CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 05-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2015 |
05-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1222 |
1.1274 |
0.0052 |
0.5% |
1.1230 |
| High |
1.1352 |
1.1322 |
-0.0030 |
-0.3% |
1.1352 |
| Low |
1.1186 |
1.1207 |
0.0021 |
0.2% |
1.1171 |
| Close |
1.1263 |
1.1214 |
-0.0049 |
-0.4% |
1.1263 |
| Range |
0.0166 |
0.0115 |
-0.0051 |
-30.7% |
0.0181 |
| ATR |
0.0116 |
0.0116 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
1,716 |
327 |
-1,389 |
-80.9% |
2,932 |
|
| Daily Pivots for day following 05-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1593 |
1.1518 |
1.1277 |
|
| R3 |
1.1478 |
1.1403 |
1.1246 |
|
| R2 |
1.1363 |
1.1363 |
1.1235 |
|
| R1 |
1.1288 |
1.1288 |
1.1225 |
1.1268 |
| PP |
1.1248 |
1.1248 |
1.1248 |
1.1238 |
| S1 |
1.1173 |
1.1173 |
1.1203 |
1.1153 |
| S2 |
1.1133 |
1.1133 |
1.1193 |
|
| S3 |
1.1018 |
1.1058 |
1.1182 |
|
| S4 |
1.0903 |
1.0943 |
1.1151 |
|
|
| 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% |
0.0107 |
1.0% |
24% |
False |
False |
618 |
| 10 |
1.1352 |
1.1141 |
0.0211 |
1.9% |
0.0106 |
0.9% |
35% |
False |
False |
472 |
| 20 |
1.1497 |
1.1141 |
0.0356 |
3.2% |
0.0108 |
1.0% |
21% |
False |
False |
364 |
| 40 |
1.1749 |
1.0973 |
0.0776 |
6.9% |
0.0120 |
1.1% |
31% |
False |
False |
263 |
| 60 |
1.1749 |
1.0860 |
0.0889 |
7.9% |
0.0111 |
1.0% |
40% |
False |
False |
200 |
| 80 |
1.1749 |
1.0860 |
0.0889 |
7.9% |
0.0103 |
0.9% |
40% |
False |
False |
161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1811 |
|
2.618 |
1.1623 |
|
1.618 |
1.1508 |
|
1.000 |
1.1437 |
|
0.618 |
1.1393 |
|
HIGH |
1.1322 |
|
0.618 |
1.1278 |
|
0.500 |
1.1265 |
|
0.382 |
1.1251 |
|
LOW |
1.1207 |
|
0.618 |
1.1136 |
|
1.000 |
1.1092 |
|
1.618 |
1.1021 |
|
2.618 |
1.0906 |
|
4.250 |
1.0718 |
|
|
| Fisher Pivots for day following 05-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1265 |
1.1262 |
| PP |
1.1248 |
1.1246 |
| S1 |
1.1231 |
1.1230 |
|