CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 30-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2015 |
30-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0932 |
1.0992 |
0.0060 |
0.5% |
1.1013 |
| High |
1.0992 |
1.1079 |
0.0087 |
0.8% |
1.1104 |
| Low |
1.0908 |
1.0972 |
0.0064 |
0.6% |
1.0904 |
| Close |
1.0981 |
1.1009 |
0.0028 |
0.3% |
1.1009 |
| Range |
0.0084 |
0.0107 |
0.0023 |
27.4% |
0.0200 |
| ATR |
0.0108 |
0.0108 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
237,228 |
279,028 |
41,800 |
17.6% |
1,144,845 |
|
| Daily Pivots for day following 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1341 |
1.1282 |
1.1068 |
|
| R3 |
1.1234 |
1.1175 |
1.1038 |
|
| R2 |
1.1127 |
1.1127 |
1.1029 |
|
| R1 |
1.1068 |
1.1068 |
1.1019 |
1.1098 |
| PP |
1.1020 |
1.1020 |
1.1020 |
1.1035 |
| S1 |
1.0961 |
1.0961 |
1.0999 |
1.0991 |
| S2 |
1.0913 |
1.0913 |
1.0989 |
|
| S3 |
1.0806 |
1.0854 |
1.0980 |
|
| S4 |
1.0699 |
1.0747 |
1.0950 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1606 |
1.1507 |
1.1119 |
|
| R3 |
1.1406 |
1.1307 |
1.1064 |
|
| R2 |
1.1206 |
1.1206 |
1.1046 |
|
| R1 |
1.1107 |
1.1107 |
1.1027 |
1.1057 |
| PP |
1.1006 |
1.1006 |
1.1006 |
1.0980 |
| S1 |
1.0907 |
1.0907 |
1.0991 |
1.0857 |
| S2 |
1.0806 |
1.0806 |
1.0972 |
|
| S3 |
1.0606 |
1.0707 |
1.0954 |
|
| S4 |
1.0406 |
1.0507 |
1.0899 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1104 |
1.0904 |
0.0200 |
1.8% |
0.0101 |
0.9% |
53% |
False |
False |
228,969 |
| 10 |
1.1397 |
1.0904 |
0.0493 |
4.5% |
0.0108 |
1.0% |
21% |
False |
False |
221,565 |
| 20 |
1.1505 |
1.0904 |
0.0601 |
5.5% |
0.0100 |
0.9% |
17% |
False |
False |
198,970 |
| 40 |
1.1505 |
1.0904 |
0.0601 |
5.5% |
0.0107 |
1.0% |
17% |
False |
False |
195,847 |
| 60 |
1.1730 |
1.0878 |
0.0852 |
7.7% |
0.0119 |
1.1% |
15% |
False |
False |
132,065 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
8.1% |
0.0116 |
1.1% |
20% |
False |
False |
99,326 |
| 100 |
1.1730 |
1.0834 |
0.0896 |
8.1% |
0.0117 |
1.1% |
20% |
False |
False |
79,551 |
| 120 |
1.1730 |
1.0834 |
0.0896 |
8.1% |
0.0120 |
1.1% |
20% |
False |
False |
66,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1534 |
|
2.618 |
1.1359 |
|
1.618 |
1.1252 |
|
1.000 |
1.1186 |
|
0.618 |
1.1145 |
|
HIGH |
1.1079 |
|
0.618 |
1.1038 |
|
0.500 |
1.1026 |
|
0.382 |
1.1013 |
|
LOW |
1.0972 |
|
0.618 |
1.0906 |
|
1.000 |
1.0865 |
|
1.618 |
1.0799 |
|
2.618 |
1.0692 |
|
4.250 |
1.0517 |
|
|
| Fisher Pivots for day following 30-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1026 |
1.1007 |
| PP |
1.1020 |
1.1006 |
| S1 |
1.1015 |
1.1004 |
|