CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 11-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2015 |
11-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0789 |
1.0753 |
-0.0036 |
-0.3% |
1.1055 |
| High |
1.0794 |
1.0805 |
0.0011 |
0.1% |
1.1081 |
| Low |
1.0707 |
1.0738 |
0.0031 |
0.3% |
1.0737 |
| Close |
1.0738 |
1.0761 |
0.0023 |
0.2% |
1.0775 |
| Range |
0.0087 |
0.0067 |
-0.0020 |
-23.0% |
0.0344 |
| ATR |
0.0102 |
0.0099 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
1,057 |
1,216 |
159 |
15.0% |
10,489 |
|
| Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0969 |
1.0932 |
1.0798 |
|
| R3 |
1.0902 |
1.0865 |
1.0779 |
|
| R2 |
1.0835 |
1.0835 |
1.0773 |
|
| R1 |
1.0798 |
1.0798 |
1.0767 |
1.0817 |
| PP |
1.0768 |
1.0768 |
1.0768 |
1.0777 |
| S1 |
1.0731 |
1.0731 |
1.0755 |
1.0750 |
| S2 |
1.0701 |
1.0701 |
1.0749 |
|
| S3 |
1.0634 |
1.0664 |
1.0743 |
|
| S4 |
1.0567 |
1.0597 |
1.0724 |
|
|
| 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 |
1.0925 |
1.0707 |
0.0218 |
2.0% |
0.0094 |
0.9% |
25% |
False |
False |
2,040 |
| 10 |
1.1102 |
1.0707 |
0.0395 |
3.7% |
0.0092 |
0.9% |
14% |
False |
False |
1,774 |
| 20 |
1.1524 |
1.0707 |
0.0817 |
7.6% |
0.0099 |
0.9% |
7% |
False |
False |
1,179 |
| 40 |
1.1524 |
1.0707 |
0.0817 |
7.6% |
0.0103 |
1.0% |
7% |
False |
False |
798 |
| 60 |
1.1749 |
1.0707 |
0.1042 |
9.7% |
0.0112 |
1.0% |
5% |
False |
False |
590 |
| 80 |
1.1749 |
1.0707 |
0.1042 |
9.7% |
0.0106 |
1.0% |
5% |
False |
False |
471 |
| 100 |
1.1749 |
1.0707 |
0.1042 |
9.7% |
0.0104 |
1.0% |
5% |
False |
False |
386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1090 |
|
2.618 |
1.0980 |
|
1.618 |
1.0913 |
|
1.000 |
1.0872 |
|
0.618 |
1.0846 |
|
HIGH |
1.0805 |
|
0.618 |
1.0779 |
|
0.500 |
1.0772 |
|
0.382 |
1.0764 |
|
LOW |
1.0738 |
|
0.618 |
1.0697 |
|
1.000 |
1.0671 |
|
1.618 |
1.0630 |
|
2.618 |
1.0563 |
|
4.250 |
1.0453 |
|
|
| Fisher Pivots for day following 11-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0772 |
1.0763 |
| PP |
1.0768 |
1.0762 |
| S1 |
1.0765 |
1.0762 |
|