CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 15-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2015 |
15-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1425 |
1.1505 |
0.0080 |
0.7% |
1.1274 |
| High |
1.1519 |
1.1524 |
0.0005 |
0.0% |
1.1418 |
| Low |
1.1412 |
1.1393 |
-0.0019 |
-0.2% |
1.1207 |
| Close |
1.1509 |
1.1413 |
-0.0096 |
-0.8% |
1.1397 |
| Range |
0.0107 |
0.0131 |
0.0024 |
22.4% |
0.0211 |
| ATR |
0.0104 |
0.0106 |
0.0002 |
1.9% |
0.0000 |
| Volume |
323 |
417 |
94 |
29.1% |
1,895 |
|
| Daily Pivots for day following 15-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1836 |
1.1756 |
1.1485 |
|
| R3 |
1.1705 |
1.1625 |
1.1449 |
|
| R2 |
1.1574 |
1.1574 |
1.1437 |
|
| R1 |
1.1494 |
1.1494 |
1.1425 |
1.1469 |
| PP |
1.1443 |
1.1443 |
1.1443 |
1.1431 |
| S1 |
1.1363 |
1.1363 |
1.1401 |
1.1338 |
| S2 |
1.1312 |
1.1312 |
1.1389 |
|
| S3 |
1.1181 |
1.1232 |
1.1377 |
|
| S4 |
1.1050 |
1.1101 |
1.1341 |
|
|
| 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 |
1.1524 |
1.1299 |
0.0225 |
2.0% |
0.0093 |
0.8% |
51% |
True |
False |
310 |
| 10 |
1.1524 |
1.1186 |
0.0338 |
3.0% |
0.0101 |
0.9% |
67% |
True |
False |
480 |
| 20 |
1.1524 |
1.1141 |
0.0383 |
3.4% |
0.0106 |
0.9% |
71% |
True |
False |
408 |
| 40 |
1.1749 |
1.1130 |
0.0619 |
5.4% |
0.0119 |
1.0% |
46% |
False |
False |
303 |
| 60 |
1.1749 |
1.0893 |
0.0856 |
7.5% |
0.0109 |
1.0% |
61% |
False |
False |
241 |
| 80 |
1.1749 |
1.0860 |
0.0889 |
7.8% |
0.0105 |
0.9% |
62% |
False |
False |
193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2081 |
|
2.618 |
1.1867 |
|
1.618 |
1.1736 |
|
1.000 |
1.1655 |
|
0.618 |
1.1605 |
|
HIGH |
1.1524 |
|
0.618 |
1.1474 |
|
0.500 |
1.1459 |
|
0.382 |
1.1443 |
|
LOW |
1.1393 |
|
0.618 |
1.1312 |
|
1.000 |
1.1262 |
|
1.618 |
1.1181 |
|
2.618 |
1.1050 |
|
4.250 |
1.0836 |
|
|
| Fisher Pivots for day following 15-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1459 |
1.1450 |
| PP |
1.1443 |
1.1438 |
| S1 |
1.1428 |
1.1425 |
|