CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 06-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2015 |
06-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1274 |
1.1228 |
-0.0046 |
-0.4% |
1.1230 |
| High |
1.1322 |
1.1312 |
-0.0010 |
-0.1% |
1.1352 |
| Low |
1.1207 |
1.1207 |
0.0000 |
0.0% |
1.1171 |
| Close |
1.1214 |
1.1305 |
0.0091 |
0.8% |
1.1263 |
| Range |
0.0115 |
0.0105 |
-0.0010 |
-8.7% |
0.0181 |
| ATR |
0.0116 |
0.0115 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
327 |
260 |
-67 |
-20.5% |
2,932 |
|
| Daily Pivots for day following 06-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1590 |
1.1552 |
1.1363 |
|
| R3 |
1.1485 |
1.1447 |
1.1334 |
|
| R2 |
1.1380 |
1.1380 |
1.1324 |
|
| R1 |
1.1342 |
1.1342 |
1.1315 |
1.1361 |
| PP |
1.1275 |
1.1275 |
1.1275 |
1.1284 |
| S1 |
1.1237 |
1.1237 |
1.1295 |
1.1256 |
| S2 |
1.1170 |
1.1170 |
1.1286 |
|
| S3 |
1.1065 |
1.1132 |
1.1276 |
|
| S4 |
1.0960 |
1.1027 |
1.1247 |
|
|
| 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% |
0.0111 |
1.0% |
74% |
False |
False |
621 |
| 10 |
1.1352 |
1.1141 |
0.0211 |
1.9% |
0.0107 |
0.9% |
78% |
False |
False |
475 |
| 20 |
1.1497 |
1.1141 |
0.0356 |
3.1% |
0.0109 |
1.0% |
46% |
False |
False |
369 |
| 40 |
1.1749 |
1.1008 |
0.0741 |
6.6% |
0.0120 |
1.1% |
40% |
False |
False |
267 |
| 60 |
1.1749 |
1.0860 |
0.0889 |
7.9% |
0.0110 |
1.0% |
50% |
False |
False |
204 |
| 80 |
1.1749 |
1.0860 |
0.0889 |
7.9% |
0.0104 |
0.9% |
50% |
False |
False |
164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1758 |
|
2.618 |
1.1587 |
|
1.618 |
1.1482 |
|
1.000 |
1.1417 |
|
0.618 |
1.1377 |
|
HIGH |
1.1312 |
|
0.618 |
1.1272 |
|
0.500 |
1.1260 |
|
0.382 |
1.1247 |
|
LOW |
1.1207 |
|
0.618 |
1.1142 |
|
1.000 |
1.1102 |
|
1.618 |
1.1037 |
|
2.618 |
1.0932 |
|
4.250 |
1.0761 |
|
|
| Fisher Pivots for day following 06-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1290 |
1.1293 |
| PP |
1.1275 |
1.1281 |
| S1 |
1.1260 |
1.1269 |
|