CME Euro FX (E) Future December 2015


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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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 4 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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