CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 12-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2015 |
12-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0727 |
1.0761 |
0.0034 |
0.3% |
1.1037 |
| High |
1.0778 |
1.0835 |
0.0057 |
0.5% |
1.1059 |
| Low |
1.0710 |
1.0695 |
-0.0015 |
-0.1% |
1.0710 |
| Close |
1.0734 |
1.0798 |
0.0064 |
0.6% |
1.0750 |
| Range |
0.0068 |
0.0140 |
0.0072 |
105.9% |
0.0349 |
| ATR |
0.0102 |
0.0105 |
0.0003 |
2.7% |
0.0000 |
| Volume |
173,830 |
281,637 |
107,807 |
62.0% |
1,082,775 |
|
| Daily Pivots for day following 12-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1196 |
1.1137 |
1.0875 |
|
| R3 |
1.1056 |
1.0997 |
1.0837 |
|
| R2 |
1.0916 |
1.0916 |
1.0824 |
|
| R1 |
1.0857 |
1.0857 |
1.0811 |
1.0887 |
| PP |
1.0776 |
1.0776 |
1.0776 |
1.0791 |
| S1 |
1.0717 |
1.0717 |
1.0785 |
1.0747 |
| S2 |
1.0636 |
1.0636 |
1.0772 |
|
| S3 |
1.0496 |
1.0577 |
1.0760 |
|
| S4 |
1.0356 |
1.0437 |
1.0721 |
|
|
| 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 |
1.0900 |
1.0679 |
0.0221 |
2.0% |
0.0112 |
1.0% |
54% |
False |
False |
230,681 |
| 10 |
1.1079 |
1.0679 |
0.0400 |
3.7% |
0.0100 |
0.9% |
30% |
False |
False |
221,173 |
| 20 |
1.1405 |
1.0679 |
0.0726 |
6.7% |
0.0102 |
0.9% |
16% |
False |
False |
214,668 |
| 40 |
1.1505 |
1.0679 |
0.0826 |
7.6% |
0.0105 |
1.0% |
14% |
False |
False |
207,433 |
| 60 |
1.1730 |
1.0679 |
0.1051 |
9.7% |
0.0117 |
1.1% |
11% |
False |
False |
164,102 |
| 80 |
1.1730 |
1.0679 |
0.1051 |
9.7% |
0.0114 |
1.1% |
11% |
False |
False |
123,373 |
| 100 |
1.1730 |
1.0679 |
0.1051 |
9.7% |
0.0115 |
1.1% |
11% |
False |
False |
98,845 |
| 120 |
1.1730 |
1.0679 |
0.1051 |
9.7% |
0.0118 |
1.1% |
11% |
False |
False |
82,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1430 |
|
2.618 |
1.1202 |
|
1.618 |
1.1062 |
|
1.000 |
1.0975 |
|
0.618 |
1.0922 |
|
HIGH |
1.0835 |
|
0.618 |
1.0782 |
|
0.500 |
1.0765 |
|
0.382 |
1.0748 |
|
LOW |
1.0695 |
|
0.618 |
1.0608 |
|
1.000 |
1.0555 |
|
1.618 |
1.0468 |
|
2.618 |
1.0328 |
|
4.250 |
1.0100 |
|
|
| Fisher Pivots for day following 12-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0787 |
1.0784 |
| PP |
1.0776 |
1.0771 |
| S1 |
1.0765 |
1.0757 |
|