CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 28-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2015 |
28-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1093 |
1.1066 |
-0.0027 |
-0.2% |
1.1386 |
| High |
1.1108 |
1.1125 |
0.0017 |
0.2% |
1.1415 |
| Low |
1.1061 |
1.0928 |
-0.0133 |
-1.2% |
1.1027 |
| Close |
1.1073 |
1.0932 |
-0.0141 |
-1.3% |
1.1034 |
| Range |
0.0047 |
0.0197 |
0.0150 |
319.1% |
0.0388 |
| ATR |
0.0100 |
0.0107 |
0.0007 |
6.9% |
0.0000 |
| Volume |
361 |
625 |
264 |
73.1% |
3,225 |
|
| Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1586 |
1.1456 |
1.1040 |
|
| R3 |
1.1389 |
1.1259 |
1.0986 |
|
| R2 |
1.1192 |
1.1192 |
1.0968 |
|
| R1 |
1.1062 |
1.1062 |
1.0950 |
1.1029 |
| PP |
1.0995 |
1.0995 |
1.0995 |
1.0978 |
| S1 |
1.0865 |
1.0865 |
1.0914 |
1.0832 |
| S2 |
1.0798 |
1.0798 |
1.0896 |
|
| S3 |
1.0601 |
1.0668 |
1.0878 |
|
| S4 |
1.0404 |
1.0471 |
1.0824 |
|
|
| 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 |
1.1378 |
1.0928 |
0.0450 |
4.1% |
0.0140 |
1.3% |
1% |
False |
True |
747 |
| 10 |
1.1524 |
1.0928 |
0.0596 |
5.5% |
0.0106 |
1.0% |
1% |
False |
True |
584 |
| 20 |
1.1524 |
1.0928 |
0.0596 |
5.5% |
0.0101 |
0.9% |
1% |
False |
True |
528 |
| 40 |
1.1524 |
1.0928 |
0.0596 |
5.5% |
0.0104 |
0.9% |
1% |
False |
True |
407 |
| 60 |
1.1749 |
1.0893 |
0.0856 |
7.8% |
0.0111 |
1.0% |
5% |
False |
False |
318 |
| 80 |
1.1749 |
1.0860 |
0.0889 |
8.1% |
0.0107 |
1.0% |
8% |
False |
False |
257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1962 |
|
2.618 |
1.1641 |
|
1.618 |
1.1444 |
|
1.000 |
1.1322 |
|
0.618 |
1.1247 |
|
HIGH |
1.1125 |
|
0.618 |
1.1050 |
|
0.500 |
1.1027 |
|
0.382 |
1.1003 |
|
LOW |
1.0928 |
|
0.618 |
1.0806 |
|
1.000 |
1.0731 |
|
1.618 |
1.0609 |
|
2.618 |
1.0412 |
|
4.250 |
1.0091 |
|
|
| Fisher Pivots for day following 28-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1027 |
1.1027 |
| PP |
1.0995 |
1.0995 |
| S1 |
1.0964 |
1.0964 |
|