CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 19-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2015 |
19-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1406 |
1.1386 |
-0.0020 |
-0.2% |
1.1400 |
| High |
1.1423 |
1.1407 |
-0.0016 |
-0.1% |
1.1524 |
| Low |
1.1365 |
1.1336 |
-0.0029 |
-0.3% |
1.1365 |
| Close |
1.1406 |
1.1356 |
-0.0050 |
-0.4% |
1.1406 |
| Range |
0.0058 |
0.0071 |
0.0013 |
22.4% |
0.0159 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
466 |
588 |
122 |
26.2% |
1,658 |
|
| Daily Pivots for day following 19-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1579 |
1.1539 |
1.1395 |
|
| R3 |
1.1508 |
1.1468 |
1.1376 |
|
| R2 |
1.1437 |
1.1437 |
1.1369 |
|
| R1 |
1.1397 |
1.1397 |
1.1363 |
1.1382 |
| PP |
1.1366 |
1.1366 |
1.1366 |
1.1359 |
| S1 |
1.1326 |
1.1326 |
1.1349 |
1.1311 |
| S2 |
1.1295 |
1.1295 |
1.1343 |
|
| S3 |
1.1224 |
1.1255 |
1.1336 |
|
| S4 |
1.1153 |
1.1184 |
1.1317 |
|
|
| 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 |
1.1336 |
0.0188 |
1.7% |
0.0086 |
0.8% |
11% |
False |
True |
401 |
| 10 |
1.1524 |
1.1207 |
0.0317 |
2.8% |
0.0086 |
0.8% |
47% |
False |
False |
381 |
| 20 |
1.1524 |
1.1141 |
0.0383 |
3.4% |
0.0096 |
0.8% |
56% |
False |
False |
426 |
| 40 |
1.1749 |
1.1130 |
0.0619 |
5.5% |
0.0115 |
1.0% |
37% |
False |
False |
324 |
| 60 |
1.1749 |
1.0893 |
0.0856 |
7.5% |
0.0110 |
1.0% |
54% |
False |
False |
257 |
| 80 |
1.1749 |
1.0860 |
0.0889 |
7.8% |
0.0106 |
0.9% |
56% |
False |
False |
205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1709 |
|
2.618 |
1.1593 |
|
1.618 |
1.1522 |
|
1.000 |
1.1478 |
|
0.618 |
1.1451 |
|
HIGH |
1.1407 |
|
0.618 |
1.1380 |
|
0.500 |
1.1372 |
|
0.382 |
1.1363 |
|
LOW |
1.1336 |
|
0.618 |
1.1292 |
|
1.000 |
1.1265 |
|
1.618 |
1.1221 |
|
2.618 |
1.1150 |
|
4.250 |
1.1034 |
|
|
| Fisher Pivots for day following 19-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1372 |
1.1430 |
| PP |
1.1366 |
1.1405 |
| S1 |
1.1361 |
1.1381 |
|