CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 14-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2015 |
14-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1383 |
1.1425 |
0.0042 |
0.4% |
1.1274 |
| High |
1.1441 |
1.1519 |
0.0078 |
0.7% |
1.1418 |
| Low |
1.1376 |
1.1412 |
0.0036 |
0.3% |
1.1207 |
| Close |
1.1415 |
1.1509 |
0.0094 |
0.8% |
1.1397 |
| Range |
0.0065 |
0.0107 |
0.0042 |
64.6% |
0.0211 |
| ATR |
0.0103 |
0.0104 |
0.0000 |
0.3% |
0.0000 |
| Volume |
211 |
323 |
112 |
53.1% |
1,895 |
|
| Daily Pivots for day following 14-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1801 |
1.1762 |
1.1568 |
|
| R3 |
1.1694 |
1.1655 |
1.1538 |
|
| R2 |
1.1587 |
1.1587 |
1.1529 |
|
| R1 |
1.1548 |
1.1548 |
1.1519 |
1.1568 |
| PP |
1.1480 |
1.1480 |
1.1480 |
1.1490 |
| S1 |
1.1441 |
1.1441 |
1.1499 |
1.1461 |
| S2 |
1.1373 |
1.1373 |
1.1489 |
|
| S3 |
1.1266 |
1.1334 |
1.1480 |
|
| S4 |
1.1159 |
1.1227 |
1.1450 |
|
|
| 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 |
1.1519 |
1.1267 |
0.0252 |
2.2% |
0.0084 |
0.7% |
96% |
True |
False |
279 |
| 10 |
1.1519 |
1.1171 |
0.0348 |
3.0% |
0.0095 |
0.8% |
97% |
True |
False |
473 |
| 20 |
1.1519 |
1.1141 |
0.0378 |
3.3% |
0.0107 |
0.9% |
97% |
True |
False |
417 |
| 40 |
1.1749 |
1.1063 |
0.0686 |
6.0% |
0.0118 |
1.0% |
65% |
False |
False |
296 |
| 60 |
1.1749 |
1.0893 |
0.0856 |
7.4% |
0.0109 |
0.9% |
72% |
False |
False |
235 |
| 80 |
1.1749 |
1.0860 |
0.0889 |
7.7% |
0.0105 |
0.9% |
73% |
False |
False |
188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1974 |
|
2.618 |
1.1799 |
|
1.618 |
1.1692 |
|
1.000 |
1.1626 |
|
0.618 |
1.1585 |
|
HIGH |
1.1519 |
|
0.618 |
1.1478 |
|
0.500 |
1.1466 |
|
0.382 |
1.1453 |
|
LOW |
1.1412 |
|
0.618 |
1.1346 |
|
1.000 |
1.1305 |
|
1.618 |
1.1239 |
|
2.618 |
1.1132 |
|
4.250 |
1.0957 |
|
|
| Fisher Pivots for day following 14-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1495 |
1.1489 |
| PP |
1.1480 |
1.1468 |
| S1 |
1.1466 |
1.1448 |
|