CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 04-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2015 |
04-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1018 |
1.0967 |
-0.0051 |
-0.5% |
1.1013 |
| High |
1.1036 |
1.0974 |
-0.0062 |
-0.6% |
1.1104 |
| Low |
1.0942 |
1.0849 |
-0.0093 |
-0.8% |
1.0904 |
| Close |
1.0970 |
1.0865 |
-0.0105 |
-1.0% |
1.1009 |
| Range |
0.0094 |
0.0125 |
0.0031 |
33.0% |
0.0200 |
| ATR |
0.0103 |
0.0105 |
0.0002 |
1.5% |
0.0000 |
| Volume |
168,511 |
254,062 |
85,551 |
50.8% |
1,144,845 |
|
| Daily Pivots for day following 04-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1271 |
1.1193 |
1.0934 |
|
| R3 |
1.1146 |
1.1068 |
1.0899 |
|
| R2 |
1.1021 |
1.1021 |
1.0888 |
|
| R1 |
1.0943 |
1.0943 |
1.0876 |
1.0920 |
| PP |
1.0896 |
1.0896 |
1.0896 |
1.0884 |
| S1 |
1.0818 |
1.0818 |
1.0854 |
1.0795 |
| S2 |
1.0771 |
1.0771 |
1.0842 |
|
| S3 |
1.0646 |
1.0693 |
1.0831 |
|
| S4 |
1.0521 |
1.0568 |
1.0796 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1606 |
1.1507 |
1.1119 |
|
| R3 |
1.1406 |
1.1307 |
1.1064 |
|
| R2 |
1.1206 |
1.1206 |
1.1046 |
|
| R1 |
1.1107 |
1.1107 |
1.1027 |
1.1057 |
| PP |
1.1006 |
1.1006 |
1.1006 |
1.0980 |
| S1 |
1.0907 |
1.0907 |
1.0991 |
1.0857 |
| S2 |
1.0806 |
1.0806 |
1.0972 |
|
| S3 |
1.0606 |
1.0707 |
1.0954 |
|
| S4 |
1.0406 |
1.0507 |
1.0899 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1079 |
1.0849 |
0.0230 |
2.1% |
0.0093 |
0.9% |
7% |
False |
True |
216,061 |
| 10 |
1.1360 |
1.0849 |
0.0511 |
4.7% |
0.0117 |
1.1% |
3% |
False |
True |
239,144 |
| 20 |
1.1505 |
1.0849 |
0.0656 |
6.0% |
0.0099 |
0.9% |
2% |
False |
True |
201,580 |
| 40 |
1.1505 |
1.0849 |
0.0656 |
6.0% |
0.0106 |
1.0% |
2% |
False |
True |
203,557 |
| 60 |
1.1730 |
1.0849 |
0.0881 |
8.1% |
0.0117 |
1.1% |
2% |
False |
True |
141,423 |
| 80 |
1.1730 |
1.0834 |
0.0896 |
8.2% |
0.0113 |
1.0% |
3% |
False |
False |
106,357 |
| 100 |
1.1730 |
1.0834 |
0.0896 |
8.2% |
0.0116 |
1.1% |
3% |
False |
False |
85,185 |
| 120 |
1.1730 |
1.0834 |
0.0896 |
8.2% |
0.0119 |
1.1% |
3% |
False |
False |
71,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1505 |
|
2.618 |
1.1301 |
|
1.618 |
1.1176 |
|
1.000 |
1.1099 |
|
0.618 |
1.1051 |
|
HIGH |
1.0974 |
|
0.618 |
1.0926 |
|
0.500 |
1.0912 |
|
0.382 |
1.0897 |
|
LOW |
1.0849 |
|
0.618 |
1.0772 |
|
1.000 |
1.0724 |
|
1.618 |
1.0647 |
|
2.618 |
1.0522 |
|
4.250 |
1.0318 |
|
|
| Fisher Pivots for day following 04-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0912 |
1.0954 |
| PP |
1.0896 |
1.0924 |
| S1 |
1.0881 |
1.0895 |
|