
| R1 |
1.1252 |
1.1252 |
1.1226 |
1.1268 |
| PP |
1.1211 |
1.1211 |
1.1211 |
1.1220 |
| S1 |
1.1179 |
1.1179 |
1.1212 |
1.1195 |
| S2 |
1.1138 |
1.1138 |
1.1206 |
|
| S3 |
1.1065 |
1.1106 |
1.1199 |
|
| S4 |
1.0992 |
1.1033 |
1.1179 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1919 |
1.1797 |
1.1349 |
|
| R3 |
1.1694 |
1.1572 |
1.1287 |
|
| R2 |
1.1469 |
1.1469 |
1.1266 |
|
| R1 |
1.1347 |
1.1347 |
1.1246 |
1.1296 |
| PP |
1.1244 |
1.1244 |
1.1244 |
1.1218 |
| S1 |
1.1122 |
1.1122 |
1.1204 |
1.1071 |
| S2 |
1.1019 |
1.1019 |
1.1184 |
|
| S3 |
1.0794 |
1.0897 |
1.1163 |
|
| S4 |
1.0569 |
1.0672 |
1.1101 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1315 |
1.1154 |
0.0161 |
1.4% |
0.0089 |
0.8% |
40% |
False |
False |
320 |
| 10 |
1.1497 |
1.1141 |
0.0356 |
3.2% |
0.0111 |
1.0% |
22% |
False |
False |
335 |
| 20 |
1.1497 |
1.1130 |
0.0367 |
3.3% |
0.0106 |
0.9% |
24% |
False |
False |
288 |
| 40 |
1.1749 |
1.0908 |
0.0841 |
7.5% |
0.0117 |
1.0% |
37% |
False |
False |
217 |
| 60 |
1.1749 |
1.0860 |
0.0889 |
7.9% |
0.0109 |
1.0% |
40% |
False |
False |
171 |
| 80 |
1.1749 |
1.0860 |
0.0889 |
7.9% |
0.0101 |
0.9% |
40% |
False |
False |
136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1554 |
|
2.618 |
1.1435 |
|
1.618 |
1.1362 |
|
1.000 |
1.1317 |
|
0.618 |
1.1289 |
|
HIGH |
1.1244 |
|
0.618 |
1.1216 |
|
0.500 |
1.1208 |
|
0.382 |
1.1199 |
|
LOW |
1.1171 |
|
0.618 |
1.1126 |
|
1.000 |
1.1098 |
|
1.618 |
1.1053 |
|
2.618 |
1.0980 |
|
4.250 |
1.0861 |
|
|
| Fisher Pivots for day following 01-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1215 |
1.1243 |
| PP |
1.1211 |
1.1235 |
| S1 |
1.1208 |
1.1227 |
|