CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 21-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2015 |
21-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1353 |
1.1376 |
0.0023 |
0.2% |
1.1400 |
| High |
1.1415 |
1.1406 |
-0.0009 |
-0.1% |
1.1524 |
| Low |
1.1353 |
1.1364 |
0.0011 |
0.1% |
1.1365 |
| Close |
1.1366 |
1.1366 |
0.0000 |
0.0% |
1.1406 |
| Range |
0.0062 |
0.0042 |
-0.0020 |
-32.3% |
0.0159 |
| ATR |
0.0097 |
0.0093 |
-0.0004 |
-4.1% |
0.0000 |
| Volume |
385 |
256 |
-129 |
-33.5% |
1,658 |
|
| Daily Pivots for day following 21-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1505 |
1.1477 |
1.1389 |
|
| R3 |
1.1463 |
1.1435 |
1.1378 |
|
| R2 |
1.1421 |
1.1421 |
1.1374 |
|
| R1 |
1.1393 |
1.1393 |
1.1370 |
1.1386 |
| PP |
1.1379 |
1.1379 |
1.1379 |
1.1375 |
| S1 |
1.1351 |
1.1351 |
1.1362 |
1.1344 |
| S2 |
1.1337 |
1.1337 |
1.1358 |
|
| S3 |
1.1295 |
1.1309 |
1.1354 |
|
| S4 |
1.1253 |
1.1267 |
1.1343 |
|
|
| 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% |
0.0073 |
0.6% |
16% |
False |
False |
422 |
| 10 |
1.1524 |
1.1267 |
0.0257 |
2.3% |
0.0079 |
0.7% |
39% |
False |
False |
350 |
| 20 |
1.1524 |
1.1154 |
0.0370 |
3.3% |
0.0091 |
0.8% |
57% |
False |
False |
427 |
| 40 |
1.1597 |
1.1130 |
0.0467 |
4.1% |
0.0105 |
0.9% |
51% |
False |
False |
328 |
| 60 |
1.1749 |
1.0893 |
0.0856 |
7.5% |
0.0109 |
1.0% |
55% |
False |
False |
267 |
| 80 |
1.1749 |
1.0860 |
0.0889 |
7.8% |
0.0103 |
0.9% |
57% |
False |
False |
212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1585 |
|
2.618 |
1.1516 |
|
1.618 |
1.1474 |
|
1.000 |
1.1448 |
|
0.618 |
1.1432 |
|
HIGH |
1.1406 |
|
0.618 |
1.1390 |
|
0.500 |
1.1385 |
|
0.382 |
1.1380 |
|
LOW |
1.1364 |
|
0.618 |
1.1338 |
|
1.000 |
1.1322 |
|
1.618 |
1.1296 |
|
2.618 |
1.1254 |
|
4.250 |
1.1186 |
|
|
| Fisher Pivots for day following 21-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1385 |
1.1376 |
| PP |
1.1379 |
1.1372 |
| S1 |
1.1372 |
1.1369 |
|