CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 12-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2015 |
12-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1313 |
1.1400 |
0.0087 |
0.8% |
1.1274 |
| High |
1.1418 |
1.1429 |
0.0011 |
0.1% |
1.1418 |
| Low |
1.1299 |
1.1388 |
0.0089 |
0.8% |
1.1207 |
| Close |
1.1397 |
1.1408 |
0.0011 |
0.1% |
1.1397 |
| Range |
0.0119 |
0.0041 |
-0.0078 |
-65.5% |
0.0211 |
| ATR |
0.0111 |
0.0106 |
-0.0005 |
-4.5% |
0.0000 |
| Volume |
358 |
241 |
-117 |
-32.7% |
1,895 |
|
| Daily Pivots for day following 12-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1531 |
1.1511 |
1.1431 |
|
| R3 |
1.1490 |
1.1470 |
1.1419 |
|
| R2 |
1.1449 |
1.1449 |
1.1416 |
|
| R1 |
1.1429 |
1.1429 |
1.1412 |
1.1439 |
| PP |
1.1408 |
1.1408 |
1.1408 |
1.1414 |
| S1 |
1.1388 |
1.1388 |
1.1404 |
1.1398 |
| S2 |
1.1367 |
1.1367 |
1.1400 |
|
| S3 |
1.1326 |
1.1347 |
1.1397 |
|
| S4 |
1.1285 |
1.1306 |
1.1385 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1974 |
1.1896 |
1.1513 |
|
| R3 |
1.1763 |
1.1685 |
1.1455 |
|
| R2 |
1.1552 |
1.1552 |
1.1436 |
|
| R1 |
1.1474 |
1.1474 |
1.1416 |
1.1513 |
| PP |
1.1341 |
1.1341 |
1.1341 |
1.1360 |
| S1 |
1.1263 |
1.1263 |
1.1378 |
1.1302 |
| S2 |
1.1130 |
1.1130 |
1.1358 |
|
| S3 |
1.0919 |
1.1052 |
1.1339 |
|
| S4 |
1.0708 |
1.0841 |
1.1281 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1429 |
1.1207 |
0.0222 |
1.9% |
0.0085 |
0.7% |
91% |
True |
False |
361 |
| 10 |
1.1429 |
1.1171 |
0.0258 |
2.3% |
0.0096 |
0.8% |
92% |
True |
False |
490 |
| 20 |
1.1497 |
1.1141 |
0.0356 |
3.1% |
0.0107 |
0.9% |
75% |
False |
False |
414 |
| 40 |
1.1749 |
1.1063 |
0.0686 |
6.0% |
0.0117 |
1.0% |
50% |
False |
False |
292 |
| 60 |
1.1749 |
1.0860 |
0.0889 |
7.8% |
0.0109 |
1.0% |
62% |
False |
False |
228 |
| 80 |
1.1749 |
1.0860 |
0.0889 |
7.8% |
0.0105 |
0.9% |
62% |
False |
False |
182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1603 |
|
2.618 |
1.1536 |
|
1.618 |
1.1495 |
|
1.000 |
1.1470 |
|
0.618 |
1.1454 |
|
HIGH |
1.1429 |
|
0.618 |
1.1413 |
|
0.500 |
1.1409 |
|
0.382 |
1.1404 |
|
LOW |
1.1388 |
|
0.618 |
1.1363 |
|
1.000 |
1.1347 |
|
1.618 |
1.1322 |
|
2.618 |
1.1281 |
|
4.250 |
1.1214 |
|
|
| Fisher Pivots for day following 12-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1409 |
1.1388 |
| PP |
1.1408 |
1.1368 |
| S1 |
1.1408 |
1.1348 |
|