CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 08-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2015 |
08-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1305 |
1.1272 |
-0.0033 |
-0.3% |
1.1230 |
| High |
1.1316 |
1.1357 |
0.0041 |
0.4% |
1.1352 |
| Low |
1.1244 |
1.1267 |
0.0023 |
0.2% |
1.1171 |
| Close |
1.1284 |
1.1304 |
0.0020 |
0.2% |
1.1263 |
| Range |
0.0072 |
0.0090 |
0.0018 |
25.0% |
0.0181 |
| ATR |
0.0112 |
0.0111 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
687 |
263 |
-424 |
-61.7% |
2,932 |
|
| Daily Pivots for day following 08-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1579 |
1.1532 |
1.1354 |
|
| R3 |
1.1489 |
1.1442 |
1.1329 |
|
| R2 |
1.1399 |
1.1399 |
1.1321 |
|
| R1 |
1.1352 |
1.1352 |
1.1312 |
1.1376 |
| PP |
1.1309 |
1.1309 |
1.1309 |
1.1321 |
| S1 |
1.1262 |
1.1262 |
1.1296 |
1.1286 |
| S2 |
1.1219 |
1.1219 |
1.1288 |
|
| S3 |
1.1129 |
1.1172 |
1.1279 |
|
| S4 |
1.1039 |
1.1082 |
1.1255 |
|
|
| 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 |
1.1357 |
1.1186 |
0.0171 |
1.5% |
0.0110 |
1.0% |
69% |
True |
False |
650 |
| 10 |
1.1357 |
1.1154 |
0.0203 |
1.8% |
0.0100 |
0.9% |
74% |
True |
False |
485 |
| 20 |
1.1497 |
1.1141 |
0.0356 |
3.1% |
0.0108 |
1.0% |
46% |
False |
False |
394 |
| 40 |
1.1749 |
1.1063 |
0.0686 |
6.1% |
0.0118 |
1.0% |
35% |
False |
False |
286 |
| 60 |
1.1749 |
1.0860 |
0.0889 |
7.9% |
0.0109 |
1.0% |
50% |
False |
False |
219 |
| 80 |
1.1749 |
1.0860 |
0.0889 |
7.9% |
0.0105 |
0.9% |
50% |
False |
False |
176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1740 |
|
2.618 |
1.1593 |
|
1.618 |
1.1503 |
|
1.000 |
1.1447 |
|
0.618 |
1.1413 |
|
HIGH |
1.1357 |
|
0.618 |
1.1323 |
|
0.500 |
1.1312 |
|
0.382 |
1.1301 |
|
LOW |
1.1267 |
|
0.618 |
1.1211 |
|
1.000 |
1.1177 |
|
1.618 |
1.1121 |
|
2.618 |
1.1031 |
|
4.250 |
1.0885 |
|
|
| Fisher Pivots for day following 08-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1312 |
1.1297 |
| PP |
1.1309 |
1.1289 |
| S1 |
1.1307 |
1.1282 |
|