CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 09-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2015 |
09-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0887 |
1.0735 |
-0.0152 |
-1.4% |
1.1037 |
| High |
1.0900 |
1.0795 |
-0.0105 |
-1.0% |
1.1059 |
| Low |
1.0710 |
1.0723 |
0.0013 |
0.1% |
1.0710 |
| Close |
1.0750 |
1.0762 |
0.0012 |
0.1% |
1.0750 |
| Range |
0.0190 |
0.0072 |
-0.0118 |
-62.1% |
0.0349 |
| ATR |
0.0108 |
0.0106 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
303,479 |
200,622 |
-102,857 |
-33.9% |
1,082,775 |
|
| Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0976 |
1.0941 |
1.0802 |
|
| R3 |
1.0904 |
1.0869 |
1.0782 |
|
| R2 |
1.0832 |
1.0832 |
1.0775 |
|
| R1 |
1.0797 |
1.0797 |
1.0769 |
1.0815 |
| PP |
1.0760 |
1.0760 |
1.0760 |
1.0769 |
| S1 |
1.0725 |
1.0725 |
1.0755 |
1.0743 |
| S2 |
1.0688 |
1.0688 |
1.0749 |
|
| S3 |
1.0616 |
1.0653 |
1.0742 |
|
| S4 |
1.0544 |
1.0581 |
1.0722 |
|
|
| 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 |
1.1036 |
1.0710 |
0.0326 |
3.0% |
0.0109 |
1.0% |
16% |
False |
False |
228,383 |
| 10 |
1.1104 |
1.0710 |
0.0394 |
3.7% |
0.0104 |
1.0% |
13% |
False |
False |
225,188 |
| 20 |
1.1505 |
1.0710 |
0.0795 |
7.4% |
0.0103 |
1.0% |
7% |
False |
False |
212,076 |
| 40 |
1.1505 |
1.0710 |
0.0795 |
7.4% |
0.0106 |
1.0% |
7% |
False |
False |
206,332 |
| 60 |
1.1730 |
1.0710 |
0.1020 |
9.5% |
0.0117 |
1.1% |
5% |
False |
False |
153,335 |
| 80 |
1.1730 |
1.0710 |
0.1020 |
9.5% |
0.0114 |
1.1% |
5% |
False |
False |
115,326 |
| 100 |
1.1730 |
1.0710 |
0.1020 |
9.5% |
0.0116 |
1.1% |
5% |
False |
False |
92,367 |
| 120 |
1.1730 |
1.0710 |
0.1020 |
9.5% |
0.0119 |
1.1% |
5% |
False |
False |
77,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1101 |
|
2.618 |
1.0983 |
|
1.618 |
1.0911 |
|
1.000 |
1.0867 |
|
0.618 |
1.0839 |
|
HIGH |
1.0795 |
|
0.618 |
1.0767 |
|
0.500 |
1.0759 |
|
0.382 |
1.0751 |
|
LOW |
1.0723 |
|
0.618 |
1.0679 |
|
1.000 |
1.0651 |
|
1.618 |
1.0607 |
|
2.618 |
1.0535 |
|
4.250 |
1.0417 |
|
|
| Fisher Pivots for day following 09-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0761 |
1.0807 |
| PP |
1.0760 |
1.0792 |
| S1 |
1.0759 |
1.0777 |
|