CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 11-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2015 |
11-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0758 |
1.0727 |
-0.0031 |
-0.3% |
1.1037 |
| High |
1.0769 |
1.0778 |
0.0009 |
0.1% |
1.1059 |
| Low |
1.0679 |
1.0710 |
0.0031 |
0.3% |
1.0710 |
| Close |
1.0711 |
1.0734 |
0.0023 |
0.2% |
1.0750 |
| Range |
0.0090 |
0.0068 |
-0.0022 |
-24.4% |
0.0349 |
| ATR |
0.0104 |
0.0102 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
193,840 |
173,830 |
-20,010 |
-10.3% |
1,082,775 |
|
| Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0945 |
1.0907 |
1.0771 |
|
| R3 |
1.0877 |
1.0839 |
1.0753 |
|
| R2 |
1.0809 |
1.0809 |
1.0746 |
|
| R1 |
1.0771 |
1.0771 |
1.0740 |
1.0790 |
| PP |
1.0741 |
1.0741 |
1.0741 |
1.0750 |
| S1 |
1.0703 |
1.0703 |
1.0728 |
1.0722 |
| S2 |
1.0673 |
1.0673 |
1.0722 |
|
| S3 |
1.0605 |
1.0635 |
1.0715 |
|
| S4 |
1.0537 |
1.0567 |
1.0697 |
|
|
| 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 |
1.0903 |
1.0679 |
0.0224 |
2.1% |
0.0097 |
0.9% |
25% |
False |
False |
217,402 |
| 10 |
1.1079 |
1.0679 |
0.0400 |
3.7% |
0.0095 |
0.9% |
14% |
False |
False |
216,732 |
| 20 |
1.1505 |
1.0679 |
0.0826 |
7.7% |
0.0102 |
0.9% |
7% |
False |
False |
212,360 |
| 40 |
1.1505 |
1.0679 |
0.0826 |
7.7% |
0.0106 |
1.0% |
7% |
False |
False |
207,220 |
| 60 |
1.1730 |
1.0679 |
0.1051 |
9.8% |
0.0117 |
1.1% |
5% |
False |
False |
159,430 |
| 80 |
1.1730 |
1.0679 |
0.1051 |
9.8% |
0.0113 |
1.1% |
5% |
False |
False |
119,876 |
| 100 |
1.1730 |
1.0679 |
0.1051 |
9.8% |
0.0116 |
1.1% |
5% |
False |
False |
96,032 |
| 120 |
1.1730 |
1.0679 |
0.1051 |
9.8% |
0.0118 |
1.1% |
5% |
False |
False |
80,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1067 |
|
2.618 |
1.0956 |
|
1.618 |
1.0888 |
|
1.000 |
1.0846 |
|
0.618 |
1.0820 |
|
HIGH |
1.0778 |
|
0.618 |
1.0752 |
|
0.500 |
1.0744 |
|
0.382 |
1.0736 |
|
LOW |
1.0710 |
|
0.618 |
1.0668 |
|
1.000 |
1.0642 |
|
1.618 |
1.0600 |
|
2.618 |
1.0532 |
|
4.250 |
1.0421 |
|
|
| Fisher Pivots for day following 11-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0744 |
1.0737 |
| PP |
1.0741 |
1.0736 |
| S1 |
1.0737 |
1.0735 |
|