CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 05-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2015 |
05-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0967 |
1.0872 |
-0.0095 |
-0.9% |
1.1013 |
| High |
1.0974 |
1.0903 |
-0.0071 |
-0.6% |
1.1104 |
| Low |
1.0849 |
1.0839 |
-0.0010 |
-0.1% |
1.0904 |
| Close |
1.0865 |
1.0891 |
0.0026 |
0.2% |
1.1009 |
| Range |
0.0125 |
0.0064 |
-0.0061 |
-48.8% |
0.0200 |
| ATR |
0.0105 |
0.0102 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
254,062 |
215,243 |
-38,819 |
-15.3% |
1,144,845 |
|
| Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1070 |
1.1044 |
1.0926 |
|
| R3 |
1.1006 |
1.0980 |
1.0909 |
|
| R2 |
1.0942 |
1.0942 |
1.0903 |
|
| R1 |
1.0916 |
1.0916 |
1.0897 |
1.0929 |
| PP |
1.0878 |
1.0878 |
1.0878 |
1.0884 |
| S1 |
1.0852 |
1.0852 |
1.0885 |
1.0865 |
| S2 |
1.0814 |
1.0814 |
1.0879 |
|
| S3 |
1.0750 |
1.0788 |
1.0873 |
|
| S4 |
1.0686 |
1.0724 |
1.0856 |
|
|
| 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 |
1.1079 |
1.0839 |
0.0240 |
2.2% |
0.0089 |
0.8% |
22% |
False |
True |
211,664 |
| 10 |
1.1148 |
1.0839 |
0.0309 |
2.8% |
0.0099 |
0.9% |
17% |
False |
True |
221,457 |
| 20 |
1.1505 |
1.0839 |
0.0666 |
6.1% |
0.0098 |
0.9% |
8% |
False |
True |
201,244 |
| 40 |
1.1505 |
1.0839 |
0.0666 |
6.1% |
0.0104 |
1.0% |
8% |
False |
True |
203,641 |
| 60 |
1.1730 |
1.0839 |
0.0891 |
8.2% |
0.0116 |
1.1% |
6% |
False |
True |
144,987 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
8.2% |
0.0113 |
1.0% |
6% |
False |
False |
109,041 |
| 100 |
1.1730 |
1.0834 |
0.0896 |
8.2% |
0.0116 |
1.1% |
6% |
False |
False |
87,335 |
| 120 |
1.1730 |
1.0834 |
0.0896 |
8.2% |
0.0119 |
1.1% |
6% |
False |
False |
72,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1175 |
|
2.618 |
1.1071 |
|
1.618 |
1.1007 |
|
1.000 |
1.0967 |
|
0.618 |
1.0943 |
|
HIGH |
1.0903 |
|
0.618 |
1.0879 |
|
0.500 |
1.0871 |
|
0.382 |
1.0863 |
|
LOW |
1.0839 |
|
0.618 |
1.0799 |
|
1.000 |
1.0775 |
|
1.618 |
1.0735 |
|
2.618 |
1.0671 |
|
4.250 |
1.0567 |
|
|
| Fisher Pivots for day following 05-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0884 |
1.0938 |
| PP |
1.0878 |
1.0922 |
| S1 |
1.0871 |
1.0907 |
|