CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 13-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2015 |
13-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0785 |
1.0840 |
0.0055 |
0.5% |
1.0759 |
| High |
1.0861 |
1.0847 |
-0.0014 |
-0.1% |
1.0861 |
| Low |
1.0723 |
1.0743 |
0.0020 |
0.2% |
1.0707 |
| Close |
1.0825 |
1.0767 |
-0.0058 |
-0.5% |
1.0767 |
| Range |
0.0138 |
0.0104 |
-0.0034 |
-24.6% |
0.0154 |
| ATR |
0.0102 |
0.0102 |
0.0000 |
0.1% |
0.0000 |
| Volume |
2,680 |
2,154 |
-526 |
-19.6% |
11,084 |
|
| Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1098 |
1.1036 |
1.0824 |
|
| R3 |
1.0994 |
1.0932 |
1.0796 |
|
| R2 |
1.0890 |
1.0890 |
1.0786 |
|
| R1 |
1.0828 |
1.0828 |
1.0777 |
1.0807 |
| PP |
1.0786 |
1.0786 |
1.0786 |
1.0775 |
| S1 |
1.0724 |
1.0724 |
1.0757 |
1.0703 |
| S2 |
1.0682 |
1.0682 |
1.0748 |
|
| S3 |
1.0578 |
1.0620 |
1.0738 |
|
| S4 |
1.0474 |
1.0516 |
1.0710 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1240 |
1.1158 |
1.0852 |
|
| R3 |
1.1086 |
1.1004 |
1.0809 |
|
| R2 |
1.0932 |
1.0932 |
1.0795 |
|
| R1 |
1.0850 |
1.0850 |
1.0781 |
1.0891 |
| PP |
1.0778 |
1.0778 |
1.0778 |
1.0799 |
| S1 |
1.0696 |
1.0696 |
1.0753 |
1.0737 |
| S2 |
1.0624 |
1.0624 |
1.0739 |
|
| S3 |
1.0470 |
1.0542 |
1.0725 |
|
| S4 |
1.0316 |
1.0388 |
1.0682 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0861 |
1.0707 |
0.0154 |
1.4% |
0.0093 |
0.9% |
39% |
False |
False |
2,216 |
| 10 |
1.1081 |
1.0707 |
0.0374 |
3.5% |
0.0098 |
0.9% |
16% |
False |
False |
2,157 |
| 20 |
1.1415 |
1.0707 |
0.0708 |
6.6% |
0.0102 |
0.9% |
8% |
False |
False |
1,377 |
| 40 |
1.1524 |
1.0707 |
0.0817 |
7.6% |
0.0101 |
0.9% |
7% |
False |
False |
893 |
| 60 |
1.1749 |
1.0707 |
0.1042 |
9.7% |
0.0112 |
1.0% |
6% |
False |
False |
667 |
| 80 |
1.1749 |
1.0707 |
0.1042 |
9.7% |
0.0108 |
1.0% |
6% |
False |
False |
530 |
| 100 |
1.1749 |
1.0707 |
0.1042 |
9.7% |
0.0105 |
1.0% |
6% |
False |
False |
434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1289 |
|
2.618 |
1.1119 |
|
1.618 |
1.1015 |
|
1.000 |
1.0951 |
|
0.618 |
1.0911 |
|
HIGH |
1.0847 |
|
0.618 |
1.0807 |
|
0.500 |
1.0795 |
|
0.382 |
1.0783 |
|
LOW |
1.0743 |
|
0.618 |
1.0679 |
|
1.000 |
1.0639 |
|
1.618 |
1.0575 |
|
2.618 |
1.0471 |
|
4.250 |
1.0301 |
|
|
| Fisher Pivots for day following 13-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0795 |
1.0792 |
| PP |
1.0786 |
1.0784 |
| S1 |
1.0776 |
1.0775 |
|