CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 06-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2015 |
06-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1228 |
1.1197 |
-0.0031 |
-0.3% |
1.1206 |
| High |
1.1301 |
1.1292 |
-0.0009 |
-0.1% |
1.1331 |
| Low |
1.1185 |
1.1184 |
-0.0001 |
0.0% |
1.1148 |
| Close |
1.1192 |
1.1284 |
0.0092 |
0.8% |
1.1241 |
| Range |
0.0116 |
0.0108 |
-0.0008 |
-6.9% |
0.0183 |
| ATR |
0.0121 |
0.0120 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
167,714 |
159,912 |
-7,802 |
-4.7% |
1,068,719 |
|
| Daily Pivots for day following 06-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1577 |
1.1539 |
1.1343 |
|
| R3 |
1.1469 |
1.1431 |
1.1314 |
|
| R2 |
1.1361 |
1.1361 |
1.1304 |
|
| R1 |
1.1323 |
1.1323 |
1.1294 |
1.1342 |
| PP |
1.1253 |
1.1253 |
1.1253 |
1.1263 |
| S1 |
1.1215 |
1.1215 |
1.1274 |
1.1234 |
| S2 |
1.1145 |
1.1145 |
1.1264 |
|
| S3 |
1.1037 |
1.1107 |
1.1254 |
|
| S4 |
1.0929 |
1.0999 |
1.1225 |
|
|
| 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% |
0.0114 |
1.0% |
74% |
False |
False |
198,613 |
| 10 |
1.1331 |
1.1120 |
0.0211 |
1.9% |
0.0110 |
1.0% |
78% |
False |
False |
208,042 |
| 20 |
1.1476 |
1.1120 |
0.0356 |
3.2% |
0.0113 |
1.0% |
46% |
False |
False |
203,280 |
| 40 |
1.1730 |
1.0983 |
0.0747 |
6.6% |
0.0128 |
1.1% |
40% |
False |
False |
106,763 |
| 60 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0119 |
1.1% |
50% |
False |
False |
71,554 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0121 |
1.1% |
50% |
False |
False |
53,786 |
| 100 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0124 |
1.1% |
50% |
False |
False |
43,074 |
| 120 |
1.1730 |
1.0711 |
0.1019 |
9.0% |
0.0121 |
1.1% |
56% |
False |
False |
35,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1751 |
|
2.618 |
1.1575 |
|
1.618 |
1.1467 |
|
1.000 |
1.1400 |
|
0.618 |
1.1359 |
|
HIGH |
1.1292 |
|
0.618 |
1.1251 |
|
0.500 |
1.1238 |
|
0.382 |
1.1225 |
|
LOW |
1.1184 |
|
0.618 |
1.1117 |
|
1.000 |
1.1076 |
|
1.618 |
1.1009 |
|
2.618 |
1.0901 |
|
4.250 |
1.0725 |
|
|
| Fisher Pivots for day following 06-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1269 |
1.1272 |
| PP |
1.1253 |
1.1259 |
| S1 |
1.1238 |
1.1247 |
|