CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 05-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2015 |
05-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0993 |
1.0897 |
-0.0096 |
-0.9% |
1.1035 |
| High |
1.0996 |
1.0925 |
-0.0071 |
-0.6% |
1.1125 |
| Low |
1.0875 |
1.0865 |
-0.0010 |
-0.1% |
1.0928 |
| Close |
1.0889 |
1.0915 |
0.0026 |
0.2% |
1.1033 |
| Range |
0.0121 |
0.0060 |
-0.0061 |
-50.4% |
0.0197 |
| ATR |
0.0102 |
0.0099 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
3,957 |
2,044 |
-1,913 |
-48.3% |
2,743 |
|
| Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1082 |
1.1058 |
1.0948 |
|
| R3 |
1.1022 |
1.0998 |
1.0932 |
|
| R2 |
1.0962 |
1.0962 |
1.0926 |
|
| R1 |
1.0938 |
1.0938 |
1.0921 |
1.0950 |
| PP |
1.0902 |
1.0902 |
1.0902 |
1.0908 |
| S1 |
1.0878 |
1.0878 |
1.0910 |
1.0890 |
| S2 |
1.0842 |
1.0842 |
1.0904 |
|
| S3 |
1.0782 |
1.0818 |
1.0899 |
|
| S4 |
1.0722 |
1.0758 |
1.0882 |
|
|
| 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 |
1.0865 |
0.0237 |
2.2% |
0.0086 |
0.8% |
21% |
False |
True |
1,805 |
| 10 |
1.1168 |
1.0865 |
0.0303 |
2.8% |
0.0096 |
0.9% |
17% |
False |
True |
1,210 |
| 20 |
1.1524 |
1.0865 |
0.0659 |
6.0% |
0.0095 |
0.9% |
8% |
False |
True |
828 |
| 40 |
1.1524 |
1.0865 |
0.0659 |
6.0% |
0.0101 |
0.9% |
8% |
False |
True |
611 |
| 60 |
1.1749 |
1.0865 |
0.0884 |
8.1% |
0.0110 |
1.0% |
6% |
False |
True |
467 |
| 80 |
1.1749 |
1.0860 |
0.0889 |
8.1% |
0.0106 |
1.0% |
6% |
False |
False |
371 |
| 100 |
1.1749 |
1.0860 |
0.0889 |
8.1% |
0.0103 |
0.9% |
6% |
False |
False |
306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1180 |
|
2.618 |
1.1082 |
|
1.618 |
1.1022 |
|
1.000 |
1.0985 |
|
0.618 |
1.0962 |
|
HIGH |
1.0925 |
|
0.618 |
1.0902 |
|
0.500 |
1.0895 |
|
0.382 |
1.0888 |
|
LOW |
1.0865 |
|
0.618 |
1.0828 |
|
1.000 |
1.0805 |
|
1.618 |
1.0768 |
|
2.618 |
1.0708 |
|
4.250 |
1.0610 |
|
|
| Fisher Pivots for day following 05-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0908 |
1.0963 |
| PP |
1.0902 |
1.0947 |
| S1 |
1.0895 |
1.0931 |
|