CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 16-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2015 |
16-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1505 |
1.1406 |
-0.0099 |
-0.9% |
1.1400 |
| High |
1.1524 |
1.1423 |
-0.0101 |
-0.9% |
1.1524 |
| Low |
1.1393 |
1.1365 |
-0.0028 |
-0.2% |
1.1365 |
| Close |
1.1413 |
1.1406 |
-0.0007 |
-0.1% |
1.1406 |
| Range |
0.0131 |
0.0058 |
-0.0073 |
-55.7% |
0.0159 |
| ATR |
0.0106 |
0.0102 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
417 |
466 |
49 |
11.8% |
1,658 |
|
| Daily Pivots for day following 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1572 |
1.1547 |
1.1438 |
|
| R3 |
1.1514 |
1.1489 |
1.1422 |
|
| R2 |
1.1456 |
1.1456 |
1.1417 |
|
| R1 |
1.1431 |
1.1431 |
1.1411 |
1.1435 |
| PP |
1.1398 |
1.1398 |
1.1398 |
1.1400 |
| S1 |
1.1373 |
1.1373 |
1.1401 |
1.1377 |
| S2 |
1.1340 |
1.1340 |
1.1395 |
|
| S3 |
1.1282 |
1.1315 |
1.1390 |
|
| S4 |
1.1224 |
1.1257 |
1.1374 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1909 |
1.1816 |
1.1493 |
|
| R3 |
1.1750 |
1.1657 |
1.1450 |
|
| R2 |
1.1591 |
1.1591 |
1.1435 |
|
| R1 |
1.1498 |
1.1498 |
1.1421 |
1.1545 |
| PP |
1.1432 |
1.1432 |
1.1432 |
1.1455 |
| S1 |
1.1339 |
1.1339 |
1.1391 |
1.1386 |
| S2 |
1.1273 |
1.1273 |
1.1377 |
|
| S3 |
1.1114 |
1.1180 |
1.1362 |
|
| S4 |
1.0955 |
1.1021 |
1.1319 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1524 |
1.1365 |
0.0159 |
1.4% |
0.0080 |
0.7% |
26% |
False |
True |
331 |
| 10 |
1.1524 |
1.1207 |
0.0317 |
2.8% |
0.0090 |
0.8% |
63% |
False |
False |
355 |
| 20 |
1.1524 |
1.1141 |
0.0383 |
3.4% |
0.0100 |
0.9% |
69% |
False |
False |
410 |
| 40 |
1.1749 |
1.1130 |
0.0619 |
5.4% |
0.0117 |
1.0% |
45% |
False |
False |
312 |
| 60 |
1.1749 |
1.0893 |
0.0856 |
7.5% |
0.0109 |
1.0% |
60% |
False |
False |
248 |
| 80 |
1.1749 |
1.0860 |
0.0889 |
7.8% |
0.0105 |
0.9% |
61% |
False |
False |
198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1670 |
|
2.618 |
1.1575 |
|
1.618 |
1.1517 |
|
1.000 |
1.1481 |
|
0.618 |
1.1459 |
|
HIGH |
1.1423 |
|
0.618 |
1.1401 |
|
0.500 |
1.1394 |
|
0.382 |
1.1387 |
|
LOW |
1.1365 |
|
0.618 |
1.1329 |
|
1.000 |
1.1307 |
|
1.618 |
1.1271 |
|
2.618 |
1.1213 |
|
4.250 |
1.1119 |
|
|
| Fisher Pivots for day following 16-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1402 |
1.1445 |
| PP |
1.1398 |
1.1432 |
| S1 |
1.1394 |
1.1419 |
|