CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 20-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2015 |
20-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1386 |
1.1353 |
-0.0033 |
-0.3% |
1.1400 |
| High |
1.1407 |
1.1415 |
0.0008 |
0.1% |
1.1524 |
| Low |
1.1336 |
1.1353 |
0.0017 |
0.1% |
1.1365 |
| Close |
1.1356 |
1.1366 |
0.0010 |
0.1% |
1.1406 |
| Range |
0.0071 |
0.0062 |
-0.0009 |
-12.7% |
0.0159 |
| ATR |
0.0100 |
0.0097 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
588 |
385 |
-203 |
-34.5% |
1,658 |
|
| Daily Pivots for day following 20-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1564 |
1.1527 |
1.1400 |
|
| R3 |
1.1502 |
1.1465 |
1.1383 |
|
| R2 |
1.1440 |
1.1440 |
1.1377 |
|
| R1 |
1.1403 |
1.1403 |
1.1372 |
1.1422 |
| PP |
1.1378 |
1.1378 |
1.1378 |
1.1387 |
| S1 |
1.1341 |
1.1341 |
1.1360 |
1.1360 |
| S2 |
1.1316 |
1.1316 |
1.1355 |
|
| S3 |
1.1254 |
1.1279 |
1.1349 |
|
| S4 |
1.1192 |
1.1217 |
1.1332 |
|
|
| 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% |
16% |
False |
False |
435 |
| 10 |
1.1524 |
1.1244 |
0.0280 |
2.5% |
0.0082 |
0.7% |
44% |
False |
False |
393 |
| 20 |
1.1524 |
1.1141 |
0.0383 |
3.4% |
0.0094 |
0.8% |
59% |
False |
False |
434 |
| 40 |
1.1630 |
1.1130 |
0.0500 |
4.4% |
0.0109 |
1.0% |
47% |
False |
False |
325 |
| 60 |
1.1749 |
1.0893 |
0.0856 |
7.5% |
0.0108 |
1.0% |
55% |
False |
False |
263 |
| 80 |
1.1749 |
1.0860 |
0.0889 |
7.8% |
0.0106 |
0.9% |
57% |
False |
False |
209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1679 |
|
2.618 |
1.1577 |
|
1.618 |
1.1515 |
|
1.000 |
1.1477 |
|
0.618 |
1.1453 |
|
HIGH |
1.1415 |
|
0.618 |
1.1391 |
|
0.500 |
1.1384 |
|
0.382 |
1.1377 |
|
LOW |
1.1353 |
|
0.618 |
1.1315 |
|
1.000 |
1.1291 |
|
1.618 |
1.1253 |
|
2.618 |
1.1191 |
|
4.250 |
1.1090 |
|
|
| Fisher Pivots for day following 20-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1384 |
1.1380 |
| PP |
1.1378 |
1.1375 |
| S1 |
1.1372 |
1.1371 |
|