CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 27-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2015 |
27-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0675 |
1.0653 |
-0.0022 |
-0.2% |
1.0672 |
| High |
1.0720 |
1.0669 |
-0.0051 |
-0.5% |
1.0720 |
| Low |
1.0598 |
1.0603 |
0.0005 |
0.0% |
1.0598 |
| Close |
1.0647 |
1.0632 |
-0.0015 |
-0.1% |
1.0632 |
| Range |
0.0122 |
0.0066 |
-0.0056 |
-45.9% |
0.0122 |
| ATR |
0.0094 |
0.0092 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
4,931 |
3,573 |
-1,358 |
-27.5% |
16,508 |
|
| Daily Pivots for day following 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0833 |
1.0798 |
1.0668 |
|
| R3 |
1.0767 |
1.0732 |
1.0650 |
|
| R2 |
1.0701 |
1.0701 |
1.0644 |
|
| R1 |
1.0666 |
1.0666 |
1.0638 |
1.0651 |
| PP |
1.0635 |
1.0635 |
1.0635 |
1.0627 |
| S1 |
1.0600 |
1.0600 |
1.0626 |
1.0585 |
| S2 |
1.0569 |
1.0569 |
1.0620 |
|
| S3 |
1.0503 |
1.0534 |
1.0614 |
|
| S4 |
1.0437 |
1.0468 |
1.0596 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1016 |
1.0946 |
1.0699 |
|
| R3 |
1.0894 |
1.0824 |
1.0666 |
|
| R2 |
1.0772 |
1.0772 |
1.0654 |
|
| R1 |
1.0702 |
1.0702 |
1.0643 |
1.0676 |
| PP |
1.0650 |
1.0650 |
1.0650 |
1.0637 |
| S1 |
1.0580 |
1.0580 |
1.0621 |
1.0554 |
| S2 |
1.0528 |
1.0528 |
1.0610 |
|
| S3 |
1.0406 |
1.0458 |
1.0598 |
|
| S4 |
1.0284 |
1.0336 |
1.0565 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0760 |
1.0598 |
0.0162 |
1.5% |
0.0078 |
0.7% |
21% |
False |
False |
4,349 |
| 10 |
1.0847 |
1.0598 |
0.0249 |
2.3% |
0.0081 |
0.8% |
14% |
False |
False |
3,926 |
| 20 |
1.1102 |
1.0598 |
0.0504 |
4.7% |
0.0089 |
0.8% |
7% |
False |
False |
2,956 |
| 40 |
1.1524 |
1.0598 |
0.0926 |
8.7% |
0.0095 |
0.9% |
4% |
False |
False |
1,748 |
| 60 |
1.1524 |
1.0598 |
0.0926 |
8.7% |
0.0099 |
0.9% |
4% |
False |
False |
1,261 |
| 80 |
1.1749 |
1.0598 |
0.1151 |
10.8% |
0.0106 |
1.0% |
3% |
False |
False |
982 |
| 100 |
1.1749 |
1.0598 |
0.1151 |
10.8% |
0.0103 |
1.0% |
3% |
False |
False |
802 |
| 120 |
1.1749 |
1.0598 |
0.1151 |
10.8% |
0.0099 |
0.9% |
3% |
False |
False |
673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0950 |
|
2.618 |
1.0842 |
|
1.618 |
1.0776 |
|
1.000 |
1.0735 |
|
0.618 |
1.0710 |
|
HIGH |
1.0669 |
|
0.618 |
1.0644 |
|
0.500 |
1.0636 |
|
0.382 |
1.0628 |
|
LOW |
1.0603 |
|
0.618 |
1.0562 |
|
1.000 |
1.0537 |
|
1.618 |
1.0496 |
|
2.618 |
1.0430 |
|
4.250 |
1.0323 |
|
|
| Fisher Pivots for day following 27-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0636 |
1.0659 |
| PP |
1.0635 |
1.0650 |
| S1 |
1.0633 |
1.0641 |
|