CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 03-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2015 |
03-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0685 |
1.0660 |
-0.0025 |
-0.2% |
1.0691 |
| High |
1.0693 |
1.1031 |
0.0338 |
3.2% |
1.0741 |
| Low |
1.0601 |
1.0588 |
-0.0013 |
-0.1% |
1.0605 |
| Close |
1.0682 |
1.1031 |
0.0349 |
3.3% |
1.0663 |
| Range |
0.0092 |
0.0443 |
0.0351 |
381.5% |
0.0136 |
| ATR |
0.0083 |
0.0109 |
0.0026 |
31.1% |
0.0000 |
| Volume |
368 |
717 |
349 |
94.8% |
438 |
|
| Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2212 |
1.2065 |
1.1275 |
|
| R3 |
1.1769 |
1.1622 |
1.1153 |
|
| R2 |
1.1326 |
1.1326 |
1.1112 |
|
| R1 |
1.1179 |
1.1179 |
1.1072 |
1.1253 |
| PP |
1.0883 |
1.0883 |
1.0883 |
1.0920 |
| S1 |
1.0736 |
1.0736 |
1.0990 |
1.0810 |
| S2 |
1.0440 |
1.0440 |
1.0950 |
|
| S3 |
0.9997 |
1.0293 |
1.0909 |
|
| S4 |
0.9554 |
0.9850 |
1.0787 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1078 |
1.1006 |
1.0738 |
|
| R3 |
1.0942 |
1.0870 |
1.0700 |
|
| R2 |
1.0806 |
1.0806 |
1.0688 |
|
| R1 |
1.0734 |
1.0734 |
1.0675 |
1.0702 |
| PP |
1.0670 |
1.0670 |
1.0670 |
1.0654 |
| S1 |
1.0598 |
1.0598 |
1.0651 |
1.0566 |
| S2 |
1.0534 |
1.0534 |
1.0638 |
|
| S3 |
1.0398 |
1.0462 |
1.0626 |
|
| S4 |
1.0262 |
1.0326 |
1.0588 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1031 |
1.0588 |
0.0443 |
4.0% |
0.0139 |
1.3% |
100% |
True |
True |
283 |
| 10 |
1.1031 |
1.0588 |
0.0443 |
4.0% |
0.0105 |
0.9% |
100% |
True |
True |
249 |
| 20 |
1.1031 |
1.0588 |
0.0443 |
4.0% |
0.0099 |
0.9% |
100% |
True |
True |
214 |
| 40 |
1.1540 |
1.0588 |
0.0952 |
8.6% |
0.0092 |
0.8% |
47% |
False |
True |
124 |
| 60 |
1.1540 |
1.0588 |
0.0952 |
8.6% |
0.0093 |
0.8% |
47% |
False |
True |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2914 |
|
2.618 |
1.2191 |
|
1.618 |
1.1748 |
|
1.000 |
1.1474 |
|
0.618 |
1.1305 |
|
HIGH |
1.1031 |
|
0.618 |
1.0862 |
|
0.500 |
1.0810 |
|
0.382 |
1.0757 |
|
LOW |
1.0588 |
|
0.618 |
1.0314 |
|
1.000 |
1.0145 |
|
1.618 |
0.9871 |
|
2.618 |
0.9428 |
|
4.250 |
0.8705 |
|
|
| Fisher Pivots for day following 03-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0957 |
1.0957 |
| PP |
1.0883 |
1.0883 |
| S1 |
1.0810 |
1.0810 |
|