CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 05-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2015 |
05-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1200 |
1.1228 |
0.0028 |
0.3% |
1.1206 |
| High |
1.1331 |
1.1301 |
-0.0030 |
-0.3% |
1.1331 |
| Low |
1.1162 |
1.1185 |
0.0023 |
0.2% |
1.1148 |
| Close |
1.1241 |
1.1192 |
-0.0049 |
-0.4% |
1.1241 |
| Range |
0.0169 |
0.0116 |
-0.0053 |
-31.4% |
0.0183 |
| ATR |
0.0121 |
0.0121 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
295,586 |
167,714 |
-127,872 |
-43.3% |
1,068,719 |
|
| Daily Pivots for day following 05-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1574 |
1.1499 |
1.1256 |
|
| R3 |
1.1458 |
1.1383 |
1.1224 |
|
| R2 |
1.1342 |
1.1342 |
1.1213 |
|
| R1 |
1.1267 |
1.1267 |
1.1203 |
1.1247 |
| PP |
1.1226 |
1.1226 |
1.1226 |
1.1216 |
| S1 |
1.1151 |
1.1151 |
1.1181 |
1.1131 |
| S2 |
1.1110 |
1.1110 |
1.1171 |
|
| S3 |
1.0994 |
1.1035 |
1.1160 |
|
| S4 |
1.0878 |
1.0919 |
1.1128 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1789 |
1.1698 |
1.1342 |
|
| R3 |
1.1606 |
1.1515 |
1.1291 |
|
| R2 |
1.1423 |
1.1423 |
1.1275 |
|
| R1 |
1.1332 |
1.1332 |
1.1258 |
1.1378 |
| PP |
1.1240 |
1.1240 |
1.1240 |
1.1263 |
| S1 |
1.1149 |
1.1149 |
1.1224 |
1.1195 |
| S2 |
1.1057 |
1.1057 |
1.1207 |
|
| S3 |
1.0874 |
1.0966 |
1.1191 |
|
| S4 |
1.0691 |
1.0783 |
1.1140 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1331 |
1.1148 |
0.0183 |
1.6% |
0.0110 |
1.0% |
24% |
False |
False |
208,606 |
| 10 |
1.1331 |
1.1120 |
0.0211 |
1.9% |
0.0109 |
1.0% |
34% |
False |
False |
211,891 |
| 20 |
1.1476 |
1.1120 |
0.0356 |
3.2% |
0.0113 |
1.0% |
20% |
False |
False |
200,043 |
| 40 |
1.1730 |
1.0956 |
0.0774 |
6.9% |
0.0128 |
1.1% |
30% |
False |
False |
102,795 |
| 60 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0120 |
1.1% |
40% |
False |
False |
68,899 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0121 |
1.1% |
40% |
False |
False |
51,790 |
| 100 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0124 |
1.1% |
40% |
False |
False |
41,477 |
| 120 |
1.1730 |
1.0696 |
0.1034 |
9.2% |
0.0122 |
1.1% |
48% |
False |
False |
34,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1794 |
|
2.618 |
1.1605 |
|
1.618 |
1.1489 |
|
1.000 |
1.1417 |
|
0.618 |
1.1373 |
|
HIGH |
1.1301 |
|
0.618 |
1.1257 |
|
0.500 |
1.1243 |
|
0.382 |
1.1229 |
|
LOW |
1.1185 |
|
0.618 |
1.1113 |
|
1.000 |
1.1069 |
|
1.618 |
1.0997 |
|
2.618 |
1.0881 |
|
4.250 |
1.0692 |
|
|
| Fisher Pivots for day following 05-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1243 |
1.1240 |
| PP |
1.1226 |
1.1224 |
| S1 |
1.1209 |
1.1208 |
|