CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 06-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2015 |
06-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0897 |
1.0911 |
0.0014 |
0.1% |
1.1055 |
| High |
1.0925 |
1.0923 |
-0.0002 |
0.0% |
1.1081 |
| Low |
1.0865 |
1.0737 |
-0.0128 |
-1.2% |
1.0737 |
| Close |
1.0915 |
1.0775 |
-0.0140 |
-1.3% |
1.0775 |
| Range |
0.0060 |
0.0186 |
0.0126 |
210.0% |
0.0344 |
| ATR |
0.0099 |
0.0105 |
0.0006 |
6.3% |
0.0000 |
| Volume |
2,044 |
1,906 |
-138 |
-6.8% |
10,489 |
|
| Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1370 |
1.1258 |
1.0877 |
|
| R3 |
1.1184 |
1.1072 |
1.0826 |
|
| R2 |
1.0998 |
1.0998 |
1.0809 |
|
| R1 |
1.0886 |
1.0886 |
1.0792 |
1.0849 |
| PP |
1.0812 |
1.0812 |
1.0812 |
1.0793 |
| S1 |
1.0700 |
1.0700 |
1.0758 |
1.0663 |
| S2 |
1.0626 |
1.0626 |
1.0741 |
|
| S3 |
1.0440 |
1.0514 |
1.0724 |
|
| S4 |
1.0254 |
1.0328 |
1.0673 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1896 |
1.1680 |
1.0964 |
|
| R3 |
1.1552 |
1.1336 |
1.0870 |
|
| R2 |
1.1208 |
1.1208 |
1.0838 |
|
| R1 |
1.0992 |
1.0992 |
1.0807 |
1.0928 |
| PP |
1.0864 |
1.0864 |
1.0864 |
1.0833 |
| S1 |
1.0648 |
1.0648 |
1.0743 |
1.0584 |
| S2 |
1.0520 |
1.0520 |
1.0712 |
|
| S3 |
1.0176 |
1.0304 |
1.0680 |
|
| S4 |
0.9832 |
0.9960 |
1.0586 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1081 |
1.0737 |
0.0344 |
3.2% |
0.0102 |
0.9% |
11% |
False |
True |
2,097 |
| 10 |
1.1125 |
1.0737 |
0.0388 |
3.6% |
0.0100 |
0.9% |
10% |
False |
True |
1,323 |
| 20 |
1.1524 |
1.0737 |
0.0787 |
7.3% |
0.0099 |
0.9% |
5% |
False |
True |
905 |
| 40 |
1.1524 |
1.0737 |
0.0787 |
7.3% |
0.0104 |
1.0% |
5% |
False |
True |
656 |
| 60 |
1.1749 |
1.0737 |
0.1012 |
9.4% |
0.0112 |
1.0% |
4% |
False |
True |
496 |
| 80 |
1.1749 |
1.0737 |
0.1012 |
9.4% |
0.0107 |
1.0% |
4% |
False |
True |
394 |
| 100 |
1.1749 |
1.0737 |
0.1012 |
9.4% |
0.0104 |
1.0% |
4% |
False |
True |
325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1714 |
|
2.618 |
1.1410 |
|
1.618 |
1.1224 |
|
1.000 |
1.1109 |
|
0.618 |
1.1038 |
|
HIGH |
1.0923 |
|
0.618 |
1.0852 |
|
0.500 |
1.0830 |
|
0.382 |
1.0808 |
|
LOW |
1.0737 |
|
0.618 |
1.0622 |
|
1.000 |
1.0551 |
|
1.618 |
1.0436 |
|
2.618 |
1.0250 |
|
4.250 |
0.9947 |
|
|
| Fisher Pivots for day following 06-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0830 |
1.0867 |
| PP |
1.0812 |
1.0836 |
| S1 |
1.0793 |
1.0806 |
|