CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 02-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2015 |
02-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0992 |
1.1037 |
0.0045 |
0.4% |
1.1013 |
| High |
1.1079 |
1.1059 |
-0.0020 |
-0.2% |
1.1104 |
| Low |
1.0972 |
1.1006 |
0.0034 |
0.3% |
1.0904 |
| Close |
1.1009 |
1.1017 |
0.0008 |
0.1% |
1.1009 |
| Range |
0.0107 |
0.0053 |
-0.0054 |
-50.5% |
0.0200 |
| ATR |
0.0108 |
0.0104 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
279,028 |
141,480 |
-137,548 |
-49.3% |
1,144,845 |
|
| Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1186 |
1.1155 |
1.1046 |
|
| R3 |
1.1133 |
1.1102 |
1.1032 |
|
| R2 |
1.1080 |
1.1080 |
1.1027 |
|
| R1 |
1.1049 |
1.1049 |
1.1022 |
1.1038 |
| PP |
1.1027 |
1.1027 |
1.1027 |
1.1022 |
| S1 |
1.0996 |
1.0996 |
1.1012 |
1.0985 |
| S2 |
1.0974 |
1.0974 |
1.1007 |
|
| S3 |
1.0921 |
1.0943 |
1.1002 |
|
| S4 |
1.0868 |
1.0890 |
1.0988 |
|
|
| 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% |
0.0099 |
0.9% |
57% |
False |
False |
221,993 |
| 10 |
1.1397 |
1.0904 |
0.0493 |
4.5% |
0.0106 |
1.0% |
23% |
False |
False |
222,325 |
| 20 |
1.1505 |
1.0904 |
0.0601 |
5.5% |
0.0097 |
0.9% |
19% |
False |
False |
197,658 |
| 40 |
1.1505 |
1.0904 |
0.0601 |
5.5% |
0.0105 |
1.0% |
19% |
False |
False |
198,850 |
| 60 |
1.1730 |
1.0904 |
0.0826 |
7.5% |
0.0118 |
1.1% |
14% |
False |
False |
134,416 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
8.1% |
0.0114 |
1.0% |
20% |
False |
False |
101,089 |
| 100 |
1.1730 |
1.0834 |
0.0896 |
8.1% |
0.0116 |
1.1% |
20% |
False |
False |
80,964 |
| 120 |
1.1730 |
1.0834 |
0.0896 |
8.1% |
0.0120 |
1.1% |
20% |
False |
False |
67,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1284 |
|
2.618 |
1.1198 |
|
1.618 |
1.1145 |
|
1.000 |
1.1112 |
|
0.618 |
1.1092 |
|
HIGH |
1.1059 |
|
0.618 |
1.1039 |
|
0.500 |
1.1033 |
|
0.382 |
1.1026 |
|
LOW |
1.1006 |
|
0.618 |
1.0973 |
|
1.000 |
1.0953 |
|
1.618 |
1.0920 |
|
2.618 |
1.0867 |
|
4.250 |
1.0781 |
|
|
| Fisher Pivots for day following 02-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1033 |
1.1009 |
| PP |
1.1027 |
1.1001 |
| S1 |
1.1022 |
1.0994 |
|