CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 24-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2015 |
24-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0672 |
1.0664 |
-0.0008 |
-0.1% |
1.0758 |
| High |
1.0689 |
1.0703 |
0.0014 |
0.1% |
1.0796 |
| Low |
1.0625 |
1.0652 |
0.0027 |
0.3% |
1.0650 |
| Close |
1.0656 |
1.0688 |
0.0032 |
0.3% |
1.0684 |
| Range |
0.0064 |
0.0051 |
-0.0013 |
-20.3% |
0.0146 |
| ATR |
0.0095 |
0.0091 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
4,705 |
3,299 |
-1,406 |
-29.9% |
20,605 |
|
| Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0834 |
1.0812 |
1.0716 |
|
| R3 |
1.0783 |
1.0761 |
1.0702 |
|
| R2 |
1.0732 |
1.0732 |
1.0697 |
|
| R1 |
1.0710 |
1.0710 |
1.0693 |
1.0721 |
| PP |
1.0681 |
1.0681 |
1.0681 |
1.0687 |
| S1 |
1.0659 |
1.0659 |
1.0683 |
1.0670 |
| S2 |
1.0630 |
1.0630 |
1.0679 |
|
| S3 |
1.0579 |
1.0608 |
1.0674 |
|
| S4 |
1.0528 |
1.0557 |
1.0660 |
|
|
| 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% |
0.0075 |
0.7% |
37% |
False |
False |
4,356 |
| 10 |
1.0861 |
1.0625 |
0.0236 |
2.2% |
0.0082 |
0.8% |
27% |
False |
False |
3,465 |
| 20 |
1.1125 |
1.0625 |
0.0500 |
4.7% |
0.0094 |
0.9% |
13% |
False |
False |
2,590 |
| 40 |
1.1524 |
1.0625 |
0.0899 |
8.4% |
0.0095 |
0.9% |
7% |
False |
False |
1,555 |
| 60 |
1.1524 |
1.0625 |
0.0899 |
8.4% |
0.0099 |
0.9% |
7% |
False |
False |
1,125 |
| 80 |
1.1749 |
1.0625 |
0.1124 |
10.5% |
0.0106 |
1.0% |
6% |
False |
False |
880 |
| 100 |
1.1749 |
1.0625 |
0.1124 |
10.5% |
0.0103 |
1.0% |
6% |
False |
False |
718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0920 |
|
2.618 |
1.0837 |
|
1.618 |
1.0786 |
|
1.000 |
1.0754 |
|
0.618 |
1.0735 |
|
HIGH |
1.0703 |
|
0.618 |
1.0684 |
|
0.500 |
1.0678 |
|
0.382 |
1.0671 |
|
LOW |
1.0652 |
|
0.618 |
1.0620 |
|
1.000 |
1.0601 |
|
1.618 |
1.0569 |
|
2.618 |
1.0518 |
|
4.250 |
1.0435 |
|
|
| Fisher Pivots for day following 24-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0685 |
1.0693 |
| PP |
1.0681 |
1.0691 |
| S1 |
1.0678 |
1.0690 |
|