CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 12-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2015 |
12-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0753 |
1.0785 |
0.0032 |
0.3% |
1.1055 |
| High |
1.0805 |
1.0861 |
0.0056 |
0.5% |
1.1081 |
| Low |
1.0738 |
1.0723 |
-0.0015 |
-0.1% |
1.0737 |
| Close |
1.0761 |
1.0825 |
0.0064 |
0.6% |
1.0775 |
| Range |
0.0067 |
0.0138 |
0.0071 |
106.0% |
0.0344 |
| ATR |
0.0099 |
0.0102 |
0.0003 |
2.8% |
0.0000 |
| Volume |
1,216 |
2,680 |
1,464 |
120.4% |
10,489 |
|
| Daily Pivots for day following 12-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1217 |
1.1159 |
1.0901 |
|
| R3 |
1.1079 |
1.1021 |
1.0863 |
|
| R2 |
1.0941 |
1.0941 |
1.0850 |
|
| R1 |
1.0883 |
1.0883 |
1.0838 |
1.0912 |
| PP |
1.0803 |
1.0803 |
1.0803 |
1.0818 |
| S1 |
1.0745 |
1.0745 |
1.0812 |
1.0774 |
| S2 |
1.0665 |
1.0665 |
1.0800 |
|
| S3 |
1.0527 |
1.0607 |
1.0787 |
|
| S4 |
1.0389 |
1.0469 |
1.0749 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1896 |
1.1680 |
1.0964 |
|
| R3 |
1.1552 |
1.1336 |
1.0870 |
|
| R2 |
1.1208 |
1.1208 |
1.0838 |
|
| R1 |
1.0992 |
1.0992 |
1.0807 |
1.0928 |
| PP |
1.0864 |
1.0864 |
1.0864 |
1.0833 |
| S1 |
1.0648 |
1.0648 |
1.0743 |
1.0584 |
| S2 |
1.0520 |
1.0520 |
1.0712 |
|
| S3 |
1.0176 |
1.0304 |
1.0680 |
|
| S4 |
0.9832 |
0.9960 |
1.0586 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0923 |
1.0707 |
0.0216 |
2.0% |
0.0110 |
1.0% |
55% |
False |
False |
2,167 |
| 10 |
1.1102 |
1.0707 |
0.0395 |
3.6% |
0.0098 |
0.9% |
30% |
False |
False |
1,986 |
| 20 |
1.1423 |
1.0707 |
0.0716 |
6.6% |
0.0100 |
0.9% |
16% |
False |
False |
1,292 |
| 40 |
1.1524 |
1.0707 |
0.0817 |
7.5% |
0.0103 |
0.9% |
14% |
False |
False |
850 |
| 60 |
1.1749 |
1.0707 |
0.1042 |
9.6% |
0.0112 |
1.0% |
11% |
False |
False |
633 |
| 80 |
1.1749 |
1.0707 |
0.1042 |
9.6% |
0.0107 |
1.0% |
11% |
False |
False |
504 |
| 100 |
1.1749 |
1.0707 |
0.1042 |
9.6% |
0.0104 |
1.0% |
11% |
False |
False |
413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1448 |
|
2.618 |
1.1222 |
|
1.618 |
1.1084 |
|
1.000 |
1.0999 |
|
0.618 |
1.0946 |
|
HIGH |
1.0861 |
|
0.618 |
1.0808 |
|
0.500 |
1.0792 |
|
0.382 |
1.0776 |
|
LOW |
1.0723 |
|
0.618 |
1.0638 |
|
1.000 |
1.0585 |
|
1.618 |
1.0500 |
|
2.618 |
1.0362 |
|
4.250 |
1.0137 |
|
|
| Fisher Pivots for day following 12-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0814 |
1.0811 |
| PP |
1.0803 |
1.0798 |
| S1 |
1.0792 |
1.0784 |
|