CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 20-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2015 |
20-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0698 |
1.0757 |
0.0059 |
0.6% |
1.0758 |
| High |
1.0796 |
1.0760 |
-0.0036 |
-0.3% |
1.0796 |
| Low |
1.0698 |
1.0673 |
-0.0025 |
-0.2% |
1.0650 |
| Close |
1.0763 |
1.0684 |
-0.0079 |
-0.7% |
1.0684 |
| Range |
0.0098 |
0.0087 |
-0.0011 |
-11.2% |
0.0146 |
| ATR |
0.0097 |
0.0097 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
6,295 |
5,238 |
-1,057 |
-16.8% |
20,605 |
|
| Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0967 |
1.0912 |
1.0732 |
|
| R3 |
1.0880 |
1.0825 |
1.0708 |
|
| R2 |
1.0793 |
1.0793 |
1.0700 |
|
| R1 |
1.0738 |
1.0738 |
1.0692 |
1.0722 |
| PP |
1.0706 |
1.0706 |
1.0706 |
1.0698 |
| S1 |
1.0651 |
1.0651 |
1.0676 |
1.0635 |
| S2 |
1.0619 |
1.0619 |
1.0668 |
|
| S3 |
1.0532 |
1.0564 |
1.0660 |
|
| S4 |
1.0445 |
1.0477 |
1.0636 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1148 |
1.1062 |
1.0764 |
|
| R3 |
1.1002 |
1.0916 |
1.0724 |
|
| R2 |
1.0856 |
1.0856 |
1.0711 |
|
| R1 |
1.0770 |
1.0770 |
1.0697 |
1.0740 |
| PP |
1.0710 |
1.0710 |
1.0710 |
1.0695 |
| S1 |
1.0624 |
1.0624 |
1.0671 |
1.0594 |
| S2 |
1.0564 |
1.0564 |
1.0657 |
|
| S3 |
1.0418 |
1.0478 |
1.0644 |
|
| S4 |
1.0272 |
1.0332 |
1.0604 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0796 |
1.0650 |
0.0146 |
1.4% |
0.0080 |
0.7% |
23% |
False |
False |
4,121 |
| 10 |
1.0861 |
1.0650 |
0.0211 |
2.0% |
0.0086 |
0.8% |
16% |
False |
False |
3,168 |
| 20 |
1.1125 |
1.0650 |
0.0475 |
4.4% |
0.0093 |
0.9% |
7% |
False |
False |
2,246 |
| 40 |
1.1524 |
1.0650 |
0.0874 |
8.2% |
0.0096 |
0.9% |
4% |
False |
False |
1,365 |
| 60 |
1.1524 |
1.0650 |
0.0874 |
8.2% |
0.0101 |
0.9% |
4% |
False |
False |
993 |
| 80 |
1.1749 |
1.0650 |
0.1099 |
10.3% |
0.0107 |
1.0% |
3% |
False |
False |
783 |
| 100 |
1.1749 |
1.0650 |
0.1099 |
10.3% |
0.0104 |
1.0% |
3% |
False |
False |
639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1130 |
|
2.618 |
1.0988 |
|
1.618 |
1.0901 |
|
1.000 |
1.0847 |
|
0.618 |
1.0814 |
|
HIGH |
1.0760 |
|
0.618 |
1.0727 |
|
0.500 |
1.0717 |
|
0.382 |
1.0706 |
|
LOW |
1.0673 |
|
0.618 |
1.0619 |
|
1.000 |
1.0586 |
|
1.618 |
1.0532 |
|
2.618 |
1.0445 |
|
4.250 |
1.0303 |
|
|
| Fisher Pivots for day following 20-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0717 |
1.0723 |
| PP |
1.0706 |
1.0710 |
| S1 |
1.0695 |
1.0697 |
|