CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 01-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2015 |
01-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0592 |
1.0572 |
-0.0020 |
-0.2% |
1.0644 |
| High |
1.0598 |
1.0640 |
0.0042 |
0.4% |
1.0693 |
| Low |
1.0560 |
1.0566 |
0.0006 |
0.1% |
1.0568 |
| Close |
1.0576 |
1.0634 |
0.0058 |
0.5% |
1.0602 |
| Range |
0.0038 |
0.0074 |
0.0036 |
94.7% |
0.0125 |
| ATR |
0.0090 |
0.0089 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
179,370 |
218,300 |
38,930 |
21.7% |
808,475 |
|
| Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0835 |
1.0809 |
1.0675 |
|
| R3 |
1.0761 |
1.0735 |
1.0654 |
|
| R2 |
1.0687 |
1.0687 |
1.0648 |
|
| R1 |
1.0661 |
1.0661 |
1.0641 |
1.0674 |
| PP |
1.0613 |
1.0613 |
1.0613 |
1.0620 |
| S1 |
1.0587 |
1.0587 |
1.0627 |
1.0600 |
| S2 |
1.0539 |
1.0539 |
1.0620 |
|
| S3 |
1.0465 |
1.0513 |
1.0614 |
|
| S4 |
1.0391 |
1.0439 |
1.0593 |
|
|
| 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% |
0.0073 |
0.7% |
56% |
False |
False |
199,673 |
| 10 |
1.0767 |
1.0560 |
0.0207 |
1.9% |
0.0076 |
0.7% |
36% |
False |
False |
205,403 |
| 20 |
1.1036 |
1.0560 |
0.0476 |
4.5% |
0.0090 |
0.8% |
16% |
False |
False |
212,513 |
| 40 |
1.1505 |
1.0560 |
0.0945 |
8.9% |
0.0093 |
0.9% |
8% |
False |
False |
205,086 |
| 60 |
1.1505 |
1.0560 |
0.0945 |
8.9% |
0.0100 |
0.9% |
8% |
False |
False |
203,405 |
| 80 |
1.1730 |
1.0560 |
0.1170 |
11.0% |
0.0111 |
1.0% |
6% |
False |
False |
153,940 |
| 100 |
1.1730 |
1.0560 |
0.1170 |
11.0% |
0.0109 |
1.0% |
6% |
False |
False |
123,374 |
| 120 |
1.1730 |
1.0560 |
0.1170 |
11.0% |
0.0112 |
1.1% |
6% |
False |
False |
102,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0955 |
|
2.618 |
1.0834 |
|
1.618 |
1.0760 |
|
1.000 |
1.0714 |
|
0.618 |
1.0686 |
|
HIGH |
1.0640 |
|
0.618 |
1.0612 |
|
0.500 |
1.0603 |
|
0.382 |
1.0594 |
|
LOW |
1.0566 |
|
0.618 |
1.0520 |
|
1.000 |
1.0492 |
|
1.618 |
1.0446 |
|
2.618 |
1.0372 |
|
4.250 |
1.0252 |
|
|
| Fisher Pivots for day following 01-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0624 |
1.0623 |
| PP |
1.0613 |
1.0612 |
| S1 |
1.0603 |
1.0601 |
|