CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 16-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2015 |
16-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0840 |
1.0758 |
-0.0082 |
-0.8% |
1.0759 |
| High |
1.0847 |
1.0787 |
-0.0060 |
-0.6% |
1.0861 |
| Low |
1.0743 |
1.0706 |
-0.0037 |
-0.3% |
1.0707 |
| Close |
1.0767 |
1.0707 |
-0.0060 |
-0.6% |
1.0767 |
| Range |
0.0104 |
0.0081 |
-0.0023 |
-22.1% |
0.0154 |
| ATR |
0.0102 |
0.0101 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
2,154 |
4,866 |
2,712 |
125.9% |
11,084 |
|
| Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0976 |
1.0923 |
1.0752 |
|
| R3 |
1.0895 |
1.0842 |
1.0729 |
|
| R2 |
1.0814 |
1.0814 |
1.0722 |
|
| R1 |
1.0761 |
1.0761 |
1.0714 |
1.0747 |
| PP |
1.0733 |
1.0733 |
1.0733 |
1.0727 |
| S1 |
1.0680 |
1.0680 |
1.0700 |
1.0666 |
| S2 |
1.0652 |
1.0652 |
1.0692 |
|
| S3 |
1.0571 |
1.0599 |
1.0685 |
|
| S4 |
1.0490 |
1.0518 |
1.0662 |
|
|
| 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 |
1.0706 |
0.0155 |
1.4% |
0.0095 |
0.9% |
1% |
False |
True |
2,394 |
| 10 |
1.1060 |
1.0706 |
0.0354 |
3.3% |
0.0101 |
0.9% |
0% |
False |
True |
2,562 |
| 20 |
1.1415 |
1.0706 |
0.0709 |
6.6% |
0.0102 |
1.0% |
0% |
False |
True |
1,590 |
| 40 |
1.1524 |
1.0706 |
0.0818 |
7.6% |
0.0099 |
0.9% |
0% |
False |
True |
1,008 |
| 60 |
1.1749 |
1.0706 |
0.1043 |
9.7% |
0.0111 |
1.0% |
0% |
False |
True |
746 |
| 80 |
1.1749 |
1.0706 |
0.1043 |
9.7% |
0.0108 |
1.0% |
0% |
False |
True |
591 |
| 100 |
1.1749 |
1.0706 |
0.1043 |
9.7% |
0.0105 |
1.0% |
0% |
False |
True |
482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1131 |
|
2.618 |
1.0999 |
|
1.618 |
1.0918 |
|
1.000 |
1.0868 |
|
0.618 |
1.0837 |
|
HIGH |
1.0787 |
|
0.618 |
1.0756 |
|
0.500 |
1.0747 |
|
0.382 |
1.0737 |
|
LOW |
1.0706 |
|
0.618 |
1.0656 |
|
1.000 |
1.0625 |
|
1.618 |
1.0575 |
|
2.618 |
1.0494 |
|
4.250 |
1.0362 |
|
|
| Fisher Pivots for day following 16-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0747 |
1.0784 |
| PP |
1.0733 |
1.0758 |
| S1 |
1.0720 |
1.0733 |
|