CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 09-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2015 |
09-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1272 |
1.1313 |
0.0041 |
0.4% |
1.1274 |
| High |
1.1357 |
1.1418 |
0.0061 |
0.5% |
1.1418 |
| Low |
1.1267 |
1.1299 |
0.0032 |
0.3% |
1.1207 |
| Close |
1.1304 |
1.1397 |
0.0093 |
0.8% |
1.1397 |
| Range |
0.0090 |
0.0119 |
0.0029 |
32.2% |
0.0211 |
| ATR |
0.0111 |
0.0111 |
0.0001 |
0.5% |
0.0000 |
| Volume |
263 |
358 |
95 |
36.1% |
1,895 |
|
| Daily Pivots for day following 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1728 |
1.1682 |
1.1462 |
|
| R3 |
1.1609 |
1.1563 |
1.1430 |
|
| R2 |
1.1490 |
1.1490 |
1.1419 |
|
| R1 |
1.1444 |
1.1444 |
1.1408 |
1.1467 |
| PP |
1.1371 |
1.1371 |
1.1371 |
1.1383 |
| S1 |
1.1325 |
1.1325 |
1.1386 |
1.1348 |
| S2 |
1.1252 |
1.1252 |
1.1375 |
|
| S3 |
1.1133 |
1.1206 |
1.1364 |
|
| S4 |
1.1014 |
1.1087 |
1.1332 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1974 |
1.1896 |
1.1513 |
|
| R3 |
1.1763 |
1.1685 |
1.1455 |
|
| R2 |
1.1552 |
1.1552 |
1.1436 |
|
| R1 |
1.1474 |
1.1474 |
1.1416 |
1.1513 |
| PP |
1.1341 |
1.1341 |
1.1341 |
1.1360 |
| S1 |
1.1263 |
1.1263 |
1.1378 |
1.1302 |
| S2 |
1.1130 |
1.1130 |
1.1358 |
|
| S3 |
1.0919 |
1.1052 |
1.1339 |
|
| S4 |
1.0708 |
1.0841 |
1.1281 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1418 |
1.1207 |
0.0211 |
1.9% |
0.0100 |
0.9% |
90% |
True |
False |
379 |
| 10 |
1.1418 |
1.1171 |
0.0247 |
2.2% |
0.0102 |
0.9% |
91% |
True |
False |
482 |
| 20 |
1.1497 |
1.1141 |
0.0356 |
3.1% |
0.0109 |
1.0% |
72% |
False |
False |
407 |
| 40 |
1.1749 |
1.1063 |
0.0686 |
6.0% |
0.0118 |
1.0% |
49% |
False |
False |
292 |
| 60 |
1.1749 |
1.0860 |
0.0889 |
7.8% |
0.0110 |
1.0% |
60% |
False |
False |
224 |
| 80 |
1.1749 |
1.0860 |
0.0889 |
7.8% |
0.0105 |
0.9% |
60% |
False |
False |
180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1924 |
|
2.618 |
1.1730 |
|
1.618 |
1.1611 |
|
1.000 |
1.1537 |
|
0.618 |
1.1492 |
|
HIGH |
1.1418 |
|
0.618 |
1.1373 |
|
0.500 |
1.1359 |
|
0.382 |
1.1344 |
|
LOW |
1.1299 |
|
0.618 |
1.1225 |
|
1.000 |
1.1180 |
|
1.618 |
1.1106 |
|
2.618 |
1.0987 |
|
4.250 |
1.0793 |
|
|
| Fisher Pivots for day following 09-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1384 |
1.1375 |
| PP |
1.1371 |
1.1353 |
| S1 |
1.1359 |
1.1331 |
|