CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 27-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2015 |
27-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1013 |
1.1060 |
0.0047 |
0.4% |
1.1369 |
| High |
1.1076 |
1.1086 |
0.0010 |
0.1% |
1.1397 |
| Low |
1.1011 |
1.1037 |
0.0026 |
0.2% |
1.1004 |
| Close |
1.1053 |
1.1050 |
-0.0003 |
0.0% |
1.1012 |
| Range |
0.0065 |
0.0049 |
-0.0016 |
-24.6% |
0.0393 |
| ATR |
0.0107 |
0.0103 |
-0.0004 |
-3.9% |
0.0000 |
| Volume |
176,358 |
159,906 |
-16,452 |
-9.3% |
1,070,809 |
|
| Daily Pivots for day following 27-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1205 |
1.1176 |
1.1077 |
|
| R3 |
1.1156 |
1.1127 |
1.1063 |
|
| R2 |
1.1107 |
1.1107 |
1.1059 |
|
| R1 |
1.1078 |
1.1078 |
1.1054 |
1.1068 |
| PP |
1.1058 |
1.1058 |
1.1058 |
1.1053 |
| S1 |
1.1029 |
1.1029 |
1.1046 |
1.1019 |
| S2 |
1.1009 |
1.1009 |
1.1041 |
|
| S3 |
1.0960 |
1.0980 |
1.1037 |
|
| S4 |
1.0911 |
1.0931 |
1.1023 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2317 |
1.2057 |
1.1228 |
|
| R3 |
1.1924 |
1.1664 |
1.1120 |
|
| R2 |
1.1531 |
1.1531 |
1.1084 |
|
| R1 |
1.1271 |
1.1271 |
1.1048 |
1.1205 |
| PP |
1.1138 |
1.1138 |
1.1138 |
1.1104 |
| S1 |
1.0878 |
1.0878 |
1.0976 |
1.0812 |
| S2 |
1.0745 |
1.0745 |
1.0940 |
|
| S3 |
1.0352 |
1.0485 |
1.0904 |
|
| S4 |
0.9959 |
1.0092 |
1.0796 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1386 |
1.1004 |
0.0382 |
3.5% |
0.0110 |
1.0% |
12% |
False |
False |
227,213 |
| 10 |
1.1505 |
1.1004 |
0.0501 |
4.5% |
0.0099 |
0.9% |
9% |
False |
False |
198,798 |
| 20 |
1.1505 |
1.1004 |
0.0501 |
4.5% |
0.0098 |
0.9% |
9% |
False |
False |
191,813 |
| 40 |
1.1505 |
1.1004 |
0.0501 |
4.5% |
0.0106 |
1.0% |
9% |
False |
False |
176,472 |
| 60 |
1.1730 |
1.0873 |
0.0857 |
7.8% |
0.0117 |
1.1% |
21% |
False |
False |
118,678 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
8.1% |
0.0115 |
1.0% |
24% |
False |
False |
89,238 |
| 100 |
1.1730 |
1.0834 |
0.0896 |
8.1% |
0.0118 |
1.1% |
24% |
False |
False |
71,474 |
| 120 |
1.1730 |
1.0834 |
0.0896 |
8.1% |
0.0119 |
1.1% |
24% |
False |
False |
59,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1294 |
|
2.618 |
1.1214 |
|
1.618 |
1.1165 |
|
1.000 |
1.1135 |
|
0.618 |
1.1116 |
|
HIGH |
1.1086 |
|
0.618 |
1.1067 |
|
0.500 |
1.1062 |
|
0.382 |
1.1056 |
|
LOW |
1.1037 |
|
0.618 |
1.1007 |
|
1.000 |
1.0988 |
|
1.618 |
1.0958 |
|
2.618 |
1.0909 |
|
4.250 |
1.0829 |
|
|
| Fisher Pivots for day following 27-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1062 |
1.1076 |
| PP |
1.1058 |
1.1067 |
| S1 |
1.1054 |
1.1059 |
|