CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 13-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2015 |
13-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0761 |
1.0809 |
0.0048 |
0.4% |
1.0735 |
| High |
1.0835 |
1.0821 |
-0.0014 |
-0.1% |
1.0835 |
| Low |
1.0695 |
1.0718 |
0.0023 |
0.2% |
1.0679 |
| Close |
1.0798 |
1.0741 |
-0.0057 |
-0.5% |
1.0741 |
| Range |
0.0140 |
0.0103 |
-0.0037 |
-26.4% |
0.0156 |
| ATR |
0.0105 |
0.0104 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
281,637 |
229,608 |
-52,029 |
-18.5% |
1,079,537 |
|
| Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1069 |
1.1008 |
1.0798 |
|
| R3 |
1.0966 |
1.0905 |
1.0769 |
|
| R2 |
1.0863 |
1.0863 |
1.0760 |
|
| R1 |
1.0802 |
1.0802 |
1.0750 |
1.0781 |
| PP |
1.0760 |
1.0760 |
1.0760 |
1.0750 |
| S1 |
1.0699 |
1.0699 |
1.0732 |
1.0678 |
| S2 |
1.0657 |
1.0657 |
1.0722 |
|
| S3 |
1.0554 |
1.0596 |
1.0713 |
|
| S4 |
1.0451 |
1.0493 |
1.0684 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1220 |
1.1136 |
1.0827 |
|
| R3 |
1.1064 |
1.0980 |
1.0784 |
|
| R2 |
1.0908 |
1.0908 |
1.0770 |
|
| R1 |
1.0824 |
1.0824 |
1.0755 |
1.0866 |
| PP |
1.0752 |
1.0752 |
1.0752 |
1.0773 |
| S1 |
1.0668 |
1.0668 |
1.0727 |
1.0710 |
| S2 |
1.0596 |
1.0596 |
1.0712 |
|
| S3 |
1.0440 |
1.0512 |
1.0698 |
|
| S4 |
1.0284 |
1.0356 |
1.0655 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0835 |
1.0679 |
0.0156 |
1.5% |
0.0095 |
0.9% |
40% |
False |
False |
215,907 |
| 10 |
1.1059 |
1.0679 |
0.0380 |
3.5% |
0.0100 |
0.9% |
16% |
False |
False |
216,231 |
| 20 |
1.1397 |
1.0679 |
0.0718 |
6.7% |
0.0104 |
1.0% |
9% |
False |
False |
218,898 |
| 40 |
1.1505 |
1.0679 |
0.0826 |
7.7% |
0.0103 |
1.0% |
8% |
False |
False |
207,333 |
| 60 |
1.1730 |
1.0679 |
0.1051 |
9.8% |
0.0117 |
1.1% |
6% |
False |
False |
167,891 |
| 80 |
1.1730 |
1.0679 |
0.1051 |
9.8% |
0.0114 |
1.1% |
6% |
False |
False |
126,213 |
| 100 |
1.1730 |
1.0679 |
0.1051 |
9.8% |
0.0116 |
1.1% |
6% |
False |
False |
101,136 |
| 120 |
1.1730 |
1.0679 |
0.1051 |
9.8% |
0.0118 |
1.1% |
6% |
False |
False |
84,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1259 |
|
2.618 |
1.1091 |
|
1.618 |
1.0988 |
|
1.000 |
1.0924 |
|
0.618 |
1.0885 |
|
HIGH |
1.0821 |
|
0.618 |
1.0782 |
|
0.500 |
1.0770 |
|
0.382 |
1.0757 |
|
LOW |
1.0718 |
|
0.618 |
1.0654 |
|
1.000 |
1.0615 |
|
1.618 |
1.0551 |
|
2.618 |
1.0448 |
|
4.250 |
1.0280 |
|
|
| Fisher Pivots for day following 13-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0770 |
1.0765 |
| PP |
1.0760 |
1.0757 |
| S1 |
1.0751 |
1.0749 |
|