CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 16-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2015 |
16-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1492 |
1.1389 |
-0.0103 |
-0.9% |
1.1373 |
| High |
1.1505 |
1.1405 |
-0.0100 |
-0.9% |
1.1505 |
| Low |
1.1372 |
1.1344 |
-0.0028 |
-0.2% |
1.1344 |
| Close |
1.1394 |
1.1386 |
-0.0008 |
-0.1% |
1.1386 |
| Range |
0.0133 |
0.0061 |
-0.0072 |
-54.1% |
0.0161 |
| ATR |
0.0109 |
0.0106 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
235,481 |
145,002 |
-90,479 |
-38.4% |
819,918 |
|
| Daily Pivots for day following 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1561 |
1.1535 |
1.1420 |
|
| R3 |
1.1500 |
1.1474 |
1.1403 |
|
| R2 |
1.1439 |
1.1439 |
1.1397 |
|
| R1 |
1.1413 |
1.1413 |
1.1392 |
1.1396 |
| PP |
1.1378 |
1.1378 |
1.1378 |
1.1370 |
| S1 |
1.1352 |
1.1352 |
1.1380 |
1.1335 |
| S2 |
1.1317 |
1.1317 |
1.1375 |
|
| S3 |
1.1256 |
1.1291 |
1.1369 |
|
| S4 |
1.1195 |
1.1230 |
1.1352 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1895 |
1.1801 |
1.1475 |
|
| R3 |
1.1734 |
1.1640 |
1.1430 |
|
| R2 |
1.1573 |
1.1573 |
1.1416 |
|
| R1 |
1.1479 |
1.1479 |
1.1401 |
1.1526 |
| PP |
1.1412 |
1.1412 |
1.1412 |
1.1435 |
| S1 |
1.1318 |
1.1318 |
1.1371 |
1.1365 |
| S2 |
1.1251 |
1.1251 |
1.1356 |
|
| S3 |
1.1090 |
1.1157 |
1.1342 |
|
| S4 |
1.0929 |
1.0996 |
1.1297 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1505 |
1.1344 |
0.0161 |
1.4% |
0.0083 |
0.7% |
26% |
False |
True |
163,983 |
| 10 |
1.1505 |
1.1184 |
0.0321 |
2.8% |
0.0093 |
0.8% |
63% |
False |
False |
176,375 |
| 20 |
1.1505 |
1.1120 |
0.0385 |
3.4% |
0.0102 |
0.9% |
69% |
False |
False |
195,768 |
| 40 |
1.1730 |
1.1106 |
0.0624 |
5.5% |
0.0123 |
1.1% |
45% |
False |
False |
142,387 |
| 60 |
1.1730 |
1.0873 |
0.0857 |
7.5% |
0.0117 |
1.0% |
60% |
False |
False |
95,318 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0119 |
1.0% |
62% |
False |
False |
71,695 |
| 100 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0121 |
1.1% |
62% |
False |
False |
57,421 |
| 120 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0121 |
1.1% |
62% |
False |
False |
47,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1664 |
|
2.618 |
1.1565 |
|
1.618 |
1.1504 |
|
1.000 |
1.1466 |
|
0.618 |
1.1443 |
|
HIGH |
1.1405 |
|
0.618 |
1.1382 |
|
0.500 |
1.1375 |
|
0.382 |
1.1367 |
|
LOW |
1.1344 |
|
0.618 |
1.1306 |
|
1.000 |
1.1283 |
|
1.618 |
1.1245 |
|
2.618 |
1.1184 |
|
4.250 |
1.1085 |
|
|
| Fisher Pivots for day following 16-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1382 |
1.1425 |
| PP |
1.1378 |
1.1412 |
| S1 |
1.1375 |
1.1399 |
|