CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 13-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2015 |
13-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1400 |
1.1383 |
-0.0017 |
-0.1% |
1.1274 |
| High |
1.1429 |
1.1441 |
0.0012 |
0.1% |
1.1418 |
| Low |
1.1388 |
1.1376 |
-0.0012 |
-0.1% |
1.1207 |
| Close |
1.1408 |
1.1415 |
0.0007 |
0.1% |
1.1397 |
| Range |
0.0041 |
0.0065 |
0.0024 |
58.5% |
0.0211 |
| ATR |
0.0106 |
0.0103 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
241 |
211 |
-30 |
-12.4% |
1,895 |
|
| Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1606 |
1.1575 |
1.1451 |
|
| R3 |
1.1541 |
1.1510 |
1.1433 |
|
| R2 |
1.1476 |
1.1476 |
1.1427 |
|
| R1 |
1.1445 |
1.1445 |
1.1421 |
1.1461 |
| PP |
1.1411 |
1.1411 |
1.1411 |
1.1418 |
| S1 |
1.1380 |
1.1380 |
1.1409 |
1.1396 |
| S2 |
1.1346 |
1.1346 |
1.1403 |
|
| S3 |
1.1281 |
1.1315 |
1.1397 |
|
| S4 |
1.1216 |
1.1250 |
1.1379 |
|
|
| 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 |
1.1441 |
1.1244 |
0.0197 |
1.7% |
0.0077 |
0.7% |
87% |
True |
False |
352 |
| 10 |
1.1441 |
1.1171 |
0.0270 |
2.4% |
0.0094 |
0.8% |
90% |
True |
False |
486 |
| 20 |
1.1497 |
1.1141 |
0.0356 |
3.1% |
0.0107 |
0.9% |
77% |
False |
False |
412 |
| 40 |
1.1749 |
1.1063 |
0.0686 |
6.0% |
0.0117 |
1.0% |
51% |
False |
False |
292 |
| 60 |
1.1749 |
1.0860 |
0.0889 |
7.8% |
0.0109 |
1.0% |
62% |
False |
False |
230 |
| 80 |
1.1749 |
1.0860 |
0.0889 |
7.8% |
0.0105 |
0.9% |
62% |
False |
False |
184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1717 |
|
2.618 |
1.1611 |
|
1.618 |
1.1546 |
|
1.000 |
1.1506 |
|
0.618 |
1.1481 |
|
HIGH |
1.1441 |
|
0.618 |
1.1416 |
|
0.500 |
1.1409 |
|
0.382 |
1.1401 |
|
LOW |
1.1376 |
|
0.618 |
1.1336 |
|
1.000 |
1.1311 |
|
1.618 |
1.1271 |
|
2.618 |
1.1206 |
|
4.250 |
1.1100 |
|
|
| Fisher Pivots for day following 13-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1413 |
1.1400 |
| PP |
1.1411 |
1.1385 |
| S1 |
1.1409 |
1.1370 |
|