CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 30-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2015 |
30-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0653 |
1.0622 |
-0.0031 |
-0.3% |
1.0672 |
| High |
1.0669 |
1.0627 |
-0.0042 |
-0.4% |
1.0720 |
| Low |
1.0603 |
1.0591 |
-0.0012 |
-0.1% |
1.0598 |
| Close |
1.0632 |
1.0606 |
-0.0026 |
-0.2% |
1.0632 |
| Range |
0.0066 |
0.0036 |
-0.0030 |
-45.5% |
0.0122 |
| ATR |
0.0092 |
0.0088 |
-0.0004 |
-3.9% |
0.0000 |
| Volume |
3,573 |
6,683 |
3,110 |
87.0% |
16,508 |
|
| Daily Pivots for day following 30-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0716 |
1.0697 |
1.0626 |
|
| R3 |
1.0680 |
1.0661 |
1.0616 |
|
| R2 |
1.0644 |
1.0644 |
1.0613 |
|
| R1 |
1.0625 |
1.0625 |
1.0609 |
1.0617 |
| PP |
1.0608 |
1.0608 |
1.0608 |
1.0604 |
| S1 |
1.0589 |
1.0589 |
1.0603 |
1.0581 |
| S2 |
1.0572 |
1.0572 |
1.0599 |
|
| S3 |
1.0536 |
1.0553 |
1.0596 |
|
| S4 |
1.0500 |
1.0517 |
1.0586 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1016 |
1.0946 |
1.0699 |
|
| R3 |
1.0894 |
1.0824 |
1.0666 |
|
| R2 |
1.0772 |
1.0772 |
1.0654 |
|
| R1 |
1.0702 |
1.0702 |
1.0643 |
1.0676 |
| PP |
1.0650 |
1.0650 |
1.0650 |
1.0637 |
| S1 |
1.0580 |
1.0580 |
1.0621 |
1.0554 |
| S2 |
1.0528 |
1.0528 |
1.0610 |
|
| S3 |
1.0406 |
1.0458 |
1.0598 |
|
| S4 |
1.0284 |
1.0336 |
1.0565 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0720 |
1.0591 |
0.0129 |
1.2% |
0.0068 |
0.6% |
12% |
False |
True |
4,638 |
| 10 |
1.0796 |
1.0591 |
0.0205 |
1.9% |
0.0074 |
0.7% |
7% |
False |
True |
4,379 |
| 20 |
1.1081 |
1.0591 |
0.0490 |
4.6% |
0.0086 |
0.8% |
3% |
False |
True |
3,268 |
| 40 |
1.1524 |
1.0591 |
0.0933 |
8.8% |
0.0092 |
0.9% |
2% |
False |
True |
1,872 |
| 60 |
1.1524 |
1.0591 |
0.0933 |
8.8% |
0.0097 |
0.9% |
2% |
False |
True |
1,369 |
| 80 |
1.1749 |
1.0591 |
0.1158 |
10.9% |
0.0106 |
1.0% |
1% |
False |
True |
1,064 |
| 100 |
1.1749 |
1.0591 |
0.1158 |
10.9% |
0.0103 |
1.0% |
1% |
False |
True |
868 |
| 120 |
1.1749 |
1.0591 |
0.1158 |
10.9% |
0.0099 |
0.9% |
1% |
False |
True |
729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0780 |
|
2.618 |
1.0721 |
|
1.618 |
1.0685 |
|
1.000 |
1.0663 |
|
0.618 |
1.0649 |
|
HIGH |
1.0627 |
|
0.618 |
1.0613 |
|
0.500 |
1.0609 |
|
0.382 |
1.0605 |
|
LOW |
1.0591 |
|
0.618 |
1.0569 |
|
1.000 |
1.0555 |
|
1.618 |
1.0533 |
|
2.618 |
1.0497 |
|
4.250 |
1.0438 |
|
|
| Fisher Pivots for day following 30-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0609 |
1.0656 |
| PP |
1.0608 |
1.0639 |
| S1 |
1.0607 |
1.0623 |
|