CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 09-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2015 |
09-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0911 |
1.0759 |
-0.0152 |
-1.4% |
1.1055 |
| High |
1.0923 |
1.0819 |
-0.0104 |
-1.0% |
1.1081 |
| Low |
1.0737 |
1.0749 |
0.0012 |
0.1% |
1.0737 |
| Close |
1.0775 |
1.0789 |
0.0014 |
0.1% |
1.0775 |
| Range |
0.0186 |
0.0070 |
-0.0116 |
-62.4% |
0.0344 |
| ATR |
0.0105 |
0.0103 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
1,906 |
3,977 |
2,071 |
108.7% |
10,489 |
|
| Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0996 |
1.0962 |
1.0828 |
|
| R3 |
1.0926 |
1.0892 |
1.0808 |
|
| R2 |
1.0856 |
1.0856 |
1.0802 |
|
| R1 |
1.0822 |
1.0822 |
1.0795 |
1.0839 |
| PP |
1.0786 |
1.0786 |
1.0786 |
1.0794 |
| S1 |
1.0752 |
1.0752 |
1.0783 |
1.0769 |
| S2 |
1.0716 |
1.0716 |
1.0776 |
|
| S3 |
1.0646 |
1.0682 |
1.0770 |
|
| S4 |
1.0576 |
1.0612 |
1.0751 |
|
|
| 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 |
1.1060 |
1.0737 |
0.0323 |
3.0% |
0.0106 |
1.0% |
16% |
False |
False |
2,730 |
| 10 |
1.1125 |
1.0737 |
0.0388 |
3.6% |
0.0101 |
0.9% |
13% |
False |
False |
1,645 |
| 20 |
1.1524 |
1.0737 |
0.0787 |
7.3% |
0.0100 |
0.9% |
7% |
False |
False |
1,092 |
| 40 |
1.1524 |
1.0737 |
0.0787 |
7.3% |
0.0104 |
1.0% |
7% |
False |
False |
753 |
| 60 |
1.1749 |
1.0737 |
0.1012 |
9.4% |
0.0111 |
1.0% |
5% |
False |
False |
559 |
| 80 |
1.1749 |
1.0737 |
0.1012 |
9.4% |
0.0107 |
1.0% |
5% |
False |
False |
444 |
| 100 |
1.1749 |
1.0737 |
0.1012 |
9.4% |
0.0104 |
1.0% |
5% |
False |
False |
364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1117 |
|
2.618 |
1.1002 |
|
1.618 |
1.0932 |
|
1.000 |
1.0889 |
|
0.618 |
1.0862 |
|
HIGH |
1.0819 |
|
0.618 |
1.0792 |
|
0.500 |
1.0784 |
|
0.382 |
1.0776 |
|
LOW |
1.0749 |
|
0.618 |
1.0706 |
|
1.000 |
1.0679 |
|
1.618 |
1.0636 |
|
2.618 |
1.0566 |
|
4.250 |
1.0452 |
|
|
| Fisher Pivots for day following 09-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0787 |
1.0831 |
| PP |
1.0786 |
1.0817 |
| S1 |
1.0784 |
1.0803 |
|