CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 24-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2015 |
24-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0644 |
1.0636 |
-0.0008 |
-0.1% |
1.0740 |
| High |
1.0660 |
1.0677 |
0.0017 |
0.2% |
1.0767 |
| Low |
1.0596 |
1.0622 |
0.0026 |
0.2% |
1.0620 |
| Close |
1.0627 |
1.0659 |
0.0032 |
0.3% |
1.0656 |
| Range |
0.0064 |
0.0055 |
-0.0009 |
-14.1% |
0.0147 |
| ATR |
0.0097 |
0.0094 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
207,779 |
192,624 |
-15,155 |
-7.3% |
1,023,293 |
|
| Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0818 |
1.0793 |
1.0689 |
|
| R3 |
1.0763 |
1.0738 |
1.0674 |
|
| R2 |
1.0708 |
1.0708 |
1.0669 |
|
| R1 |
1.0683 |
1.0683 |
1.0664 |
1.0696 |
| PP |
1.0653 |
1.0653 |
1.0653 |
1.0659 |
| S1 |
1.0628 |
1.0628 |
1.0654 |
1.0641 |
| S2 |
1.0598 |
1.0598 |
1.0649 |
|
| S3 |
1.0543 |
1.0573 |
1.0644 |
|
| S4 |
1.0488 |
1.0518 |
1.0629 |
|
|
| 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% |
0.0079 |
0.7% |
37% |
False |
False |
212,645 |
| 10 |
1.0835 |
1.0596 |
0.0239 |
2.2% |
0.0085 |
0.8% |
26% |
False |
False |
210,877 |
| 20 |
1.1104 |
1.0596 |
0.0508 |
4.8% |
0.0096 |
0.9% |
12% |
False |
False |
219,729 |
| 40 |
1.1505 |
1.0596 |
0.0909 |
8.5% |
0.0097 |
0.9% |
7% |
False |
False |
205,771 |
| 60 |
1.1505 |
1.0596 |
0.0909 |
8.5% |
0.0103 |
1.0% |
7% |
False |
False |
190,891 |
| 80 |
1.1730 |
1.0596 |
0.1134 |
10.6% |
0.0111 |
1.0% |
6% |
False |
False |
143,941 |
| 100 |
1.1730 |
1.0596 |
0.1134 |
10.6% |
0.0112 |
1.0% |
6% |
False |
False |
115,336 |
| 120 |
1.1730 |
1.0596 |
0.1134 |
10.6% |
0.0114 |
1.1% |
6% |
False |
False |
96,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0911 |
|
2.618 |
1.0821 |
|
1.618 |
1.0766 |
|
1.000 |
1.0732 |
|
0.618 |
1.0711 |
|
HIGH |
1.0677 |
|
0.618 |
1.0656 |
|
0.500 |
1.0650 |
|
0.382 |
1.0643 |
|
LOW |
1.0622 |
|
0.618 |
1.0588 |
|
1.000 |
1.0567 |
|
1.618 |
1.0533 |
|
2.618 |
1.0478 |
|
4.250 |
1.0388 |
|
|
| Fisher Pivots for day following 24-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0656 |
1.0667 |
| PP |
1.0653 |
1.0664 |
| S1 |
1.0650 |
1.0662 |
|