CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 29-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2015 |
29-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1066 |
1.0956 |
-0.0110 |
-1.0% |
1.1386 |
| High |
1.1125 |
1.1015 |
-0.0110 |
-1.0% |
1.1415 |
| Low |
1.0928 |
1.0933 |
0.0005 |
0.0% |
1.1027 |
| Close |
1.0932 |
1.1004 |
0.0072 |
0.7% |
1.1034 |
| Range |
0.0197 |
0.0082 |
-0.0115 |
-58.4% |
0.0388 |
| ATR |
0.0107 |
0.0105 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
625 |
560 |
-65 |
-10.4% |
3,225 |
|
| Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1230 |
1.1199 |
1.1049 |
|
| R3 |
1.1148 |
1.1117 |
1.1027 |
|
| R2 |
1.1066 |
1.1066 |
1.1019 |
|
| R1 |
1.1035 |
1.1035 |
1.1012 |
1.1051 |
| PP |
1.0984 |
1.0984 |
1.0984 |
1.0992 |
| S1 |
1.0953 |
1.0953 |
1.0996 |
1.0969 |
| S2 |
1.0902 |
1.0902 |
1.0989 |
|
| S3 |
1.0820 |
1.0871 |
1.0981 |
|
| S4 |
1.0738 |
1.0789 |
1.0959 |
|
|
| 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 |
1.1168 |
1.0928 |
0.0240 |
2.2% |
0.0106 |
1.0% |
32% |
False |
False |
614 |
| 10 |
1.1423 |
1.0928 |
0.0495 |
4.5% |
0.0101 |
0.9% |
15% |
False |
False |
599 |
| 20 |
1.1524 |
1.0928 |
0.0596 |
5.4% |
0.0101 |
0.9% |
13% |
False |
False |
539 |
| 40 |
1.1524 |
1.0928 |
0.0596 |
5.4% |
0.0104 |
0.9% |
13% |
False |
False |
413 |
| 60 |
1.1749 |
1.0908 |
0.0841 |
7.6% |
0.0112 |
1.0% |
11% |
False |
False |
324 |
| 80 |
1.1749 |
1.0860 |
0.0889 |
8.1% |
0.0107 |
1.0% |
16% |
False |
False |
263 |
| 100 |
1.1749 |
1.0860 |
0.0889 |
8.1% |
0.0101 |
0.9% |
16% |
False |
False |
216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1364 |
|
2.618 |
1.1230 |
|
1.618 |
1.1148 |
|
1.000 |
1.1097 |
|
0.618 |
1.1066 |
|
HIGH |
1.1015 |
|
0.618 |
1.0984 |
|
0.500 |
1.0974 |
|
0.382 |
1.0964 |
|
LOW |
1.0933 |
|
0.618 |
1.0882 |
|
1.000 |
1.0851 |
|
1.618 |
1.0800 |
|
2.618 |
1.0718 |
|
4.250 |
1.0585 |
|
|
| Fisher Pivots for day following 29-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0994 |
1.1027 |
| PP |
1.0984 |
1.1019 |
| S1 |
1.0974 |
1.1012 |
|