CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 04-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2015 |
04-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1040 |
1.0993 |
-0.0047 |
-0.4% |
1.1035 |
| High |
1.1060 |
1.0996 |
-0.0064 |
-0.6% |
1.1125 |
| Low |
1.0967 |
1.0875 |
-0.0092 |
-0.8% |
1.0928 |
| Close |
1.0994 |
1.0889 |
-0.0105 |
-1.0% |
1.1033 |
| Range |
0.0093 |
0.0121 |
0.0028 |
30.1% |
0.0197 |
| ATR |
0.0101 |
0.0102 |
0.0001 |
1.4% |
0.0000 |
| Volume |
1,767 |
3,957 |
2,190 |
123.9% |
2,743 |
|
| Daily Pivots for day following 04-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1283 |
1.1207 |
1.0956 |
|
| R3 |
1.1162 |
1.1086 |
1.0922 |
|
| R2 |
1.1041 |
1.1041 |
1.0911 |
|
| R1 |
1.0965 |
1.0965 |
1.0900 |
1.0943 |
| PP |
1.0920 |
1.0920 |
1.0920 |
1.0909 |
| S1 |
1.0844 |
1.0844 |
1.0878 |
1.0822 |
| S2 |
1.0799 |
1.0799 |
1.0867 |
|
| S3 |
1.0678 |
1.0723 |
1.0856 |
|
| S4 |
1.0557 |
1.0602 |
1.0822 |
|
|
| 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 |
1.1102 |
1.0875 |
0.0227 |
2.1% |
0.0090 |
0.8% |
6% |
False |
True |
1,508 |
| 10 |
1.1378 |
1.0875 |
0.0503 |
4.6% |
0.0115 |
1.1% |
3% |
False |
True |
1,127 |
| 20 |
1.1524 |
1.0875 |
0.0649 |
6.0% |
0.0097 |
0.9% |
2% |
False |
True |
739 |
| 40 |
1.1524 |
1.0875 |
0.0649 |
6.0% |
0.0103 |
0.9% |
2% |
False |
True |
565 |
| 60 |
1.1749 |
1.0875 |
0.0874 |
8.0% |
0.0111 |
1.0% |
2% |
False |
True |
434 |
| 80 |
1.1749 |
1.0860 |
0.0889 |
8.2% |
0.0106 |
1.0% |
3% |
False |
False |
346 |
| 100 |
1.1749 |
1.0860 |
0.0889 |
8.2% |
0.0102 |
0.9% |
3% |
False |
False |
286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1510 |
|
2.618 |
1.1313 |
|
1.618 |
1.1192 |
|
1.000 |
1.1117 |
|
0.618 |
1.1071 |
|
HIGH |
1.0996 |
|
0.618 |
1.0950 |
|
0.500 |
1.0936 |
|
0.382 |
1.0921 |
|
LOW |
1.0875 |
|
0.618 |
1.0800 |
|
1.000 |
1.0754 |
|
1.618 |
1.0679 |
|
2.618 |
1.0558 |
|
4.250 |
1.0361 |
|
|
| Fisher Pivots for day following 04-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0936 |
1.0978 |
| PP |
1.0920 |
1.0948 |
| S1 |
1.0905 |
1.0919 |
|