CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 01-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2015 |
01-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0622 |
1.0602 |
-0.0020 |
-0.2% |
1.0672 |
| High |
1.0627 |
1.0670 |
0.0043 |
0.4% |
1.0720 |
| Low |
1.0591 |
1.0597 |
0.0006 |
0.1% |
1.0598 |
| Close |
1.0606 |
1.0664 |
0.0058 |
0.5% |
1.0632 |
| Range |
0.0036 |
0.0073 |
0.0037 |
102.8% |
0.0122 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
6,683 |
11,078 |
4,395 |
65.8% |
16,508 |
|
| Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0863 |
1.0836 |
1.0704 |
|
| R3 |
1.0790 |
1.0763 |
1.0684 |
|
| R2 |
1.0717 |
1.0717 |
1.0677 |
|
| R1 |
1.0690 |
1.0690 |
1.0671 |
1.0704 |
| PP |
1.0644 |
1.0644 |
1.0644 |
1.0650 |
| S1 |
1.0617 |
1.0617 |
1.0657 |
1.0631 |
| S2 |
1.0571 |
1.0571 |
1.0651 |
|
| S3 |
1.0498 |
1.0544 |
1.0644 |
|
| S4 |
1.0425 |
1.0471 |
1.0624 |
|
|
| 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% |
0.0070 |
0.7% |
57% |
False |
False |
5,912 |
| 10 |
1.0796 |
1.0591 |
0.0205 |
1.9% |
0.0073 |
0.7% |
36% |
False |
False |
5,000 |
| 20 |
1.1060 |
1.0591 |
0.0469 |
4.4% |
0.0087 |
0.8% |
16% |
False |
False |
3,781 |
| 40 |
1.1524 |
1.0591 |
0.0933 |
8.7% |
0.0091 |
0.9% |
8% |
False |
False |
2,141 |
| 60 |
1.1524 |
1.0591 |
0.0933 |
8.7% |
0.0097 |
0.9% |
8% |
False |
False |
1,548 |
| 80 |
1.1749 |
1.0591 |
0.1158 |
10.9% |
0.0105 |
1.0% |
6% |
False |
False |
1,202 |
| 100 |
1.1749 |
1.0591 |
0.1158 |
10.9% |
0.0103 |
1.0% |
6% |
False |
False |
976 |
| 120 |
1.1749 |
1.0591 |
0.1158 |
10.9% |
0.0099 |
0.9% |
6% |
False |
False |
821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0980 |
|
2.618 |
1.0861 |
|
1.618 |
1.0788 |
|
1.000 |
1.0743 |
|
0.618 |
1.0715 |
|
HIGH |
1.0670 |
|
0.618 |
1.0642 |
|
0.500 |
1.0634 |
|
0.382 |
1.0625 |
|
LOW |
1.0597 |
|
0.618 |
1.0552 |
|
1.000 |
1.0524 |
|
1.618 |
1.0479 |
|
2.618 |
1.0406 |
|
4.250 |
1.0287 |
|
|
| Fisher Pivots for day following 01-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0654 |
1.0653 |
| PP |
1.0644 |
1.0642 |
| S1 |
1.0634 |
1.0631 |
|