CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 10-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2015 |
10-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0735 |
1.0758 |
0.0023 |
0.2% |
1.1037 |
| High |
1.0795 |
1.0769 |
-0.0026 |
-0.2% |
1.1059 |
| Low |
1.0723 |
1.0679 |
-0.0044 |
-0.4% |
1.0710 |
| Close |
1.0762 |
1.0711 |
-0.0051 |
-0.5% |
1.0750 |
| Range |
0.0072 |
0.0090 |
0.0018 |
25.0% |
0.0349 |
| ATR |
0.0106 |
0.0104 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
200,622 |
193,840 |
-6,782 |
-3.4% |
1,082,775 |
|
| Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0990 |
1.0940 |
1.0761 |
|
| R3 |
1.0900 |
1.0850 |
1.0736 |
|
| R2 |
1.0810 |
1.0810 |
1.0728 |
|
| R1 |
1.0760 |
1.0760 |
1.0719 |
1.0740 |
| PP |
1.0720 |
1.0720 |
1.0720 |
1.0710 |
| S1 |
1.0670 |
1.0670 |
1.0703 |
1.0650 |
| S2 |
1.0630 |
1.0630 |
1.0695 |
|
| S3 |
1.0540 |
1.0580 |
1.0686 |
|
| S4 |
1.0450 |
1.0490 |
1.0662 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1887 |
1.1667 |
1.0942 |
|
| R3 |
1.1538 |
1.1318 |
1.0846 |
|
| R2 |
1.1189 |
1.1189 |
1.0814 |
|
| R1 |
1.0969 |
1.0969 |
1.0782 |
1.0905 |
| PP |
1.0840 |
1.0840 |
1.0840 |
1.0807 |
| S1 |
1.0620 |
1.0620 |
1.0718 |
1.0556 |
| S2 |
1.0491 |
1.0491 |
1.0686 |
|
| S3 |
1.0142 |
1.0271 |
1.0654 |
|
| S4 |
0.9793 |
0.9922 |
1.0558 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0974 |
1.0679 |
0.0295 |
2.8% |
0.0108 |
1.0% |
11% |
False |
True |
233,449 |
| 10 |
1.1104 |
1.0679 |
0.0425 |
4.0% |
0.0108 |
1.0% |
8% |
False |
True |
228,581 |
| 20 |
1.1505 |
1.0679 |
0.0826 |
7.7% |
0.0104 |
1.0% |
4% |
False |
True |
213,690 |
| 40 |
1.1505 |
1.0679 |
0.0826 |
7.7% |
0.0107 |
1.0% |
4% |
False |
True |
207,335 |
| 60 |
1.1730 |
1.0679 |
0.1051 |
9.8% |
0.0117 |
1.1% |
3% |
False |
True |
156,555 |
| 80 |
1.1730 |
1.0679 |
0.1051 |
9.8% |
0.0114 |
1.1% |
3% |
False |
True |
117,728 |
| 100 |
1.1730 |
1.0679 |
0.1051 |
9.8% |
0.0116 |
1.1% |
3% |
False |
True |
94,298 |
| 120 |
1.1730 |
1.0679 |
0.1051 |
9.8% |
0.0119 |
1.1% |
3% |
False |
True |
78,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1152 |
|
2.618 |
1.1005 |
|
1.618 |
1.0915 |
|
1.000 |
1.0859 |
|
0.618 |
1.0825 |
|
HIGH |
1.0769 |
|
0.618 |
1.0735 |
|
0.500 |
1.0724 |
|
0.382 |
1.0713 |
|
LOW |
1.0679 |
|
0.618 |
1.0623 |
|
1.000 |
1.0589 |
|
1.618 |
1.0533 |
|
2.618 |
1.0443 |
|
4.250 |
1.0297 |
|
|
| Fisher Pivots for day following 10-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0724 |
1.0790 |
| PP |
1.0720 |
1.0763 |
| S1 |
1.0715 |
1.0737 |
|