CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 16-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2015 |
16-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0809 |
1.0740 |
-0.0069 |
-0.6% |
1.0735 |
| High |
1.0821 |
1.0762 |
-0.0059 |
-0.5% |
1.0835 |
| Low |
1.0718 |
1.0678 |
-0.0040 |
-0.4% |
1.0679 |
| Close |
1.0741 |
1.0681 |
-0.0060 |
-0.6% |
1.0741 |
| Range |
0.0103 |
0.0084 |
-0.0019 |
-18.4% |
0.0156 |
| ATR |
0.0104 |
0.0103 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
229,608 |
175,399 |
-54,209 |
-23.6% |
1,079,537 |
|
| Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0959 |
1.0904 |
1.0727 |
|
| R3 |
1.0875 |
1.0820 |
1.0704 |
|
| R2 |
1.0791 |
1.0791 |
1.0696 |
|
| R1 |
1.0736 |
1.0736 |
1.0689 |
1.0722 |
| PP |
1.0707 |
1.0707 |
1.0707 |
1.0700 |
| S1 |
1.0652 |
1.0652 |
1.0673 |
1.0638 |
| S2 |
1.0623 |
1.0623 |
1.0666 |
|
| S3 |
1.0539 |
1.0568 |
1.0658 |
|
| S4 |
1.0455 |
1.0484 |
1.0635 |
|
|
| 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 |
1.0678 |
0.0157 |
1.5% |
0.0097 |
0.9% |
2% |
False |
True |
210,862 |
| 10 |
1.1036 |
1.0678 |
0.0358 |
3.4% |
0.0103 |
1.0% |
1% |
False |
True |
219,623 |
| 20 |
1.1397 |
1.0678 |
0.0719 |
6.7% |
0.0105 |
1.0% |
0% |
False |
True |
220,974 |
| 40 |
1.1505 |
1.0678 |
0.0827 |
7.7% |
0.0102 |
1.0% |
0% |
False |
True |
206,707 |
| 60 |
1.1730 |
1.0678 |
0.1052 |
9.8% |
0.0116 |
1.1% |
0% |
False |
True |
170,769 |
| 80 |
1.1730 |
1.0678 |
0.1052 |
9.8% |
0.0114 |
1.1% |
0% |
False |
True |
128,395 |
| 100 |
1.1730 |
1.0678 |
0.1052 |
9.8% |
0.0116 |
1.1% |
0% |
False |
True |
102,885 |
| 120 |
1.1730 |
1.0678 |
0.1052 |
9.8% |
0.0118 |
1.1% |
0% |
False |
True |
85,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1119 |
|
2.618 |
1.0982 |
|
1.618 |
1.0898 |
|
1.000 |
1.0846 |
|
0.618 |
1.0814 |
|
HIGH |
1.0762 |
|
0.618 |
1.0730 |
|
0.500 |
1.0720 |
|
0.382 |
1.0710 |
|
LOW |
1.0678 |
|
0.618 |
1.0626 |
|
1.000 |
1.0594 |
|
1.618 |
1.0542 |
|
2.618 |
1.0458 |
|
4.250 |
1.0321 |
|
|
| Fisher Pivots for day following 16-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0720 |
1.0757 |
| PP |
1.0707 |
1.0731 |
| S1 |
1.0694 |
1.0706 |
|