CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 22-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2015 |
22-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1376 |
1.1371 |
-0.0005 |
0.0% |
1.1400 |
| High |
1.1406 |
1.1378 |
-0.0028 |
-0.2% |
1.1524 |
| Low |
1.1364 |
1.1128 |
-0.0236 |
-2.1% |
1.1365 |
| Close |
1.1366 |
1.1138 |
-0.0228 |
-2.0% |
1.1406 |
| Range |
0.0042 |
0.0250 |
0.0208 |
495.2% |
0.0159 |
| ATR |
0.0093 |
0.0104 |
0.0011 |
12.0% |
0.0000 |
| Volume |
256 |
1,222 |
966 |
377.3% |
1,658 |
|
| Daily Pivots for day following 22-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1965 |
1.1801 |
1.1276 |
|
| R3 |
1.1715 |
1.1551 |
1.1207 |
|
| R2 |
1.1465 |
1.1465 |
1.1184 |
|
| R1 |
1.1301 |
1.1301 |
1.1161 |
1.1258 |
| PP |
1.1215 |
1.1215 |
1.1215 |
1.1193 |
| S1 |
1.1051 |
1.1051 |
1.1115 |
1.1008 |
| S2 |
1.0965 |
1.0965 |
1.1092 |
|
| S3 |
1.0715 |
1.0801 |
1.1069 |
|
| S4 |
1.0465 |
1.0551 |
1.1001 |
|
|
| 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 |
1.1423 |
1.1128 |
0.0295 |
2.6% |
0.0097 |
0.9% |
3% |
False |
True |
583 |
| 10 |
1.1524 |
1.1128 |
0.0396 |
3.6% |
0.0095 |
0.8% |
3% |
False |
True |
446 |
| 20 |
1.1524 |
1.1128 |
0.0396 |
3.6% |
0.0097 |
0.9% |
3% |
False |
True |
466 |
| 40 |
1.1524 |
1.1128 |
0.0396 |
3.6% |
0.0105 |
0.9% |
3% |
False |
True |
352 |
| 60 |
1.1749 |
1.0893 |
0.0856 |
7.7% |
0.0111 |
1.0% |
29% |
False |
False |
285 |
| 80 |
1.1749 |
1.0860 |
0.0889 |
8.0% |
0.0105 |
0.9% |
31% |
False |
False |
227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2441 |
|
2.618 |
1.2033 |
|
1.618 |
1.1783 |
|
1.000 |
1.1628 |
|
0.618 |
1.1533 |
|
HIGH |
1.1378 |
|
0.618 |
1.1283 |
|
0.500 |
1.1253 |
|
0.382 |
1.1224 |
|
LOW |
1.1128 |
|
0.618 |
1.0974 |
|
1.000 |
1.0878 |
|
1.618 |
1.0724 |
|
2.618 |
1.0474 |
|
4.250 |
1.0066 |
|
|
| Fisher Pivots for day following 22-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1253 |
1.1272 |
| PP |
1.1215 |
1.1227 |
| S1 |
1.1176 |
1.1183 |
|