CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 07-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2015 |
07-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1197 |
1.1280 |
0.0083 |
0.7% |
1.1206 |
| High |
1.1292 |
1.1296 |
0.0004 |
0.0% |
1.1331 |
| Low |
1.1184 |
1.1222 |
0.0038 |
0.3% |
1.1148 |
| Close |
1.1284 |
1.1263 |
-0.0021 |
-0.2% |
1.1241 |
| Range |
0.0108 |
0.0074 |
-0.0034 |
-31.5% |
0.0183 |
| ATR |
0.0120 |
0.0117 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
159,912 |
184,219 |
24,307 |
15.2% |
1,068,719 |
|
| Daily Pivots for day following 07-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1482 |
1.1447 |
1.1304 |
|
| R3 |
1.1408 |
1.1373 |
1.1283 |
|
| R2 |
1.1334 |
1.1334 |
1.1277 |
|
| R1 |
1.1299 |
1.1299 |
1.1270 |
1.1280 |
| PP |
1.1260 |
1.1260 |
1.1260 |
1.1251 |
| S1 |
1.1225 |
1.1225 |
1.1256 |
1.1206 |
| S2 |
1.1186 |
1.1186 |
1.1249 |
|
| S3 |
1.1112 |
1.1151 |
1.1243 |
|
| S4 |
1.1038 |
1.1077 |
1.1222 |
|
|
| 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% |
0.0108 |
1.0% |
63% |
False |
False |
194,945 |
| 10 |
1.1331 |
1.1130 |
0.0201 |
1.8% |
0.0107 |
0.9% |
66% |
False |
False |
204,148 |
| 20 |
1.1476 |
1.1120 |
0.0356 |
3.2% |
0.0113 |
1.0% |
40% |
False |
False |
205,533 |
| 40 |
1.1730 |
1.1039 |
0.0691 |
6.1% |
0.0127 |
1.1% |
32% |
False |
False |
111,344 |
| 60 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0118 |
1.0% |
48% |
False |
False |
74,616 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0121 |
1.1% |
48% |
False |
False |
56,086 |
| 100 |
1.1730 |
1.0834 |
0.0896 |
8.0% |
0.0124 |
1.1% |
48% |
False |
False |
44,914 |
| 120 |
1.1730 |
1.0711 |
0.1019 |
9.0% |
0.0122 |
1.1% |
54% |
False |
False |
37,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1611 |
|
2.618 |
1.1490 |
|
1.618 |
1.1416 |
|
1.000 |
1.1370 |
|
0.618 |
1.1342 |
|
HIGH |
1.1296 |
|
0.618 |
1.1268 |
|
0.500 |
1.1259 |
|
0.382 |
1.1250 |
|
LOW |
1.1222 |
|
0.618 |
1.1176 |
|
1.000 |
1.1148 |
|
1.618 |
1.1102 |
|
2.618 |
1.1028 |
|
4.250 |
1.0908 |
|
|
| Fisher Pivots for day following 07-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1262 |
1.1256 |
| PP |
1.1260 |
1.1249 |
| S1 |
1.1259 |
1.1243 |
|