CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 19-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2015 |
19-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0648 |
1.0662 |
0.0014 |
0.1% |
1.0735 |
| High |
1.0696 |
1.0767 |
0.0071 |
0.7% |
1.0835 |
| Low |
1.0620 |
1.0662 |
0.0042 |
0.4% |
1.0679 |
| Close |
1.0650 |
1.0736 |
0.0086 |
0.8% |
1.0741 |
| Range |
0.0076 |
0.0105 |
0.0029 |
38.2% |
0.0156 |
| ATR |
0.0098 |
0.0100 |
0.0001 |
1.4% |
0.0000 |
| Volume |
196,869 |
249,315 |
52,446 |
26.6% |
1,079,537 |
|
| Daily Pivots for day following 19-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1037 |
1.0991 |
1.0794 |
|
| R3 |
1.0932 |
1.0886 |
1.0765 |
|
| R2 |
1.0827 |
1.0827 |
1.0755 |
|
| R1 |
1.0781 |
1.0781 |
1.0746 |
1.0804 |
| PP |
1.0722 |
1.0722 |
1.0722 |
1.0733 |
| S1 |
1.0676 |
1.0676 |
1.0726 |
1.0699 |
| S2 |
1.0617 |
1.0617 |
1.0717 |
|
| S3 |
1.0512 |
1.0571 |
1.0707 |
|
| S4 |
1.0407 |
1.0466 |
1.0678 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1220 |
1.1136 |
1.0827 |
|
| R3 |
1.1064 |
1.0980 |
1.0784 |
|
| R2 |
1.0908 |
1.0908 |
1.0770 |
|
| R1 |
1.0824 |
1.0824 |
1.0755 |
1.0866 |
| PP |
1.0752 |
1.0752 |
1.0752 |
1.0773 |
| S1 |
1.0668 |
1.0668 |
1.0727 |
1.0710 |
| S2 |
1.0596 |
1.0596 |
1.0712 |
|
| S3 |
1.0440 |
1.0512 |
1.0698 |
|
| S4 |
1.0284 |
1.0356 |
1.0655 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0821 |
1.0620 |
0.0201 |
1.9% |
0.0086 |
0.8% |
58% |
False |
False |
207,252 |
| 10 |
1.0900 |
1.0620 |
0.0280 |
2.6% |
0.0099 |
0.9% |
41% |
False |
False |
218,966 |
| 20 |
1.1148 |
1.0620 |
0.0528 |
4.9% |
0.0099 |
0.9% |
22% |
False |
False |
220,212 |
| 40 |
1.1505 |
1.0620 |
0.0885 |
8.2% |
0.0099 |
0.9% |
13% |
False |
False |
205,838 |
| 60 |
1.1505 |
1.0620 |
0.0885 |
8.2% |
0.0106 |
1.0% |
13% |
False |
False |
180,876 |
| 80 |
1.1730 |
1.0620 |
0.1110 |
10.3% |
0.0113 |
1.1% |
10% |
False |
False |
136,263 |
| 100 |
1.1730 |
1.0620 |
0.1110 |
10.3% |
0.0113 |
1.1% |
10% |
False |
False |
109,180 |
| 120 |
1.1730 |
1.0620 |
0.1110 |
10.3% |
0.0117 |
1.1% |
10% |
False |
False |
91,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1213 |
|
2.618 |
1.1042 |
|
1.618 |
1.0937 |
|
1.000 |
1.0872 |
|
0.618 |
1.0832 |
|
HIGH |
1.0767 |
|
0.618 |
1.0727 |
|
0.500 |
1.0715 |
|
0.382 |
1.0702 |
|
LOW |
1.0662 |
|
0.618 |
1.0597 |
|
1.000 |
1.0557 |
|
1.618 |
1.0492 |
|
2.618 |
1.0387 |
|
4.250 |
1.0216 |
|
|
| Fisher Pivots for day following 19-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0729 |
1.0722 |
| PP |
1.0722 |
1.0708 |
| S1 |
1.0715 |
1.0694 |
|