CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 07-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2015 |
07-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1228 |
1.1305 |
0.0077 |
0.7% |
1.1230 |
| High |
1.1312 |
1.1316 |
0.0004 |
0.0% |
1.1352 |
| Low |
1.1207 |
1.1244 |
0.0037 |
0.3% |
1.1171 |
| Close |
1.1305 |
1.1284 |
-0.0021 |
-0.2% |
1.1263 |
| Range |
0.0105 |
0.0072 |
-0.0033 |
-31.4% |
0.0181 |
| ATR |
0.0115 |
0.0112 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
260 |
687 |
427 |
164.2% |
2,932 |
|
| Daily Pivots for day following 07-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1497 |
1.1463 |
1.1324 |
|
| R3 |
1.1425 |
1.1391 |
1.1304 |
|
| R2 |
1.1353 |
1.1353 |
1.1297 |
|
| R1 |
1.1319 |
1.1319 |
1.1291 |
1.1300 |
| PP |
1.1281 |
1.1281 |
1.1281 |
1.1272 |
| S1 |
1.1247 |
1.1247 |
1.1277 |
1.1228 |
| S2 |
1.1209 |
1.1209 |
1.1271 |
|
| S3 |
1.1137 |
1.1175 |
1.1264 |
|
| S4 |
1.1065 |
1.1103 |
1.1244 |
|
|
| 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% |
0.0106 |
0.9% |
62% |
False |
False |
667 |
| 10 |
1.1352 |
1.1154 |
0.0198 |
1.8% |
0.0103 |
0.9% |
66% |
False |
False |
504 |
| 20 |
1.1497 |
1.1141 |
0.0356 |
3.2% |
0.0109 |
1.0% |
40% |
False |
False |
391 |
| 40 |
1.1749 |
1.1063 |
0.0686 |
6.1% |
0.0119 |
1.1% |
32% |
False |
False |
281 |
| 60 |
1.1749 |
1.0860 |
0.0889 |
7.9% |
0.0110 |
1.0% |
48% |
False |
False |
215 |
| 80 |
1.1749 |
1.0860 |
0.0889 |
7.9% |
0.0104 |
0.9% |
48% |
False |
False |
173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1622 |
|
2.618 |
1.1504 |
|
1.618 |
1.1432 |
|
1.000 |
1.1388 |
|
0.618 |
1.1360 |
|
HIGH |
1.1316 |
|
0.618 |
1.1288 |
|
0.500 |
1.1280 |
|
0.382 |
1.1272 |
|
LOW |
1.1244 |
|
0.618 |
1.1200 |
|
1.000 |
1.1172 |
|
1.618 |
1.1128 |
|
2.618 |
1.1056 |
|
4.250 |
1.0938 |
|
|
| Fisher Pivots for day following 07-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1283 |
1.1278 |
| PP |
1.1281 |
1.1271 |
| S1 |
1.1280 |
1.1265 |
|