CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 10-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2015 |
10-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0759 |
1.0789 |
0.0030 |
0.3% |
1.1055 |
| High |
1.0819 |
1.0794 |
-0.0025 |
-0.2% |
1.1081 |
| Low |
1.0749 |
1.0707 |
-0.0042 |
-0.4% |
1.0737 |
| Close |
1.0789 |
1.0738 |
-0.0051 |
-0.5% |
1.0775 |
| Range |
0.0070 |
0.0087 |
0.0017 |
24.3% |
0.0344 |
| ATR |
0.0103 |
0.0102 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
3,977 |
1,057 |
-2,920 |
-73.4% |
10,489 |
|
| Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1007 |
1.0960 |
1.0786 |
|
| R3 |
1.0920 |
1.0873 |
1.0762 |
|
| R2 |
1.0833 |
1.0833 |
1.0754 |
|
| R1 |
1.0786 |
1.0786 |
1.0746 |
1.0766 |
| PP |
1.0746 |
1.0746 |
1.0746 |
1.0737 |
| S1 |
1.0699 |
1.0699 |
1.0730 |
1.0679 |
| S2 |
1.0659 |
1.0659 |
1.0722 |
|
| S3 |
1.0572 |
1.0612 |
1.0714 |
|
| S4 |
1.0485 |
1.0525 |
1.0690 |
|
|
| 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 |
1.0996 |
1.0707 |
0.0289 |
2.7% |
0.0105 |
1.0% |
11% |
False |
True |
2,588 |
| 10 |
1.1125 |
1.0707 |
0.0418 |
3.9% |
0.0105 |
1.0% |
7% |
False |
True |
1,715 |
| 20 |
1.1524 |
1.0707 |
0.0817 |
7.6% |
0.0101 |
0.9% |
4% |
False |
True |
1,134 |
| 40 |
1.1524 |
1.0707 |
0.0817 |
7.6% |
0.0104 |
1.0% |
4% |
False |
True |
773 |
| 60 |
1.1749 |
1.0707 |
0.1042 |
9.7% |
0.0112 |
1.0% |
3% |
False |
True |
573 |
| 80 |
1.1749 |
1.0707 |
0.1042 |
9.7% |
0.0107 |
1.0% |
3% |
False |
True |
456 |
| 100 |
1.1749 |
1.0707 |
0.1042 |
9.7% |
0.0104 |
1.0% |
3% |
False |
True |
374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1164 |
|
2.618 |
1.1022 |
|
1.618 |
1.0935 |
|
1.000 |
1.0881 |
|
0.618 |
1.0848 |
|
HIGH |
1.0794 |
|
0.618 |
1.0761 |
|
0.500 |
1.0751 |
|
0.382 |
1.0740 |
|
LOW |
1.0707 |
|
0.618 |
1.0653 |
|
1.000 |
1.0620 |
|
1.618 |
1.0566 |
|
2.618 |
1.0479 |
|
4.250 |
1.0337 |
|
|
| Fisher Pivots for day following 10-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0751 |
1.0815 |
| PP |
1.0746 |
1.0789 |
| S1 |
1.0742 |
1.0764 |
|