CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 20-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2015 |
20-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0662 |
1.0731 |
0.0069 |
0.6% |
1.0740 |
| High |
1.0767 |
1.0737 |
-0.0030 |
-0.3% |
1.0767 |
| Low |
1.0662 |
1.0643 |
-0.0019 |
-0.2% |
1.0620 |
| Close |
1.0736 |
1.0656 |
-0.0080 |
-0.7% |
1.0656 |
| Range |
0.0105 |
0.0094 |
-0.0011 |
-10.5% |
0.0147 |
| ATR |
0.0100 |
0.0099 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
249,315 |
216,641 |
-32,674 |
-13.1% |
1,023,293 |
|
| Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0961 |
1.0902 |
1.0708 |
|
| R3 |
1.0867 |
1.0808 |
1.0682 |
|
| R2 |
1.0773 |
1.0773 |
1.0673 |
|
| R1 |
1.0714 |
1.0714 |
1.0665 |
1.0697 |
| PP |
1.0679 |
1.0679 |
1.0679 |
1.0670 |
| S1 |
1.0620 |
1.0620 |
1.0647 |
1.0603 |
| S2 |
1.0585 |
1.0585 |
1.0639 |
|
| S3 |
1.0491 |
1.0526 |
1.0630 |
|
| S4 |
1.0397 |
1.0432 |
1.0604 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1122 |
1.1036 |
1.0737 |
|
| R3 |
1.0975 |
1.0889 |
1.0696 |
|
| R2 |
1.0828 |
1.0828 |
1.0683 |
|
| R1 |
1.0742 |
1.0742 |
1.0669 |
1.0712 |
| PP |
1.0681 |
1.0681 |
1.0681 |
1.0666 |
| S1 |
1.0595 |
1.0595 |
1.0643 |
1.0565 |
| S2 |
1.0534 |
1.0534 |
1.0629 |
|
| S3 |
1.0387 |
1.0448 |
1.0616 |
|
| S4 |
1.0240 |
1.0301 |
1.0575 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0767 |
1.0620 |
0.0147 |
1.4% |
0.0084 |
0.8% |
24% |
False |
False |
204,658 |
| 10 |
1.0835 |
1.0620 |
0.0215 |
2.0% |
0.0089 |
0.8% |
17% |
False |
False |
210,283 |
| 20 |
1.1104 |
1.0620 |
0.0484 |
4.5% |
0.0096 |
0.9% |
7% |
False |
False |
216,522 |
| 40 |
1.1505 |
1.0620 |
0.0885 |
8.3% |
0.0099 |
0.9% |
4% |
False |
False |
205,843 |
| 60 |
1.1505 |
1.0620 |
0.0885 |
8.3% |
0.0105 |
1.0% |
4% |
False |
False |
184,403 |
| 80 |
1.1730 |
1.0620 |
0.1110 |
10.4% |
0.0113 |
1.1% |
3% |
False |
False |
138,963 |
| 100 |
1.1730 |
1.0620 |
0.1110 |
10.4% |
0.0113 |
1.1% |
3% |
False |
False |
111,338 |
| 120 |
1.1730 |
1.0620 |
0.1110 |
10.4% |
0.0116 |
1.1% |
3% |
False |
False |
92,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1137 |
|
2.618 |
1.0983 |
|
1.618 |
1.0889 |
|
1.000 |
1.0831 |
|
0.618 |
1.0795 |
|
HIGH |
1.0737 |
|
0.618 |
1.0701 |
|
0.500 |
1.0690 |
|
0.382 |
1.0679 |
|
LOW |
1.0643 |
|
0.618 |
1.0585 |
|
1.000 |
1.0549 |
|
1.618 |
1.0491 |
|
2.618 |
1.0397 |
|
4.250 |
1.0244 |
|
|
| Fisher Pivots for day following 20-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0690 |
1.0694 |
| PP |
1.0679 |
1.0681 |
| S1 |
1.0667 |
1.0669 |
|