CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 30-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2015 |
30-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0956 |
1.1022 |
0.0066 |
0.6% |
1.1035 |
| High |
1.1015 |
1.1102 |
0.0087 |
0.8% |
1.1125 |
| Low |
1.0933 |
1.0997 |
0.0064 |
0.6% |
1.0928 |
| Close |
1.1004 |
1.1033 |
0.0029 |
0.3% |
1.1033 |
| Range |
0.0082 |
0.0105 |
0.0023 |
28.0% |
0.0197 |
| ATR |
0.0105 |
0.0105 |
0.0000 |
0.0% |
0.0000 |
| Volume |
560 |
444 |
-116 |
-20.7% |
2,743 |
|
| Daily Pivots for day following 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1359 |
1.1301 |
1.1091 |
|
| R3 |
1.1254 |
1.1196 |
1.1062 |
|
| R2 |
1.1149 |
1.1149 |
1.1052 |
|
| R1 |
1.1091 |
1.1091 |
1.1043 |
1.1120 |
| PP |
1.1044 |
1.1044 |
1.1044 |
1.1059 |
| S1 |
1.0986 |
1.0986 |
1.1023 |
1.1015 |
| S2 |
1.0939 |
1.0939 |
1.1014 |
|
| S3 |
1.0834 |
1.0881 |
1.1004 |
|
| S4 |
1.0729 |
1.0776 |
1.0975 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1620 |
1.1523 |
1.1141 |
|
| R3 |
1.1423 |
1.1326 |
1.1087 |
|
| R2 |
1.1226 |
1.1226 |
1.1069 |
|
| R1 |
1.1129 |
1.1129 |
1.1051 |
1.1079 |
| PP |
1.1029 |
1.1029 |
1.1029 |
1.1004 |
| S1 |
1.0932 |
1.0932 |
1.1015 |
1.0882 |
| S2 |
1.0832 |
1.0832 |
1.0997 |
|
| S3 |
1.0635 |
1.0735 |
1.0979 |
|
| S4 |
1.0438 |
1.0538 |
1.0925 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1125 |
1.0928 |
0.0197 |
1.8% |
0.0099 |
0.9% |
53% |
False |
False |
548 |
| 10 |
1.1415 |
1.0928 |
0.0487 |
4.4% |
0.0106 |
1.0% |
22% |
False |
False |
596 |
| 20 |
1.1524 |
1.0928 |
0.0596 |
5.4% |
0.0098 |
0.9% |
18% |
False |
False |
476 |
| 40 |
1.1524 |
1.0928 |
0.0596 |
5.4% |
0.0102 |
0.9% |
18% |
False |
False |
419 |
| 60 |
1.1749 |
1.0908 |
0.0841 |
7.6% |
0.0113 |
1.0% |
15% |
False |
False |
330 |
| 80 |
1.1749 |
1.0860 |
0.0889 |
8.1% |
0.0108 |
1.0% |
19% |
False |
False |
268 |
| 100 |
1.1749 |
1.0860 |
0.0889 |
8.1% |
0.0101 |
0.9% |
19% |
False |
False |
221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1548 |
|
2.618 |
1.1377 |
|
1.618 |
1.1272 |
|
1.000 |
1.1207 |
|
0.618 |
1.1167 |
|
HIGH |
1.1102 |
|
0.618 |
1.1062 |
|
0.500 |
1.1050 |
|
0.382 |
1.1037 |
|
LOW |
1.0997 |
|
0.618 |
1.0932 |
|
1.000 |
1.0892 |
|
1.618 |
1.0827 |
|
2.618 |
1.0722 |
|
4.250 |
1.0551 |
|
|
| Fisher Pivots for day following 30-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1050 |
1.1031 |
| PP |
1.1044 |
1.1029 |
| S1 |
1.1039 |
1.1027 |
|