CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 02-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2015 |
02-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0572 |
1.0627 |
0.0055 |
0.5% |
1.0644 |
| High |
1.0640 |
1.0634 |
-0.0006 |
-0.1% |
1.0693 |
| Low |
1.0566 |
1.0553 |
-0.0013 |
-0.1% |
1.0568 |
| Close |
1.0634 |
1.0619 |
-0.0015 |
-0.1% |
1.0602 |
| Range |
0.0074 |
0.0081 |
0.0007 |
9.5% |
0.0125 |
| ATR |
0.0089 |
0.0089 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
218,300 |
260,714 |
42,414 |
19.4% |
808,475 |
|
| Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0845 |
1.0813 |
1.0664 |
|
| R3 |
1.0764 |
1.0732 |
1.0641 |
|
| R2 |
1.0683 |
1.0683 |
1.0634 |
|
| R1 |
1.0651 |
1.0651 |
1.0626 |
1.0627 |
| PP |
1.0602 |
1.0602 |
1.0602 |
1.0590 |
| S1 |
1.0570 |
1.0570 |
1.0612 |
1.0546 |
| S2 |
1.0521 |
1.0521 |
1.0604 |
|
| S3 |
1.0440 |
1.0489 |
1.0597 |
|
| S4 |
1.0359 |
1.0408 |
1.0574 |
|
|
| 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 |
1.0693 |
1.0553 |
0.0140 |
1.3% |
0.0078 |
0.7% |
47% |
False |
True |
213,291 |
| 10 |
1.0767 |
1.0553 |
0.0214 |
2.0% |
0.0078 |
0.7% |
31% |
False |
True |
212,968 |
| 20 |
1.0974 |
1.0553 |
0.0421 |
4.0% |
0.0089 |
0.8% |
16% |
False |
True |
217,123 |
| 40 |
1.1505 |
1.0553 |
0.0952 |
9.0% |
0.0093 |
0.9% |
7% |
False |
True |
207,606 |
| 60 |
1.1505 |
1.0553 |
0.0952 |
9.0% |
0.0100 |
0.9% |
7% |
False |
True |
206,164 |
| 80 |
1.1730 |
1.0553 |
0.1177 |
11.1% |
0.0110 |
1.0% |
6% |
False |
True |
157,184 |
| 100 |
1.1730 |
1.0553 |
0.1177 |
11.1% |
0.0108 |
1.0% |
6% |
False |
True |
125,974 |
| 120 |
1.1730 |
1.0553 |
0.1177 |
11.1% |
0.0112 |
1.1% |
6% |
False |
True |
105,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0978 |
|
2.618 |
1.0846 |
|
1.618 |
1.0765 |
|
1.000 |
1.0715 |
|
0.618 |
1.0684 |
|
HIGH |
1.0634 |
|
0.618 |
1.0603 |
|
0.500 |
1.0594 |
|
0.382 |
1.0584 |
|
LOW |
1.0553 |
|
0.618 |
1.0503 |
|
1.000 |
1.0472 |
|
1.618 |
1.0422 |
|
2.618 |
1.0341 |
|
4.250 |
1.0209 |
|
|
| Fisher Pivots for day following 02-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0611 |
1.0612 |
| PP |
1.0602 |
1.0604 |
| S1 |
1.0594 |
1.0597 |
|