CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 03-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2015 |
03-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0657 |
1.0641 |
-0.0016 |
-0.2% |
1.0672 |
| High |
1.0663 |
1.1011 |
0.0348 |
3.3% |
1.0720 |
| Low |
1.0583 |
1.0540 |
-0.0043 |
-0.4% |
1.0598 |
| Close |
1.0649 |
1.1001 |
0.0352 |
3.3% |
1.0632 |
| Range |
0.0080 |
0.0471 |
0.0391 |
488.8% |
0.0122 |
| ATR |
0.0087 |
0.0114 |
0.0027 |
31.7% |
0.0000 |
| Volume |
11,298 |
47,772 |
36,474 |
322.8% |
16,508 |
|
| Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2264 |
1.2103 |
1.1260 |
|
| R3 |
1.1793 |
1.1632 |
1.1131 |
|
| R2 |
1.1322 |
1.1322 |
1.1087 |
|
| R1 |
1.1161 |
1.1161 |
1.1044 |
1.1242 |
| PP |
1.0851 |
1.0851 |
1.0851 |
1.0891 |
| S1 |
1.0690 |
1.0690 |
1.0958 |
1.0771 |
| S2 |
1.0380 |
1.0380 |
1.0915 |
|
| S3 |
0.9909 |
1.0219 |
1.0871 |
|
| S4 |
0.9438 |
0.9748 |
1.0742 |
|
|
| 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 |
1.1011 |
1.0540 |
0.0471 |
4.3% |
0.0145 |
1.3% |
98% |
True |
True |
16,080 |
| 10 |
1.1011 |
1.0540 |
0.0471 |
4.3% |
0.0115 |
1.0% |
98% |
True |
True |
10,487 |
| 20 |
1.1011 |
1.0540 |
0.0471 |
4.3% |
0.0104 |
0.9% |
98% |
True |
True |
6,448 |
| 40 |
1.1524 |
1.0540 |
0.0984 |
8.9% |
0.0100 |
0.9% |
47% |
False |
True |
3,594 |
| 60 |
1.1524 |
1.0540 |
0.0984 |
8.9% |
0.0103 |
0.9% |
47% |
False |
True |
2,526 |
| 80 |
1.1749 |
1.0540 |
0.1209 |
11.0% |
0.0109 |
1.0% |
38% |
False |
True |
1,938 |
| 100 |
1.1749 |
1.0540 |
0.1209 |
11.0% |
0.0106 |
1.0% |
38% |
False |
True |
1,566 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
11.0% |
0.0103 |
0.9% |
38% |
False |
True |
1,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3013 |
|
2.618 |
1.2244 |
|
1.618 |
1.1773 |
|
1.000 |
1.1482 |
|
0.618 |
1.1302 |
|
HIGH |
1.1011 |
|
0.618 |
1.0831 |
|
0.500 |
1.0776 |
|
0.382 |
1.0720 |
|
LOW |
1.0540 |
|
0.618 |
1.0249 |
|
1.000 |
1.0069 |
|
1.618 |
0.9778 |
|
2.618 |
0.9307 |
|
4.250 |
0.8538 |
|
|
| Fisher Pivots for day following 03-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0926 |
1.0926 |
| PP |
1.0851 |
1.0851 |
| S1 |
1.0776 |
1.0776 |
|