CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 18-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2015 |
18-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0687 |
1.0648 |
-0.0039 |
-0.4% |
1.0735 |
| High |
1.0695 |
1.0696 |
0.0001 |
0.0% |
1.0835 |
| Low |
1.0634 |
1.0620 |
-0.0014 |
-0.1% |
1.0679 |
| Close |
1.0652 |
1.0650 |
-0.0002 |
0.0% |
1.0741 |
| Range |
0.0061 |
0.0076 |
0.0015 |
24.6% |
0.0156 |
| ATR |
0.0100 |
0.0098 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
185,069 |
196,869 |
11,800 |
6.4% |
1,079,537 |
|
| Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0883 |
1.0843 |
1.0692 |
|
| R3 |
1.0807 |
1.0767 |
1.0671 |
|
| R2 |
1.0731 |
1.0731 |
1.0664 |
|
| R1 |
1.0691 |
1.0691 |
1.0657 |
1.0711 |
| PP |
1.0655 |
1.0655 |
1.0655 |
1.0666 |
| S1 |
1.0615 |
1.0615 |
1.0643 |
1.0635 |
| S2 |
1.0579 |
1.0579 |
1.0636 |
|
| S3 |
1.0503 |
1.0539 |
1.0629 |
|
| S4 |
1.0427 |
1.0463 |
1.0608 |
|
|
| 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 |
1.0620 |
0.0215 |
2.0% |
0.0093 |
0.9% |
14% |
False |
True |
213,716 |
| 10 |
1.0903 |
1.0620 |
0.0283 |
2.7% |
0.0095 |
0.9% |
11% |
False |
True |
215,559 |
| 20 |
1.1360 |
1.0620 |
0.0740 |
6.9% |
0.0106 |
1.0% |
4% |
False |
True |
227,351 |
| 40 |
1.1505 |
1.0620 |
0.0885 |
8.3% |
0.0100 |
0.9% |
3% |
False |
True |
205,717 |
| 60 |
1.1580 |
1.0620 |
0.0960 |
9.0% |
0.0109 |
1.0% |
3% |
False |
True |
176,800 |
| 80 |
1.1730 |
1.0620 |
0.1110 |
10.4% |
0.0113 |
1.1% |
3% |
False |
True |
133,149 |
| 100 |
1.1730 |
1.0620 |
0.1110 |
10.4% |
0.0113 |
1.1% |
3% |
False |
True |
106,697 |
| 120 |
1.1730 |
1.0620 |
0.1110 |
10.4% |
0.0118 |
1.1% |
3% |
False |
True |
88,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1019 |
|
2.618 |
1.0895 |
|
1.618 |
1.0819 |
|
1.000 |
1.0772 |
|
0.618 |
1.0743 |
|
HIGH |
1.0696 |
|
0.618 |
1.0667 |
|
0.500 |
1.0658 |
|
0.382 |
1.0649 |
|
LOW |
1.0620 |
|
0.618 |
1.0573 |
|
1.000 |
1.0544 |
|
1.618 |
1.0497 |
|
2.618 |
1.0421 |
|
4.250 |
1.0297 |
|
|
| Fisher Pivots for day following 18-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0658 |
1.0691 |
| PP |
1.0655 |
1.0677 |
| S1 |
1.0653 |
1.0664 |
|