CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 18-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2015 |
18-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0716 |
1.0678 |
-0.0038 |
-0.4% |
1.0759 |
| High |
1.0720 |
1.0723 |
0.0003 |
0.0% |
1.0861 |
| Low |
1.0661 |
1.0650 |
-0.0011 |
-0.1% |
1.0707 |
| Close |
1.0679 |
1.0678 |
-0.0001 |
0.0% |
1.0767 |
| Range |
0.0059 |
0.0073 |
0.0014 |
23.7% |
0.0154 |
| ATR |
0.0098 |
0.0096 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
1,959 |
2,247 |
288 |
14.7% |
11,084 |
|
| Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0903 |
1.0863 |
1.0718 |
|
| R3 |
1.0830 |
1.0790 |
1.0698 |
|
| R2 |
1.0757 |
1.0757 |
1.0691 |
|
| R1 |
1.0717 |
1.0717 |
1.0685 |
1.0715 |
| PP |
1.0684 |
1.0684 |
1.0684 |
1.0682 |
| S1 |
1.0644 |
1.0644 |
1.0671 |
1.0642 |
| S2 |
1.0611 |
1.0611 |
1.0665 |
|
| S3 |
1.0538 |
1.0571 |
1.0658 |
|
| S4 |
1.0465 |
1.0498 |
1.0638 |
|
|
| 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 |
1.0650 |
0.0211 |
2.0% |
0.0091 |
0.9% |
13% |
False |
True |
2,781 |
| 10 |
1.0925 |
1.0650 |
0.0275 |
2.6% |
0.0093 |
0.9% |
10% |
False |
True |
2,410 |
| 20 |
1.1378 |
1.0650 |
0.0728 |
6.8% |
0.0104 |
1.0% |
4% |
False |
True |
1,769 |
| 40 |
1.1524 |
1.0650 |
0.0874 |
8.2% |
0.0097 |
0.9% |
3% |
False |
True |
1,098 |
| 60 |
1.1597 |
1.0650 |
0.0947 |
8.9% |
0.0105 |
1.0% |
3% |
False |
True |
808 |
| 80 |
1.1749 |
1.0650 |
0.1099 |
10.3% |
0.0107 |
1.0% |
3% |
False |
True |
642 |
| 100 |
1.1749 |
1.0650 |
0.1099 |
10.3% |
0.0103 |
1.0% |
3% |
False |
True |
524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1033 |
|
2.618 |
1.0914 |
|
1.618 |
1.0841 |
|
1.000 |
1.0796 |
|
0.618 |
1.0768 |
|
HIGH |
1.0723 |
|
0.618 |
1.0695 |
|
0.500 |
1.0687 |
|
0.382 |
1.0678 |
|
LOW |
1.0650 |
|
0.618 |
1.0605 |
|
1.000 |
1.0577 |
|
1.618 |
1.0532 |
|
2.618 |
1.0459 |
|
4.250 |
1.0340 |
|
|
| Fisher Pivots for day following 18-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0687 |
1.0719 |
| PP |
1.0684 |
1.0705 |
| S1 |
1.0681 |
1.0692 |
|