CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 23-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0731 |
1.0644 |
-0.0087 |
-0.8% |
1.0740 |
| High |
1.0737 |
1.0660 |
-0.0077 |
-0.7% |
1.0767 |
| Low |
1.0643 |
1.0596 |
-0.0047 |
-0.4% |
1.0620 |
| Close |
1.0656 |
1.0627 |
-0.0029 |
-0.3% |
1.0656 |
| Range |
0.0094 |
0.0064 |
-0.0030 |
-31.9% |
0.0147 |
| ATR |
0.0099 |
0.0097 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
216,641 |
207,779 |
-8,862 |
-4.1% |
1,023,293 |
|
| Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0820 |
1.0787 |
1.0662 |
|
| R3 |
1.0756 |
1.0723 |
1.0645 |
|
| R2 |
1.0692 |
1.0692 |
1.0639 |
|
| R1 |
1.0659 |
1.0659 |
1.0633 |
1.0644 |
| PP |
1.0628 |
1.0628 |
1.0628 |
1.0620 |
| S1 |
1.0595 |
1.0595 |
1.0621 |
1.0580 |
| S2 |
1.0564 |
1.0564 |
1.0615 |
|
| S3 |
1.0500 |
1.0531 |
1.0609 |
|
| S4 |
1.0436 |
1.0467 |
1.0592 |
|
|
| 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 |
1.0596 |
0.0171 |
1.6% |
0.0080 |
0.8% |
18% |
False |
True |
211,134 |
| 10 |
1.0835 |
1.0596 |
0.0239 |
2.2% |
0.0089 |
0.8% |
13% |
False |
True |
210,998 |
| 20 |
1.1104 |
1.0596 |
0.0508 |
4.8% |
0.0096 |
0.9% |
6% |
False |
True |
218,093 |
| 40 |
1.1505 |
1.0596 |
0.0909 |
8.6% |
0.0098 |
0.9% |
3% |
False |
True |
206,202 |
| 60 |
1.1505 |
1.0596 |
0.0909 |
8.6% |
0.0103 |
1.0% |
3% |
False |
True |
187,791 |
| 80 |
1.1730 |
1.0596 |
0.1134 |
10.7% |
0.0111 |
1.0% |
3% |
False |
True |
141,551 |
| 100 |
1.1730 |
1.0596 |
0.1134 |
10.7% |
0.0112 |
1.1% |
3% |
False |
True |
113,413 |
| 120 |
1.1730 |
1.0596 |
0.1134 |
10.7% |
0.0115 |
1.1% |
3% |
False |
True |
94,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0932 |
|
2.618 |
1.0828 |
|
1.618 |
1.0764 |
|
1.000 |
1.0724 |
|
0.618 |
1.0700 |
|
HIGH |
1.0660 |
|
0.618 |
1.0636 |
|
0.500 |
1.0628 |
|
0.382 |
1.0620 |
|
LOW |
1.0596 |
|
0.618 |
1.0556 |
|
1.000 |
1.0532 |
|
1.618 |
1.0492 |
|
2.618 |
1.0428 |
|
4.250 |
1.0324 |
|
|
| Fisher Pivots for day following 23-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0628 |
1.0682 |
| PP |
1.0628 |
1.0663 |
| S1 |
1.0627 |
1.0645 |
|