CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 27-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2015 |
27-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0647 |
1.0622 |
-0.0025 |
-0.2% |
1.0644 |
| High |
1.0693 |
1.0641 |
-0.0052 |
-0.5% |
1.0693 |
| Low |
1.0568 |
1.0570 |
0.0002 |
0.0% |
1.0568 |
| Close |
1.0619 |
1.0602 |
-0.0017 |
-0.2% |
1.0602 |
| Range |
0.0125 |
0.0071 |
-0.0054 |
-43.2% |
0.0125 |
| ATR |
0.0096 |
0.0094 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
248,522 |
159,550 |
-88,972 |
-35.8% |
808,475 |
|
| Daily Pivots for day following 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0817 |
1.0781 |
1.0641 |
|
| R3 |
1.0746 |
1.0710 |
1.0622 |
|
| R2 |
1.0675 |
1.0675 |
1.0615 |
|
| R1 |
1.0639 |
1.0639 |
1.0609 |
1.0622 |
| PP |
1.0604 |
1.0604 |
1.0604 |
1.0596 |
| S1 |
1.0568 |
1.0568 |
1.0595 |
1.0551 |
| S2 |
1.0533 |
1.0533 |
1.0589 |
|
| S3 |
1.0462 |
1.0497 |
1.0582 |
|
| S4 |
1.0391 |
1.0426 |
1.0563 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0996 |
1.0924 |
1.0671 |
|
| R3 |
1.0871 |
1.0799 |
1.0636 |
|
| R2 |
1.0746 |
1.0746 |
1.0625 |
|
| R1 |
1.0674 |
1.0674 |
1.0613 |
1.0648 |
| PP |
1.0621 |
1.0621 |
1.0621 |
1.0608 |
| S1 |
1.0549 |
1.0549 |
1.0591 |
1.0523 |
| S2 |
1.0496 |
1.0496 |
1.0579 |
|
| S3 |
1.0371 |
1.0424 |
1.0568 |
|
| S4 |
1.0246 |
1.0299 |
1.0533 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0737 |
1.0568 |
0.0169 |
1.6% |
0.0082 |
0.8% |
20% |
False |
False |
205,023 |
| 10 |
1.0821 |
1.0568 |
0.0253 |
2.4% |
0.0084 |
0.8% |
13% |
False |
False |
206,137 |
| 20 |
1.1079 |
1.0568 |
0.0511 |
4.8% |
0.0092 |
0.9% |
7% |
False |
False |
213,655 |
| 40 |
1.1505 |
1.0568 |
0.0937 |
8.8% |
0.0098 |
0.9% |
4% |
False |
False |
206,726 |
| 60 |
1.1505 |
1.0568 |
0.0937 |
8.8% |
0.0103 |
1.0% |
4% |
False |
False |
197,397 |
| 80 |
1.1730 |
1.0568 |
0.1162 |
11.0% |
0.0112 |
1.1% |
3% |
False |
False |
149,023 |
| 100 |
1.1730 |
1.0568 |
0.1162 |
11.0% |
0.0111 |
1.0% |
3% |
False |
False |
119,408 |
| 120 |
1.1730 |
1.0568 |
0.1162 |
11.0% |
0.0113 |
1.1% |
3% |
False |
False |
99,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0943 |
|
2.618 |
1.0827 |
|
1.618 |
1.0756 |
|
1.000 |
1.0712 |
|
0.618 |
1.0685 |
|
HIGH |
1.0641 |
|
0.618 |
1.0614 |
|
0.500 |
1.0606 |
|
0.382 |
1.0597 |
|
LOW |
1.0570 |
|
0.618 |
1.0526 |
|
1.000 |
1.0499 |
|
1.618 |
1.0455 |
|
2.618 |
1.0384 |
|
4.250 |
1.0268 |
|
|
| Fisher Pivots for day following 27-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0606 |
1.0631 |
| PP |
1.0604 |
1.0621 |
| S1 |
1.0603 |
1.0612 |
|