CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 25-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2015 |
25-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0636 |
1.0647 |
0.0011 |
0.1% |
1.0740 |
| High |
1.0677 |
1.0693 |
0.0016 |
0.1% |
1.0767 |
| Low |
1.0622 |
1.0568 |
-0.0054 |
-0.5% |
1.0620 |
| Close |
1.0659 |
1.0619 |
-0.0040 |
-0.4% |
1.0656 |
| Range |
0.0055 |
0.0125 |
0.0070 |
127.3% |
0.0147 |
| ATR |
0.0094 |
0.0096 |
0.0002 |
2.4% |
0.0000 |
| Volume |
192,624 |
248,522 |
55,898 |
29.0% |
1,023,293 |
|
| Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1002 |
1.0935 |
1.0688 |
|
| R3 |
1.0877 |
1.0810 |
1.0653 |
|
| R2 |
1.0752 |
1.0752 |
1.0642 |
|
| R1 |
1.0685 |
1.0685 |
1.0630 |
1.0656 |
| PP |
1.0627 |
1.0627 |
1.0627 |
1.0612 |
| S1 |
1.0560 |
1.0560 |
1.0608 |
1.0531 |
| S2 |
1.0502 |
1.0502 |
1.0596 |
|
| S3 |
1.0377 |
1.0435 |
1.0585 |
|
| S4 |
1.0252 |
1.0310 |
1.0550 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1122 |
1.1036 |
1.0737 |
|
| R3 |
1.0975 |
1.0889 |
1.0696 |
|
| R2 |
1.0828 |
1.0828 |
1.0683 |
|
| R1 |
1.0742 |
1.0742 |
1.0669 |
1.0712 |
| PP |
1.0681 |
1.0681 |
1.0681 |
1.0666 |
| S1 |
1.0595 |
1.0595 |
1.0643 |
1.0565 |
| S2 |
1.0534 |
1.0534 |
1.0629 |
|
| S3 |
1.0387 |
1.0448 |
1.0616 |
|
| S4 |
1.0240 |
1.0301 |
1.0575 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0767 |
1.0568 |
0.0199 |
1.9% |
0.0089 |
0.8% |
26% |
False |
True |
222,976 |
| 10 |
1.0835 |
1.0568 |
0.0267 |
2.5% |
0.0091 |
0.9% |
19% |
False |
True |
218,346 |
| 20 |
1.1079 |
1.0568 |
0.0511 |
4.8% |
0.0093 |
0.9% |
10% |
False |
True |
217,539 |
| 40 |
1.1505 |
1.0568 |
0.0937 |
8.8% |
0.0098 |
0.9% |
5% |
False |
True |
206,920 |
| 60 |
1.1505 |
1.0568 |
0.0937 |
8.8% |
0.0103 |
1.0% |
5% |
False |
True |
194,880 |
| 80 |
1.1730 |
1.0568 |
0.1162 |
10.9% |
0.0112 |
1.1% |
4% |
False |
True |
147,040 |
| 100 |
1.1730 |
1.0568 |
0.1162 |
10.9% |
0.0112 |
1.1% |
4% |
False |
True |
117,816 |
| 120 |
1.1730 |
1.0568 |
0.1162 |
10.9% |
0.0113 |
1.1% |
4% |
False |
True |
98,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1224 |
|
2.618 |
1.1020 |
|
1.618 |
1.0895 |
|
1.000 |
1.0818 |
|
0.618 |
1.0770 |
|
HIGH |
1.0693 |
|
0.618 |
1.0645 |
|
0.500 |
1.0631 |
|
0.382 |
1.0616 |
|
LOW |
1.0568 |
|
0.618 |
1.0491 |
|
1.000 |
1.0443 |
|
1.618 |
1.0366 |
|
2.618 |
1.0241 |
|
4.250 |
1.0037 |
|
|
| Fisher Pivots for day following 25-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0631 |
1.0631 |
| PP |
1.0627 |
1.0627 |
| S1 |
1.0623 |
1.0623 |
|