CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 14-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2015 |
14-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1367 |
1.1393 |
0.0026 |
0.2% |
1.1228 |
| High |
1.1422 |
1.1500 |
0.0078 |
0.7% |
1.1398 |
| Low |
1.1355 |
1.1390 |
0.0035 |
0.3% |
1.1184 |
| Close |
1.1395 |
1.1489 |
0.0094 |
0.8% |
1.1377 |
| Range |
0.0067 |
0.0110 |
0.0043 |
64.2% |
0.0214 |
| ATR |
0.0107 |
0.0107 |
0.0000 |
0.2% |
0.0000 |
| Volume |
161,567 |
200,428 |
38,861 |
24.1% |
943,833 |
|
| Daily Pivots for day following 14-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1790 |
1.1749 |
1.1550 |
|
| R3 |
1.1680 |
1.1639 |
1.1519 |
|
| R2 |
1.1570 |
1.1570 |
1.1509 |
|
| R1 |
1.1529 |
1.1529 |
1.1499 |
1.1550 |
| PP |
1.1460 |
1.1460 |
1.1460 |
1.1470 |
| S1 |
1.1419 |
1.1419 |
1.1479 |
1.1440 |
| S2 |
1.1350 |
1.1350 |
1.1469 |
|
| S3 |
1.1240 |
1.1309 |
1.1459 |
|
| S4 |
1.1130 |
1.1199 |
1.1429 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1962 |
1.1883 |
1.1495 |
|
| R3 |
1.1748 |
1.1669 |
1.1436 |
|
| R2 |
1.1534 |
1.1534 |
1.1416 |
|
| R1 |
1.1455 |
1.1455 |
1.1397 |
1.1495 |
| PP |
1.1320 |
1.1320 |
1.1320 |
1.1339 |
| S1 |
1.1241 |
1.1241 |
1.1357 |
1.1281 |
| S2 |
1.1106 |
1.1106 |
1.1338 |
|
| S3 |
1.0892 |
1.1027 |
1.1318 |
|
| S4 |
1.0678 |
1.0813 |
1.1259 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1500 |
1.1245 |
0.0255 |
2.2% |
0.0087 |
0.8% |
96% |
True |
False |
174,284 |
| 10 |
1.1500 |
1.1148 |
0.0352 |
3.1% |
0.0098 |
0.8% |
97% |
True |
False |
184,615 |
| 20 |
1.1500 |
1.1120 |
0.0380 |
3.3% |
0.0110 |
1.0% |
97% |
True |
False |
202,080 |
| 40 |
1.1730 |
1.1039 |
0.0691 |
6.0% |
0.0125 |
1.1% |
65% |
False |
False |
132,964 |
| 60 |
1.1730 |
1.0873 |
0.0857 |
7.5% |
0.0117 |
1.0% |
72% |
False |
False |
89,049 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
7.8% |
0.0120 |
1.0% |
73% |
False |
False |
66,950 |
| 100 |
1.1730 |
1.0834 |
0.0896 |
7.8% |
0.0121 |
1.1% |
73% |
False |
False |
53,620 |
| 120 |
1.1730 |
1.0834 |
0.0896 |
7.8% |
0.0121 |
1.1% |
73% |
False |
False |
44,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1968 |
|
2.618 |
1.1788 |
|
1.618 |
1.1678 |
|
1.000 |
1.1610 |
|
0.618 |
1.1568 |
|
HIGH |
1.1500 |
|
0.618 |
1.1458 |
|
0.500 |
1.1445 |
|
0.382 |
1.1432 |
|
LOW |
1.1390 |
|
0.618 |
1.1322 |
|
1.000 |
1.1280 |
|
1.618 |
1.1212 |
|
2.618 |
1.1102 |
|
4.250 |
1.0923 |
|
|
| Fisher Pivots for day following 14-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1474 |
1.1469 |
| PP |
1.1460 |
1.1448 |
| S1 |
1.1445 |
1.1428 |
|