CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 21-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2015 |
21-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1339 |
1.1355 |
0.0016 |
0.1% |
1.1373 |
| High |
1.1397 |
1.1386 |
-0.0011 |
-0.1% |
1.1505 |
| Low |
1.1333 |
1.1343 |
0.0010 |
0.1% |
1.1344 |
| Close |
1.1346 |
1.1346 |
0.0000 |
0.0% |
1.1386 |
| Range |
0.0064 |
0.0043 |
-0.0021 |
-32.8% |
0.0161 |
| ATR |
0.0101 |
0.0097 |
-0.0004 |
-4.1% |
0.0000 |
| Volume |
137,131 |
117,257 |
-19,874 |
-14.5% |
819,918 |
|
| Daily Pivots for day following 21-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1487 |
1.1460 |
1.1370 |
|
| R3 |
1.1444 |
1.1417 |
1.1358 |
|
| R2 |
1.1401 |
1.1401 |
1.1354 |
|
| R1 |
1.1374 |
1.1374 |
1.1350 |
1.1366 |
| PP |
1.1358 |
1.1358 |
1.1358 |
1.1355 |
| S1 |
1.1331 |
1.1331 |
1.1342 |
1.1323 |
| S2 |
1.1315 |
1.1315 |
1.1338 |
|
| S3 |
1.1272 |
1.1288 |
1.1334 |
|
| S4 |
1.1229 |
1.1245 |
1.1322 |
|
|
| 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 |
1.1314 |
0.0191 |
1.7% |
0.0075 |
0.7% |
17% |
False |
False |
153,749 |
| 10 |
1.1505 |
1.1245 |
0.0260 |
2.3% |
0.0081 |
0.7% |
39% |
False |
False |
164,017 |
| 20 |
1.1505 |
1.1130 |
0.0375 |
3.3% |
0.0094 |
0.8% |
58% |
False |
False |
184,082 |
| 40 |
1.1580 |
1.1106 |
0.0474 |
4.2% |
0.0110 |
1.0% |
51% |
False |
False |
151,524 |
| 60 |
1.1730 |
1.0873 |
0.0857 |
7.6% |
0.0115 |
1.0% |
55% |
False |
False |
101,749 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0115 |
1.0% |
57% |
False |
False |
76,533 |
| 100 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0121 |
1.1% |
57% |
False |
False |
61,300 |
| 120 |
1.1730 |
1.0834 |
0.0896 |
7.9% |
0.0119 |
1.0% |
57% |
False |
False |
51,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1569 |
|
2.618 |
1.1499 |
|
1.618 |
1.1456 |
|
1.000 |
1.1429 |
|
0.618 |
1.1413 |
|
HIGH |
1.1386 |
|
0.618 |
1.1370 |
|
0.500 |
1.1365 |
|
0.382 |
1.1359 |
|
LOW |
1.1343 |
|
0.618 |
1.1316 |
|
1.000 |
1.1300 |
|
1.618 |
1.1273 |
|
2.618 |
1.1230 |
|
4.250 |
1.1160 |
|
|
| Fisher Pivots for day following 21-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1365 |
1.1356 |
| PP |
1.1358 |
1.1352 |
| S1 |
1.1352 |
1.1349 |
|