CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 03-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2015 |
03-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0627 |
1.0609 |
-0.0018 |
-0.2% |
1.0644 |
| High |
1.0634 |
1.0984 |
0.0350 |
3.3% |
1.0693 |
| Low |
1.0553 |
1.0490 |
-0.0063 |
-0.6% |
1.0568 |
| Close |
1.0619 |
1.0974 |
0.0355 |
3.3% |
1.0602 |
| Range |
0.0081 |
0.0494 |
0.0413 |
509.9% |
0.0125 |
| ATR |
0.0089 |
0.0118 |
0.0029 |
32.6% |
0.0000 |
| Volume |
260,714 |
750,906 |
490,192 |
188.0% |
808,475 |
|
| Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2298 |
1.2130 |
1.1246 |
|
| R3 |
1.1804 |
1.1636 |
1.1110 |
|
| R2 |
1.1310 |
1.1310 |
1.1065 |
|
| R1 |
1.1142 |
1.1142 |
1.1019 |
1.1226 |
| PP |
1.0816 |
1.0816 |
1.0816 |
1.0858 |
| S1 |
1.0648 |
1.0648 |
1.0929 |
1.0732 |
| S2 |
1.0322 |
1.0322 |
1.0883 |
|
| S3 |
0.9828 |
1.0154 |
1.0838 |
|
| S4 |
0.9334 |
0.9660 |
1.0702 |
|
|
| 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 |
1.0984 |
1.0490 |
0.0494 |
4.5% |
0.0152 |
1.4% |
98% |
True |
True |
313,768 |
| 10 |
1.0984 |
1.0490 |
0.0494 |
4.5% |
0.0120 |
1.1% |
98% |
True |
True |
268,372 |
| 20 |
1.0984 |
1.0490 |
0.0494 |
4.5% |
0.0107 |
1.0% |
98% |
True |
True |
241,965 |
| 40 |
1.1505 |
1.0490 |
0.1015 |
9.2% |
0.0103 |
0.9% |
48% |
False |
True |
221,773 |
| 60 |
1.1505 |
1.0490 |
0.1015 |
9.2% |
0.0106 |
1.0% |
48% |
False |
True |
216,360 |
| 80 |
1.1730 |
1.0490 |
0.1240 |
11.3% |
0.0115 |
1.0% |
39% |
False |
True |
166,558 |
| 100 |
1.1730 |
1.0490 |
0.1240 |
11.3% |
0.0112 |
1.0% |
39% |
False |
True |
133,479 |
| 120 |
1.1730 |
1.0490 |
0.1240 |
11.3% |
0.0115 |
1.0% |
39% |
False |
True |
111,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3084 |
|
2.618 |
1.2277 |
|
1.618 |
1.1783 |
|
1.000 |
1.1478 |
|
0.618 |
1.1289 |
|
HIGH |
1.0984 |
|
0.618 |
1.0795 |
|
0.500 |
1.0737 |
|
0.382 |
1.0679 |
|
LOW |
1.0490 |
|
0.618 |
1.0185 |
|
1.000 |
0.9996 |
|
1.618 |
0.9691 |
|
2.618 |
0.9197 |
|
4.250 |
0.8391 |
|
|
| Fisher Pivots for day following 03-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0895 |
1.0895 |
| PP |
1.0816 |
1.0816 |
| S1 |
1.0737 |
1.0737 |
|