CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 27-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2015 |
27-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1035 |
1.1093 |
0.0058 |
0.5% |
1.1386 |
| High |
1.1098 |
1.1108 |
0.0010 |
0.1% |
1.1415 |
| Low |
1.1035 |
1.1061 |
0.0026 |
0.2% |
1.1027 |
| Close |
1.1075 |
1.1073 |
-0.0002 |
0.0% |
1.1034 |
| Range |
0.0063 |
0.0047 |
-0.0016 |
-25.4% |
0.0388 |
| ATR |
0.0104 |
0.0100 |
-0.0004 |
-3.9% |
0.0000 |
| Volume |
753 |
361 |
-392 |
-52.1% |
3,225 |
|
| Daily Pivots for day following 27-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1222 |
1.1194 |
1.1099 |
|
| R3 |
1.1175 |
1.1147 |
1.1086 |
|
| R2 |
1.1128 |
1.1128 |
1.1082 |
|
| R1 |
1.1100 |
1.1100 |
1.1077 |
1.1091 |
| PP |
1.1081 |
1.1081 |
1.1081 |
1.1076 |
| S1 |
1.1053 |
1.1053 |
1.1069 |
1.1044 |
| S2 |
1.1034 |
1.1034 |
1.1064 |
|
| S3 |
1.0987 |
1.1006 |
1.1060 |
|
| S4 |
1.0940 |
1.0959 |
1.1047 |
|
|
| 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 |
1.1406 |
1.1027 |
0.0379 |
3.4% |
0.0109 |
1.0% |
12% |
False |
False |
673 |
| 10 |
1.1524 |
1.1027 |
0.0497 |
4.5% |
0.0097 |
0.9% |
9% |
False |
False |
554 |
| 20 |
1.1524 |
1.1027 |
0.0497 |
4.5% |
0.0096 |
0.9% |
9% |
False |
False |
520 |
| 40 |
1.1524 |
1.1027 |
0.0497 |
4.5% |
0.0102 |
0.9% |
9% |
False |
False |
393 |
| 60 |
1.1749 |
1.0893 |
0.0856 |
7.7% |
0.0110 |
1.0% |
21% |
False |
False |
310 |
| 80 |
1.1749 |
1.0860 |
0.0889 |
8.0% |
0.0106 |
1.0% |
24% |
False |
False |
250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1308 |
|
2.618 |
1.1231 |
|
1.618 |
1.1184 |
|
1.000 |
1.1155 |
|
0.618 |
1.1137 |
|
HIGH |
1.1108 |
|
0.618 |
1.1090 |
|
0.500 |
1.1085 |
|
0.382 |
1.1079 |
|
LOW |
1.1061 |
|
0.618 |
1.1032 |
|
1.000 |
1.1014 |
|
1.618 |
1.0985 |
|
2.618 |
1.0938 |
|
4.250 |
1.0861 |
|
|
| Fisher Pivots for day following 27-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1085 |
1.1098 |
| PP |
1.1081 |
1.1089 |
| S1 |
1.1077 |
1.1081 |
|