CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 02-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2015 |
02-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1204 |
1.1222 |
0.0018 |
0.2% |
1.1230 |
| High |
1.1244 |
1.1352 |
0.0108 |
1.0% |
1.1352 |
| Low |
1.1171 |
1.1186 |
0.0015 |
0.1% |
1.1171 |
| Close |
1.1219 |
1.1263 |
0.0044 |
0.4% |
1.1263 |
| Range |
0.0073 |
0.0166 |
0.0093 |
127.4% |
0.0181 |
| ATR |
0.0112 |
0.0116 |
0.0004 |
3.4% |
0.0000 |
| Volume |
346 |
1,716 |
1,370 |
396.0% |
2,932 |
|
| Daily Pivots for day following 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1765 |
1.1680 |
1.1354 |
|
| R3 |
1.1599 |
1.1514 |
1.1309 |
|
| R2 |
1.1433 |
1.1433 |
1.1293 |
|
| R1 |
1.1348 |
1.1348 |
1.1278 |
1.1391 |
| PP |
1.1267 |
1.1267 |
1.1267 |
1.1288 |
| S1 |
1.1182 |
1.1182 |
1.1248 |
1.1225 |
| S2 |
1.1101 |
1.1101 |
1.1233 |
|
| S3 |
1.0935 |
1.1016 |
1.1217 |
|
| S4 |
1.0769 |
1.0850 |
1.1172 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1805 |
1.1715 |
1.1363 |
|
| R3 |
1.1624 |
1.1534 |
1.1313 |
|
| R2 |
1.1443 |
1.1443 |
1.1296 |
|
| R1 |
1.1353 |
1.1353 |
1.1280 |
1.1398 |
| PP |
1.1262 |
1.1262 |
1.1262 |
1.1285 |
| S1 |
1.1172 |
1.1172 |
1.1246 |
1.1217 |
| S2 |
1.1081 |
1.1081 |
1.1230 |
|
| S3 |
1.0900 |
1.0991 |
1.1213 |
|
| S4 |
1.0719 |
1.0810 |
1.1163 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1352 |
1.1171 |
0.0181 |
1.6% |
0.0104 |
0.9% |
51% |
True |
False |
586 |
| 10 |
1.1366 |
1.1141 |
0.0225 |
2.0% |
0.0109 |
1.0% |
54% |
False |
False |
465 |
| 20 |
1.1497 |
1.1135 |
0.0362 |
3.2% |
0.0106 |
0.9% |
35% |
False |
False |
363 |
| 40 |
1.1749 |
1.0908 |
0.0841 |
7.5% |
0.0120 |
1.1% |
42% |
False |
False |
256 |
| 60 |
1.1749 |
1.0860 |
0.0889 |
7.9% |
0.0111 |
1.0% |
45% |
False |
False |
199 |
| 80 |
1.1749 |
1.0860 |
0.0889 |
7.9% |
0.0102 |
0.9% |
45% |
False |
False |
157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2058 |
|
2.618 |
1.1787 |
|
1.618 |
1.1621 |
|
1.000 |
1.1518 |
|
0.618 |
1.1455 |
|
HIGH |
1.1352 |
|
0.618 |
1.1289 |
|
0.500 |
1.1269 |
|
0.382 |
1.1249 |
|
LOW |
1.1186 |
|
0.618 |
1.1083 |
|
1.000 |
1.1020 |
|
1.618 |
1.0917 |
|
2.618 |
1.0751 |
|
4.250 |
1.0481 |
|
|
| Fisher Pivots for day following 02-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1269 |
1.1263 |
| PP |
1.1267 |
1.1262 |
| S1 |
1.1265 |
1.1262 |
|