CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 23-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2015 |
23-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1371 |
1.1132 |
-0.0239 |
-2.1% |
1.1386 |
| High |
1.1378 |
1.1168 |
-0.0210 |
-1.8% |
1.1415 |
| Low |
1.1128 |
1.1027 |
-0.0101 |
-0.9% |
1.1027 |
| Close |
1.1138 |
1.1034 |
-0.0104 |
-0.9% |
1.1034 |
| Range |
0.0250 |
0.0141 |
-0.0109 |
-43.6% |
0.0388 |
| ATR |
0.0104 |
0.0107 |
0.0003 |
2.5% |
0.0000 |
| Volume |
1,222 |
774 |
-448 |
-36.7% |
3,225 |
|
| Daily Pivots for day following 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1499 |
1.1408 |
1.1112 |
|
| R3 |
1.1358 |
1.1267 |
1.1073 |
|
| R2 |
1.1217 |
1.1217 |
1.1060 |
|
| R1 |
1.1126 |
1.1126 |
1.1047 |
1.1101 |
| PP |
1.1076 |
1.1076 |
1.1076 |
1.1064 |
| S1 |
1.0985 |
1.0985 |
1.1021 |
1.0960 |
| S2 |
1.0935 |
1.0935 |
1.1008 |
|
| S3 |
1.0794 |
1.0844 |
1.0995 |
|
| S4 |
1.0653 |
1.0703 |
1.0956 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2323 |
1.2066 |
1.1247 |
|
| R3 |
1.1935 |
1.1678 |
1.1141 |
|
| R2 |
1.1547 |
1.1547 |
1.1105 |
|
| R1 |
1.1290 |
1.1290 |
1.1070 |
1.1225 |
| PP |
1.1159 |
1.1159 |
1.1159 |
1.1126 |
| S1 |
1.0902 |
1.0902 |
1.0998 |
1.0837 |
| S2 |
1.0771 |
1.0771 |
1.0963 |
|
| S3 |
1.0383 |
1.0514 |
1.0927 |
|
| S4 |
0.9995 |
1.0126 |
1.0821 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1415 |
1.1027 |
0.0388 |
3.5% |
0.0113 |
1.0% |
2% |
False |
True |
645 |
| 10 |
1.1524 |
1.1027 |
0.0497 |
4.5% |
0.0097 |
0.9% |
1% |
False |
True |
488 |
| 20 |
1.1524 |
1.1027 |
0.0497 |
4.5% |
0.0099 |
0.9% |
1% |
False |
True |
485 |
| 40 |
1.1524 |
1.1027 |
0.0497 |
4.5% |
0.0104 |
0.9% |
1% |
False |
True |
367 |
| 60 |
1.1749 |
1.0893 |
0.0856 |
7.8% |
0.0112 |
1.0% |
16% |
False |
False |
295 |
| 80 |
1.1749 |
1.0860 |
0.0889 |
8.1% |
0.0106 |
1.0% |
20% |
False |
False |
237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1767 |
|
2.618 |
1.1537 |
|
1.618 |
1.1396 |
|
1.000 |
1.1309 |
|
0.618 |
1.1255 |
|
HIGH |
1.1168 |
|
0.618 |
1.1114 |
|
0.500 |
1.1098 |
|
0.382 |
1.1081 |
|
LOW |
1.1027 |
|
0.618 |
1.0940 |
|
1.000 |
1.0886 |
|
1.618 |
1.0799 |
|
2.618 |
1.0658 |
|
4.250 |
1.0428 |
|
|
| Fisher Pivots for day following 23-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1098 |
1.1217 |
| PP |
1.1076 |
1.1156 |
| S1 |
1.1055 |
1.1095 |
|