CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 25-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2015 |
25-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0664 |
1.0675 |
0.0011 |
0.1% |
1.0758 |
| High |
1.0703 |
1.0720 |
0.0017 |
0.2% |
1.0796 |
| Low |
1.0652 |
1.0598 |
-0.0054 |
-0.5% |
1.0650 |
| Close |
1.0688 |
1.0647 |
-0.0041 |
-0.4% |
1.0684 |
| Range |
0.0051 |
0.0122 |
0.0071 |
139.2% |
0.0146 |
| ATR |
0.0091 |
0.0094 |
0.0002 |
2.4% |
0.0000 |
| Volume |
3,299 |
4,931 |
1,632 |
49.5% |
20,605 |
|
| Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1021 |
1.0956 |
1.0714 |
|
| R3 |
1.0899 |
1.0834 |
1.0681 |
|
| R2 |
1.0777 |
1.0777 |
1.0669 |
|
| R1 |
1.0712 |
1.0712 |
1.0658 |
1.0684 |
| PP |
1.0655 |
1.0655 |
1.0655 |
1.0641 |
| S1 |
1.0590 |
1.0590 |
1.0636 |
1.0562 |
| S2 |
1.0533 |
1.0533 |
1.0625 |
|
| S3 |
1.0411 |
1.0468 |
1.0613 |
|
| S4 |
1.0289 |
1.0346 |
1.0580 |
|
|
| 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 |
1.0598 |
0.0198 |
1.9% |
0.0084 |
0.8% |
25% |
False |
True |
4,893 |
| 10 |
1.0861 |
1.0598 |
0.0263 |
2.5% |
0.0088 |
0.8% |
19% |
False |
True |
3,837 |
| 20 |
1.1102 |
1.0598 |
0.0504 |
4.7% |
0.0090 |
0.8% |
10% |
False |
True |
2,805 |
| 40 |
1.1524 |
1.0598 |
0.0926 |
8.7% |
0.0095 |
0.9% |
5% |
False |
True |
1,667 |
| 60 |
1.1524 |
1.0598 |
0.0926 |
8.7% |
0.0099 |
0.9% |
5% |
False |
True |
1,206 |
| 80 |
1.1749 |
1.0598 |
0.1151 |
10.8% |
0.0106 |
1.0% |
4% |
False |
True |
940 |
| 100 |
1.1749 |
1.0598 |
0.1151 |
10.8% |
0.0103 |
1.0% |
4% |
False |
True |
766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1239 |
|
2.618 |
1.1039 |
|
1.618 |
1.0917 |
|
1.000 |
1.0842 |
|
0.618 |
1.0795 |
|
HIGH |
1.0720 |
|
0.618 |
1.0673 |
|
0.500 |
1.0659 |
|
0.382 |
1.0645 |
|
LOW |
1.0598 |
|
0.618 |
1.0523 |
|
1.000 |
1.0476 |
|
1.618 |
1.0401 |
|
2.618 |
1.0279 |
|
4.250 |
1.0080 |
|
|
| Fisher Pivots for day following 25-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0659 |
1.0659 |
| PP |
1.0655 |
1.0655 |
| S1 |
1.0651 |
1.0651 |
|