CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 02-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2015 |
02-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1022 |
1.1055 |
0.0033 |
0.3% |
1.1035 |
| High |
1.1102 |
1.1081 |
-0.0021 |
-0.2% |
1.1125 |
| Low |
1.0997 |
1.1031 |
0.0034 |
0.3% |
1.0928 |
| Close |
1.1033 |
1.1040 |
0.0007 |
0.1% |
1.1033 |
| Range |
0.0105 |
0.0050 |
-0.0055 |
-52.4% |
0.0197 |
| ATR |
0.0105 |
0.0101 |
-0.0004 |
-3.7% |
0.0000 |
| Volume |
444 |
815 |
371 |
83.6% |
2,743 |
|
| Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1201 |
1.1170 |
1.1068 |
|
| R3 |
1.1151 |
1.1120 |
1.1054 |
|
| R2 |
1.1101 |
1.1101 |
1.1049 |
|
| R1 |
1.1070 |
1.1070 |
1.1045 |
1.1061 |
| PP |
1.1051 |
1.1051 |
1.1051 |
1.1046 |
| S1 |
1.1020 |
1.1020 |
1.1035 |
1.1011 |
| S2 |
1.1001 |
1.1001 |
1.1031 |
|
| S3 |
1.0951 |
1.0970 |
1.1026 |
|
| S4 |
1.0901 |
1.0920 |
1.1013 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1620 |
1.1523 |
1.1141 |
|
| R3 |
1.1423 |
1.1326 |
1.1087 |
|
| R2 |
1.1226 |
1.1226 |
1.1069 |
|
| R1 |
1.1129 |
1.1129 |
1.1051 |
1.1079 |
| PP |
1.1029 |
1.1029 |
1.1029 |
1.1004 |
| S1 |
1.0932 |
1.0932 |
1.1015 |
1.0882 |
| S2 |
1.0832 |
1.0832 |
1.0997 |
|
| S3 |
1.0635 |
1.0735 |
1.0979 |
|
| S4 |
1.0438 |
1.0538 |
1.0925 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1125 |
1.0928 |
0.0197 |
1.8% |
0.0096 |
0.9% |
57% |
False |
False |
561 |
| 10 |
1.1415 |
1.0928 |
0.0487 |
4.4% |
0.0104 |
0.9% |
23% |
False |
False |
619 |
| 20 |
1.1524 |
1.0928 |
0.0596 |
5.4% |
0.0095 |
0.9% |
19% |
False |
False |
500 |
| 40 |
1.1524 |
1.0928 |
0.0596 |
5.4% |
0.0102 |
0.9% |
19% |
False |
False |
432 |
| 60 |
1.1749 |
1.0928 |
0.0821 |
7.4% |
0.0111 |
1.0% |
14% |
False |
False |
342 |
| 80 |
1.1749 |
1.0860 |
0.0889 |
8.1% |
0.0107 |
1.0% |
20% |
False |
False |
275 |
| 100 |
1.1749 |
1.0860 |
0.0889 |
8.1% |
0.0102 |
0.9% |
20% |
False |
False |
229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1294 |
|
2.618 |
1.1212 |
|
1.618 |
1.1162 |
|
1.000 |
1.1131 |
|
0.618 |
1.1112 |
|
HIGH |
1.1081 |
|
0.618 |
1.1062 |
|
0.500 |
1.1056 |
|
0.382 |
1.1050 |
|
LOW |
1.1031 |
|
0.618 |
1.1000 |
|
1.000 |
1.0981 |
|
1.618 |
1.0950 |
|
2.618 |
1.0900 |
|
4.250 |
1.0819 |
|
|
| Fisher Pivots for day following 02-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1056 |
1.1033 |
| PP |
1.1051 |
1.1025 |
| S1 |
1.1045 |
1.1018 |
|