CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 26-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2015 |
26-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1132 |
1.1035 |
-0.0097 |
-0.9% |
1.1386 |
| High |
1.1168 |
1.1098 |
-0.0070 |
-0.6% |
1.1415 |
| Low |
1.1027 |
1.1035 |
0.0008 |
0.1% |
1.1027 |
| Close |
1.1034 |
1.1075 |
0.0041 |
0.4% |
1.1034 |
| Range |
0.0141 |
0.0063 |
-0.0078 |
-55.3% |
0.0388 |
| ATR |
0.0107 |
0.0104 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
774 |
753 |
-21 |
-2.7% |
3,225 |
|
| Daily Pivots for day following 26-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1258 |
1.1230 |
1.1110 |
|
| R3 |
1.1195 |
1.1167 |
1.1092 |
|
| R2 |
1.1132 |
1.1132 |
1.1087 |
|
| R1 |
1.1104 |
1.1104 |
1.1081 |
1.1118 |
| PP |
1.1069 |
1.1069 |
1.1069 |
1.1077 |
| S1 |
1.1041 |
1.1041 |
1.1069 |
1.1055 |
| S2 |
1.1006 |
1.1006 |
1.1063 |
|
| S3 |
1.0943 |
1.0978 |
1.1058 |
|
| S4 |
1.0880 |
1.0915 |
1.1040 |
|
|
| 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% |
0.0112 |
1.0% |
12% |
False |
False |
678 |
| 10 |
1.1524 |
1.1027 |
0.0497 |
4.5% |
0.0099 |
0.9% |
10% |
False |
False |
539 |
| 20 |
1.1524 |
1.1027 |
0.0497 |
4.5% |
0.0098 |
0.9% |
10% |
False |
False |
514 |
| 40 |
1.1524 |
1.1027 |
0.0497 |
4.5% |
0.0102 |
0.9% |
10% |
False |
False |
384 |
| 60 |
1.1749 |
1.0893 |
0.0856 |
7.7% |
0.0110 |
1.0% |
21% |
False |
False |
306 |
| 80 |
1.1749 |
1.0860 |
0.0889 |
8.0% |
0.0107 |
1.0% |
24% |
False |
False |
246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1366 |
|
2.618 |
1.1263 |
|
1.618 |
1.1200 |
|
1.000 |
1.1161 |
|
0.618 |
1.1137 |
|
HIGH |
1.1098 |
|
0.618 |
1.1074 |
|
0.500 |
1.1067 |
|
0.382 |
1.1059 |
|
LOW |
1.1035 |
|
0.618 |
1.0996 |
|
1.000 |
1.0972 |
|
1.618 |
1.0933 |
|
2.618 |
1.0870 |
|
4.250 |
1.0767 |
|
|
| Fisher Pivots for day following 26-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1072 |
1.1203 |
| PP |
1.1069 |
1.1160 |
| S1 |
1.1067 |
1.1118 |
|