CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 03-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2015 |
03-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1055 |
1.1040 |
-0.0015 |
-0.1% |
1.1035 |
| High |
1.1081 |
1.1060 |
-0.0021 |
-0.2% |
1.1125 |
| Low |
1.1031 |
1.0967 |
-0.0064 |
-0.6% |
1.0928 |
| Close |
1.1040 |
1.0994 |
-0.0046 |
-0.4% |
1.1033 |
| Range |
0.0050 |
0.0093 |
0.0043 |
86.0% |
0.0197 |
| ATR |
0.0101 |
0.0101 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
815 |
1,767 |
952 |
116.8% |
2,743 |
|
| Daily Pivots for day following 03-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1286 |
1.1233 |
1.1045 |
|
| R3 |
1.1193 |
1.1140 |
1.1020 |
|
| R2 |
1.1100 |
1.1100 |
1.1011 |
|
| R1 |
1.1047 |
1.1047 |
1.1003 |
1.1027 |
| PP |
1.1007 |
1.1007 |
1.1007 |
1.0997 |
| S1 |
1.0954 |
1.0954 |
1.0985 |
1.0934 |
| S2 |
1.0914 |
1.0914 |
1.0977 |
|
| S3 |
1.0821 |
1.0861 |
1.0968 |
|
| S4 |
1.0728 |
1.0768 |
1.0943 |
|
|
| 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% |
0.0105 |
1.0% |
34% |
False |
False |
842 |
| 10 |
1.1406 |
1.0928 |
0.0478 |
4.3% |
0.0107 |
1.0% |
14% |
False |
False |
757 |
| 20 |
1.1524 |
1.0928 |
0.0596 |
5.4% |
0.0094 |
0.9% |
11% |
False |
False |
575 |
| 40 |
1.1524 |
1.0928 |
0.0596 |
5.4% |
0.0102 |
0.9% |
11% |
False |
False |
472 |
| 60 |
1.1749 |
1.0928 |
0.0821 |
7.5% |
0.0111 |
1.0% |
8% |
False |
False |
370 |
| 80 |
1.1749 |
1.0860 |
0.0889 |
8.1% |
0.0106 |
1.0% |
15% |
False |
False |
297 |
| 100 |
1.1749 |
1.0860 |
0.0889 |
8.1% |
0.0102 |
0.9% |
15% |
False |
False |
246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1455 |
|
2.618 |
1.1303 |
|
1.618 |
1.1210 |
|
1.000 |
1.1153 |
|
0.618 |
1.1117 |
|
HIGH |
1.1060 |
|
0.618 |
1.1024 |
|
0.500 |
1.1014 |
|
0.382 |
1.1003 |
|
LOW |
1.0967 |
|
0.618 |
1.0910 |
|
1.000 |
1.0874 |
|
1.618 |
1.0817 |
|
2.618 |
1.0724 |
|
4.250 |
1.0572 |
|
|
| Fisher Pivots for day following 03-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1014 |
1.1035 |
| PP |
1.1007 |
1.1021 |
| S1 |
1.1001 |
1.1008 |
|