CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 03-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2015 |
03-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1037 |
1.1018 |
-0.0019 |
-0.2% |
1.1013 |
| High |
1.1059 |
1.1036 |
-0.0023 |
-0.2% |
1.1104 |
| Low |
1.1006 |
1.0942 |
-0.0064 |
-0.6% |
1.0904 |
| Close |
1.1017 |
1.0970 |
-0.0047 |
-0.4% |
1.1009 |
| Range |
0.0053 |
0.0094 |
0.0041 |
77.4% |
0.0200 |
| ATR |
0.0104 |
0.0103 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
141,480 |
168,511 |
27,031 |
19.1% |
1,144,845 |
|
| Daily Pivots for day following 03-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1265 |
1.1211 |
1.1022 |
|
| R3 |
1.1171 |
1.1117 |
1.0996 |
|
| R2 |
1.1077 |
1.1077 |
1.0987 |
|
| R1 |
1.1023 |
1.1023 |
1.0979 |
1.1003 |
| PP |
1.0983 |
1.0983 |
1.0983 |
1.0973 |
| S1 |
1.0929 |
1.0929 |
1.0961 |
1.0909 |
| S2 |
1.0889 |
1.0889 |
1.0953 |
|
| S3 |
1.0795 |
1.0835 |
1.0944 |
|
| S4 |
1.0701 |
1.0741 |
1.0918 |
|
|
| 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% |
0.0108 |
1.0% |
33% |
False |
False |
223,714 |
| 10 |
1.1386 |
1.0904 |
0.0482 |
4.4% |
0.0109 |
1.0% |
14% |
False |
False |
225,463 |
| 20 |
1.1505 |
1.0904 |
0.0601 |
5.5% |
0.0096 |
0.9% |
11% |
False |
False |
198,088 |
| 40 |
1.1505 |
1.0904 |
0.0601 |
5.5% |
0.0105 |
1.0% |
11% |
False |
False |
200,684 |
| 60 |
1.1730 |
1.0904 |
0.0826 |
7.5% |
0.0117 |
1.1% |
8% |
False |
False |
137,204 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
8.2% |
0.0113 |
1.0% |
15% |
False |
False |
103,187 |
| 100 |
1.1730 |
1.0834 |
0.0896 |
8.2% |
0.0116 |
1.1% |
15% |
False |
False |
82,646 |
| 120 |
1.1730 |
1.0834 |
0.0896 |
8.2% |
0.0120 |
1.1% |
15% |
False |
False |
68,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1436 |
|
2.618 |
1.1282 |
|
1.618 |
1.1188 |
|
1.000 |
1.1130 |
|
0.618 |
1.1094 |
|
HIGH |
1.1036 |
|
0.618 |
1.1000 |
|
0.500 |
1.0989 |
|
0.382 |
1.0978 |
|
LOW |
1.0942 |
|
0.618 |
1.0884 |
|
1.000 |
1.0848 |
|
1.618 |
1.0790 |
|
2.618 |
1.0696 |
|
4.250 |
1.0543 |
|
|
| Fisher Pivots for day following 03-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0989 |
1.1011 |
| PP |
1.0983 |
1.0997 |
| S1 |
1.0976 |
1.0984 |
|