CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 06-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2015 |
06-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0872 |
1.0887 |
0.0015 |
0.1% |
1.1037 |
| High |
1.0903 |
1.0900 |
-0.0003 |
0.0% |
1.1059 |
| Low |
1.0839 |
1.0710 |
-0.0129 |
-1.2% |
1.0710 |
| Close |
1.0891 |
1.0750 |
-0.0141 |
-1.3% |
1.0750 |
| Range |
0.0064 |
0.0190 |
0.0126 |
196.9% |
0.0349 |
| ATR |
0.0102 |
0.0108 |
0.0006 |
6.2% |
0.0000 |
| Volume |
215,243 |
303,479 |
88,236 |
41.0% |
1,082,775 |
|
| Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1357 |
1.1243 |
1.0855 |
|
| R3 |
1.1167 |
1.1053 |
1.0802 |
|
| R2 |
1.0977 |
1.0977 |
1.0785 |
|
| R1 |
1.0863 |
1.0863 |
1.0767 |
1.0825 |
| PP |
1.0787 |
1.0787 |
1.0787 |
1.0768 |
| S1 |
1.0673 |
1.0673 |
1.0733 |
1.0635 |
| S2 |
1.0597 |
1.0597 |
1.0715 |
|
| S3 |
1.0407 |
1.0483 |
1.0698 |
|
| S4 |
1.0217 |
1.0293 |
1.0646 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1887 |
1.1667 |
1.0942 |
|
| R3 |
1.1538 |
1.1318 |
1.0846 |
|
| R2 |
1.1189 |
1.1189 |
1.0814 |
|
| R1 |
1.0969 |
1.0969 |
1.0782 |
1.0905 |
| PP |
1.0840 |
1.0840 |
1.0840 |
1.0807 |
| S1 |
1.0620 |
1.0620 |
1.0718 |
1.0556 |
| S2 |
1.0491 |
1.0491 |
1.0686 |
|
| S3 |
1.0142 |
1.0271 |
1.0654 |
|
| S4 |
0.9793 |
0.9922 |
1.0558 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1059 |
1.0710 |
0.0349 |
3.2% |
0.0105 |
1.0% |
11% |
False |
True |
216,555 |
| 10 |
1.1104 |
1.0710 |
0.0394 |
3.7% |
0.0103 |
1.0% |
10% |
False |
True |
222,762 |
| 20 |
1.1505 |
1.0710 |
0.0795 |
7.4% |
0.0101 |
0.9% |
5% |
False |
True |
205,917 |
| 40 |
1.1505 |
1.0710 |
0.0795 |
7.4% |
0.0107 |
1.0% |
5% |
False |
True |
205,219 |
| 60 |
1.1730 |
1.0710 |
0.1020 |
9.5% |
0.0117 |
1.1% |
4% |
False |
True |
150,009 |
| 80 |
1.1730 |
1.0710 |
0.1020 |
9.5% |
0.0114 |
1.1% |
4% |
False |
True |
112,827 |
| 100 |
1.1730 |
1.0710 |
0.1020 |
9.5% |
0.0117 |
1.1% |
4% |
False |
True |
90,367 |
| 120 |
1.1730 |
1.0710 |
0.1020 |
9.5% |
0.0119 |
1.1% |
4% |
False |
True |
75,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1708 |
|
2.618 |
1.1397 |
|
1.618 |
1.1207 |
|
1.000 |
1.1090 |
|
0.618 |
1.1017 |
|
HIGH |
1.0900 |
|
0.618 |
1.0827 |
|
0.500 |
1.0805 |
|
0.382 |
1.0783 |
|
LOW |
1.0710 |
|
0.618 |
1.0593 |
|
1.000 |
1.0520 |
|
1.618 |
1.0403 |
|
2.618 |
1.0213 |
|
4.250 |
0.9903 |
|
|
| Fisher Pivots for day following 06-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0805 |
1.0842 |
| PP |
1.0787 |
1.0811 |
| S1 |
1.0768 |
1.0781 |
|