CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 17-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2015 |
17-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0758 |
1.0716 |
-0.0042 |
-0.4% |
1.0759 |
| High |
1.0787 |
1.0720 |
-0.0067 |
-0.6% |
1.0861 |
| Low |
1.0706 |
1.0661 |
-0.0045 |
-0.4% |
1.0707 |
| Close |
1.0707 |
1.0679 |
-0.0028 |
-0.3% |
1.0767 |
| Range |
0.0081 |
0.0059 |
-0.0022 |
-27.2% |
0.0154 |
| ATR |
0.0101 |
0.0098 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
4,866 |
1,959 |
-2,907 |
-59.7% |
11,084 |
|
| Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0864 |
1.0830 |
1.0711 |
|
| R3 |
1.0805 |
1.0771 |
1.0695 |
|
| R2 |
1.0746 |
1.0746 |
1.0690 |
|
| R1 |
1.0712 |
1.0712 |
1.0684 |
1.0700 |
| PP |
1.0687 |
1.0687 |
1.0687 |
1.0680 |
| S1 |
1.0653 |
1.0653 |
1.0674 |
1.0641 |
| S2 |
1.0628 |
1.0628 |
1.0668 |
|
| S3 |
1.0569 |
1.0594 |
1.0663 |
|
| S4 |
1.0510 |
1.0535 |
1.0647 |
|
|
| 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 |
1.0661 |
0.0200 |
1.9% |
0.0090 |
0.8% |
9% |
False |
True |
2,575 |
| 10 |
1.0996 |
1.0661 |
0.0335 |
3.1% |
0.0097 |
0.9% |
5% |
False |
True |
2,581 |
| 20 |
1.1406 |
1.0661 |
0.0745 |
7.0% |
0.0102 |
1.0% |
2% |
False |
True |
1,669 |
| 40 |
1.1524 |
1.0661 |
0.0863 |
8.1% |
0.0098 |
0.9% |
2% |
False |
True |
1,052 |
| 60 |
1.1630 |
1.0661 |
0.0969 |
9.1% |
0.0107 |
1.0% |
2% |
False |
True |
773 |
| 80 |
1.1749 |
1.0661 |
0.1088 |
10.2% |
0.0107 |
1.0% |
2% |
False |
True |
615 |
| 100 |
1.1749 |
1.0661 |
0.1088 |
10.2% |
0.0105 |
1.0% |
2% |
False |
True |
501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0971 |
|
2.618 |
1.0874 |
|
1.618 |
1.0815 |
|
1.000 |
1.0779 |
|
0.618 |
1.0756 |
|
HIGH |
1.0720 |
|
0.618 |
1.0697 |
|
0.500 |
1.0691 |
|
0.382 |
1.0684 |
|
LOW |
1.0661 |
|
0.618 |
1.0625 |
|
1.000 |
1.0602 |
|
1.618 |
1.0566 |
|
2.618 |
1.0507 |
|
4.250 |
1.0410 |
|
|
| Fisher Pivots for day following 17-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0691 |
1.0754 |
| PP |
1.0687 |
1.0729 |
| S1 |
1.0683 |
1.0704 |
|