CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 23-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0757 |
1.0672 |
-0.0085 |
-0.8% |
1.0758 |
| High |
1.0760 |
1.0689 |
-0.0071 |
-0.7% |
1.0796 |
| Low |
1.0673 |
1.0625 |
-0.0048 |
-0.4% |
1.0650 |
| Close |
1.0684 |
1.0656 |
-0.0028 |
-0.3% |
1.0684 |
| Range |
0.0087 |
0.0064 |
-0.0023 |
-26.4% |
0.0146 |
| ATR |
0.0097 |
0.0095 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
5,238 |
4,705 |
-533 |
-10.2% |
20,605 |
|
| Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0849 |
1.0816 |
1.0691 |
|
| R3 |
1.0785 |
1.0752 |
1.0674 |
|
| R2 |
1.0721 |
1.0721 |
1.0668 |
|
| R1 |
1.0688 |
1.0688 |
1.0662 |
1.0673 |
| PP |
1.0657 |
1.0657 |
1.0657 |
1.0649 |
| S1 |
1.0624 |
1.0624 |
1.0650 |
1.0609 |
| S2 |
1.0593 |
1.0593 |
1.0644 |
|
| S3 |
1.0529 |
1.0560 |
1.0638 |
|
| S4 |
1.0465 |
1.0496 |
1.0621 |
|
|
| 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 |
1.0625 |
0.0171 |
1.6% |
0.0076 |
0.7% |
18% |
False |
True |
4,088 |
| 10 |
1.0861 |
1.0625 |
0.0236 |
2.2% |
0.0086 |
0.8% |
13% |
False |
True |
3,241 |
| 20 |
1.1125 |
1.0625 |
0.0500 |
4.7% |
0.0093 |
0.9% |
6% |
False |
True |
2,443 |
| 40 |
1.1524 |
1.0625 |
0.0899 |
8.4% |
0.0096 |
0.9% |
3% |
False |
True |
1,479 |
| 60 |
1.1524 |
1.0625 |
0.0899 |
8.4% |
0.0099 |
0.9% |
3% |
False |
True |
1,071 |
| 80 |
1.1749 |
1.0625 |
0.1124 |
10.5% |
0.0106 |
1.0% |
3% |
False |
True |
840 |
| 100 |
1.1749 |
1.0625 |
0.1124 |
10.5% |
0.0104 |
1.0% |
3% |
False |
True |
686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0961 |
|
2.618 |
1.0857 |
|
1.618 |
1.0793 |
|
1.000 |
1.0753 |
|
0.618 |
1.0729 |
|
HIGH |
1.0689 |
|
0.618 |
1.0665 |
|
0.500 |
1.0657 |
|
0.382 |
1.0649 |
|
LOW |
1.0625 |
|
0.618 |
1.0585 |
|
1.000 |
1.0561 |
|
1.618 |
1.0521 |
|
2.618 |
1.0457 |
|
4.250 |
1.0353 |
|
|
| Fisher Pivots for day following 23-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0657 |
1.0711 |
| PP |
1.0657 |
1.0692 |
| S1 |
1.0656 |
1.0674 |
|