CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 02-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2015 |
02-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0602 |
1.0657 |
0.0055 |
0.5% |
1.0672 |
| High |
1.0670 |
1.0663 |
-0.0007 |
-0.1% |
1.0720 |
| Low |
1.0597 |
1.0583 |
-0.0014 |
-0.1% |
1.0598 |
| Close |
1.0664 |
1.0649 |
-0.0015 |
-0.1% |
1.0632 |
| Range |
0.0073 |
0.0080 |
0.0007 |
9.6% |
0.0122 |
| ATR |
0.0087 |
0.0087 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
11,078 |
11,298 |
220 |
2.0% |
16,508 |
|
| Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0872 |
1.0840 |
1.0693 |
|
| R3 |
1.0792 |
1.0760 |
1.0671 |
|
| R2 |
1.0712 |
1.0712 |
1.0664 |
|
| R1 |
1.0680 |
1.0680 |
1.0656 |
1.0656 |
| PP |
1.0632 |
1.0632 |
1.0632 |
1.0620 |
| S1 |
1.0600 |
1.0600 |
1.0642 |
1.0576 |
| S2 |
1.0552 |
1.0552 |
1.0634 |
|
| S3 |
1.0472 |
1.0520 |
1.0627 |
|
| S4 |
1.0392 |
1.0440 |
1.0605 |
|
|
| 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 |
1.0583 |
0.0137 |
1.3% |
0.0075 |
0.7% |
48% |
False |
True |
7,512 |
| 10 |
1.0796 |
1.0583 |
0.0213 |
2.0% |
0.0075 |
0.7% |
31% |
False |
True |
5,934 |
| 20 |
1.0996 |
1.0583 |
0.0413 |
3.9% |
0.0086 |
0.8% |
16% |
False |
True |
4,258 |
| 40 |
1.1524 |
1.0583 |
0.0941 |
8.8% |
0.0090 |
0.8% |
7% |
False |
True |
2,416 |
| 60 |
1.1524 |
1.0583 |
0.0941 |
8.8% |
0.0097 |
0.9% |
7% |
False |
True |
1,734 |
| 80 |
1.1749 |
1.0583 |
0.1166 |
10.9% |
0.0105 |
1.0% |
6% |
False |
True |
1,342 |
| 100 |
1.1749 |
1.0583 |
0.1166 |
10.9% |
0.0102 |
1.0% |
6% |
False |
True |
1,089 |
| 120 |
1.1749 |
1.0583 |
0.1166 |
10.9% |
0.0099 |
0.9% |
6% |
False |
True |
915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1003 |
|
2.618 |
1.0872 |
|
1.618 |
1.0792 |
|
1.000 |
1.0743 |
|
0.618 |
1.0712 |
|
HIGH |
1.0663 |
|
0.618 |
1.0632 |
|
0.500 |
1.0623 |
|
0.382 |
1.0614 |
|
LOW |
1.0583 |
|
0.618 |
1.0534 |
|
1.000 |
1.0503 |
|
1.618 |
1.0454 |
|
2.618 |
1.0374 |
|
4.250 |
1.0243 |
|
|
| Fisher Pivots for day following 02-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0640 |
1.0642 |
| PP |
1.0632 |
1.0634 |
| S1 |
1.0623 |
1.0627 |
|