CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 17-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2015 |
17-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0740 |
1.0687 |
-0.0053 |
-0.5% |
1.0735 |
| High |
1.0762 |
1.0695 |
-0.0067 |
-0.6% |
1.0835 |
| Low |
1.0678 |
1.0634 |
-0.0044 |
-0.4% |
1.0679 |
| Close |
1.0681 |
1.0652 |
-0.0029 |
-0.3% |
1.0741 |
| Range |
0.0084 |
0.0061 |
-0.0023 |
-27.4% |
0.0156 |
| ATR |
0.0103 |
0.0100 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
175,399 |
185,069 |
9,670 |
5.5% |
1,079,537 |
|
| Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0843 |
1.0809 |
1.0686 |
|
| R3 |
1.0782 |
1.0748 |
1.0669 |
|
| R2 |
1.0721 |
1.0721 |
1.0663 |
|
| R1 |
1.0687 |
1.0687 |
1.0658 |
1.0674 |
| PP |
1.0660 |
1.0660 |
1.0660 |
1.0654 |
| S1 |
1.0626 |
1.0626 |
1.0646 |
1.0613 |
| S2 |
1.0599 |
1.0599 |
1.0641 |
|
| S3 |
1.0538 |
1.0565 |
1.0635 |
|
| S4 |
1.0477 |
1.0504 |
1.0618 |
|
|
| 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 |
1.0634 |
0.0201 |
1.9% |
0.0091 |
0.9% |
9% |
False |
True |
209,108 |
| 10 |
1.0974 |
1.0634 |
0.0340 |
3.2% |
0.0100 |
0.9% |
5% |
False |
True |
221,278 |
| 20 |
1.1386 |
1.0634 |
0.0752 |
7.1% |
0.0104 |
1.0% |
2% |
False |
True |
223,371 |
| 40 |
1.1505 |
1.0634 |
0.0871 |
8.2% |
0.0101 |
0.9% |
2% |
False |
True |
206,374 |
| 60 |
1.1623 |
1.0634 |
0.0989 |
9.3% |
0.0111 |
1.0% |
2% |
False |
True |
173,772 |
| 80 |
1.1730 |
1.0634 |
0.1096 |
10.3% |
0.0113 |
1.1% |
2% |
False |
True |
130,694 |
| 100 |
1.1730 |
1.0634 |
0.1096 |
10.3% |
0.0116 |
1.1% |
2% |
False |
True |
104,732 |
| 120 |
1.1730 |
1.0634 |
0.1096 |
10.3% |
0.0118 |
1.1% |
2% |
False |
True |
87,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0954 |
|
2.618 |
1.0855 |
|
1.618 |
1.0794 |
|
1.000 |
1.0756 |
|
0.618 |
1.0733 |
|
HIGH |
1.0695 |
|
0.618 |
1.0672 |
|
0.500 |
1.0665 |
|
0.382 |
1.0657 |
|
LOW |
1.0634 |
|
0.618 |
1.0596 |
|
1.000 |
1.0573 |
|
1.618 |
1.0535 |
|
2.618 |
1.0474 |
|
4.250 |
1.0375 |
|
|
| Fisher Pivots for day following 17-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0665 |
1.0728 |
| PP |
1.0660 |
1.0702 |
| S1 |
1.0656 |
1.0677 |
|