CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 19-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2015 |
19-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0678 |
1.0698 |
0.0020 |
0.2% |
1.0759 |
| High |
1.0723 |
1.0796 |
0.0073 |
0.7% |
1.0861 |
| Low |
1.0650 |
1.0698 |
0.0048 |
0.5% |
1.0707 |
| Close |
1.0678 |
1.0763 |
0.0085 |
0.8% |
1.0767 |
| Range |
0.0073 |
0.0098 |
0.0025 |
34.2% |
0.0154 |
| ATR |
0.0096 |
0.0097 |
0.0002 |
1.7% |
0.0000 |
| Volume |
2,247 |
6,295 |
4,048 |
180.2% |
11,084 |
|
| Daily Pivots for day following 19-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1046 |
1.1003 |
1.0817 |
|
| R3 |
1.0948 |
1.0905 |
1.0790 |
|
| R2 |
1.0850 |
1.0850 |
1.0781 |
|
| R1 |
1.0807 |
1.0807 |
1.0772 |
1.0829 |
| PP |
1.0752 |
1.0752 |
1.0752 |
1.0763 |
| S1 |
1.0709 |
1.0709 |
1.0754 |
1.0731 |
| S2 |
1.0654 |
1.0654 |
1.0745 |
|
| S3 |
1.0556 |
1.0611 |
1.0736 |
|
| S4 |
1.0458 |
1.0513 |
1.0709 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1240 |
1.1158 |
1.0852 |
|
| R3 |
1.1086 |
1.1004 |
1.0809 |
|
| R2 |
1.0932 |
1.0932 |
1.0795 |
|
| R1 |
1.0850 |
1.0850 |
1.0781 |
1.0891 |
| PP |
1.0778 |
1.0778 |
1.0778 |
1.0799 |
| S1 |
1.0696 |
1.0696 |
1.0753 |
1.0737 |
| S2 |
1.0624 |
1.0624 |
1.0739 |
|
| S3 |
1.0470 |
1.0542 |
1.0725 |
|
| S4 |
1.0316 |
1.0388 |
1.0682 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0847 |
1.0650 |
0.0197 |
1.8% |
0.0083 |
0.8% |
57% |
False |
False |
3,504 |
| 10 |
1.0923 |
1.0650 |
0.0273 |
2.5% |
0.0096 |
0.9% |
41% |
False |
False |
2,835 |
| 20 |
1.1168 |
1.0650 |
0.0518 |
4.8% |
0.0096 |
0.9% |
22% |
False |
False |
2,022 |
| 40 |
1.1524 |
1.0650 |
0.0874 |
8.1% |
0.0097 |
0.9% |
13% |
False |
False |
1,244 |
| 60 |
1.1524 |
1.0650 |
0.0874 |
8.1% |
0.0102 |
0.9% |
13% |
False |
False |
909 |
| 80 |
1.1749 |
1.0650 |
0.1099 |
10.2% |
0.0107 |
1.0% |
10% |
False |
False |
719 |
| 100 |
1.1749 |
1.0650 |
0.1099 |
10.2% |
0.0104 |
1.0% |
10% |
False |
False |
586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1213 |
|
2.618 |
1.1053 |
|
1.618 |
1.0955 |
|
1.000 |
1.0894 |
|
0.618 |
1.0857 |
|
HIGH |
1.0796 |
|
0.618 |
1.0759 |
|
0.500 |
1.0747 |
|
0.382 |
1.0735 |
|
LOW |
1.0698 |
|
0.618 |
1.0637 |
|
1.000 |
1.0600 |
|
1.618 |
1.0539 |
|
2.618 |
1.0441 |
|
4.250 |
1.0282 |
|
|
| Fisher Pivots for day following 19-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0758 |
1.0750 |
| PP |
1.0752 |
1.0736 |
| S1 |
1.0747 |
1.0723 |
|