CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 30-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2015 |
30-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0622 |
1.0592 |
-0.0030 |
-0.3% |
1.0644 |
| High |
1.0641 |
1.0598 |
-0.0043 |
-0.4% |
1.0693 |
| Low |
1.0570 |
1.0560 |
-0.0010 |
-0.1% |
1.0568 |
| Close |
1.0602 |
1.0576 |
-0.0026 |
-0.2% |
1.0602 |
| Range |
0.0071 |
0.0038 |
-0.0033 |
-46.5% |
0.0125 |
| ATR |
0.0094 |
0.0090 |
-0.0004 |
-4.0% |
0.0000 |
| Volume |
159,550 |
179,370 |
19,820 |
12.4% |
808,475 |
|
| Daily Pivots for day following 30-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0692 |
1.0672 |
1.0597 |
|
| R3 |
1.0654 |
1.0634 |
1.0586 |
|
| R2 |
1.0616 |
1.0616 |
1.0583 |
|
| R1 |
1.0596 |
1.0596 |
1.0579 |
1.0587 |
| PP |
1.0578 |
1.0578 |
1.0578 |
1.0574 |
| S1 |
1.0558 |
1.0558 |
1.0573 |
1.0549 |
| S2 |
1.0540 |
1.0540 |
1.0569 |
|
| S3 |
1.0502 |
1.0520 |
1.0566 |
|
| S4 |
1.0464 |
1.0482 |
1.0555 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0996 |
1.0924 |
1.0671 |
|
| R3 |
1.0871 |
1.0799 |
1.0636 |
|
| R2 |
1.0746 |
1.0746 |
1.0625 |
|
| R1 |
1.0674 |
1.0674 |
1.0613 |
1.0648 |
| PP |
1.0621 |
1.0621 |
1.0621 |
1.0608 |
| S1 |
1.0549 |
1.0549 |
1.0591 |
1.0523 |
| S2 |
1.0496 |
1.0496 |
1.0579 |
|
| S3 |
1.0371 |
1.0424 |
1.0568 |
|
| S4 |
1.0246 |
1.0299 |
1.0533 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0693 |
1.0560 |
0.0133 |
1.3% |
0.0071 |
0.7% |
12% |
False |
True |
197,569 |
| 10 |
1.0767 |
1.0560 |
0.0207 |
2.0% |
0.0077 |
0.7% |
8% |
False |
True |
201,113 |
| 20 |
1.1059 |
1.0560 |
0.0499 |
4.7% |
0.0089 |
0.8% |
3% |
False |
True |
208,672 |
| 40 |
1.1505 |
1.0560 |
0.0945 |
8.9% |
0.0094 |
0.9% |
2% |
False |
True |
203,821 |
| 60 |
1.1505 |
1.0560 |
0.0945 |
8.9% |
0.0101 |
1.0% |
2% |
False |
True |
200,122 |
| 80 |
1.1730 |
1.0560 |
0.1170 |
11.1% |
0.0111 |
1.1% |
1% |
False |
True |
151,217 |
| 100 |
1.1730 |
1.0560 |
0.1170 |
11.1% |
0.0110 |
1.0% |
1% |
False |
True |
121,196 |
| 120 |
1.1730 |
1.0560 |
0.1170 |
11.1% |
0.0112 |
1.1% |
1% |
False |
True |
101,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0760 |
|
2.618 |
1.0697 |
|
1.618 |
1.0659 |
|
1.000 |
1.0636 |
|
0.618 |
1.0621 |
|
HIGH |
1.0598 |
|
0.618 |
1.0583 |
|
0.500 |
1.0579 |
|
0.382 |
1.0575 |
|
LOW |
1.0560 |
|
0.618 |
1.0537 |
|
1.000 |
1.0522 |
|
1.618 |
1.0499 |
|
2.618 |
1.0461 |
|
4.250 |
1.0399 |
|
|
| Fisher Pivots for day following 30-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0579 |
1.0627 |
| PP |
1.0578 |
1.0610 |
| S1 |
1.0577 |
1.0593 |
|