CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 14-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2015 |
14-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0943 |
1.0969 |
0.0026 |
0.2% |
1.0875 |
| High |
1.1031 |
1.1020 |
-0.0011 |
-0.1% |
1.1044 |
| Low |
1.0927 |
1.0945 |
0.0018 |
0.2% |
1.0797 |
| Close |
1.0992 |
1.1020 |
0.0028 |
0.3% |
1.0992 |
| Range |
0.0104 |
0.0075 |
-0.0029 |
-27.9% |
0.0247 |
| ATR |
0.0116 |
0.0113 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
115,267 |
9,639 |
-105,628 |
-91.6% |
1,387,407 |
|
| Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1220 |
1.1195 |
1.1061 |
|
| R3 |
1.1145 |
1.1120 |
1.1041 |
|
| R2 |
1.1070 |
1.1070 |
1.1034 |
|
| R1 |
1.1045 |
1.1045 |
1.1027 |
1.1058 |
| PP |
1.0995 |
1.0995 |
1.0995 |
1.1001 |
| S1 |
1.0970 |
1.0970 |
1.1013 |
1.0983 |
| S2 |
1.0920 |
1.0920 |
1.1006 |
|
| S3 |
1.0845 |
1.0895 |
1.0999 |
|
| S4 |
1.0770 |
1.0820 |
1.0979 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1685 |
1.1586 |
1.1128 |
|
| R3 |
1.1438 |
1.1339 |
1.1060 |
|
| R2 |
1.1191 |
1.1191 |
1.1037 |
|
| R1 |
1.1092 |
1.1092 |
1.1015 |
1.1142 |
| PP |
1.0944 |
1.0944 |
1.0944 |
1.0969 |
| S1 |
1.0845 |
1.0845 |
1.0969 |
1.0895 |
| S2 |
1.0697 |
1.0697 |
1.0947 |
|
| S3 |
1.0450 |
1.0598 |
1.0924 |
|
| S4 |
1.0203 |
1.0351 |
1.0856 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1044 |
1.0831 |
0.0213 |
1.9% |
0.0103 |
0.9% |
89% |
False |
False |
234,011 |
| 10 |
1.1044 |
1.0490 |
0.0554 |
5.0% |
0.0138 |
1.2% |
96% |
False |
False |
306,620 |
| 20 |
1.1044 |
1.0490 |
0.0554 |
5.0% |
0.0107 |
1.0% |
96% |
False |
False |
253,867 |
| 40 |
1.1397 |
1.0490 |
0.0907 |
8.2% |
0.0106 |
1.0% |
58% |
False |
False |
236,382 |
| 60 |
1.1505 |
1.0490 |
0.1015 |
9.2% |
0.0105 |
0.9% |
52% |
False |
False |
222,844 |
| 80 |
1.1730 |
1.0490 |
0.1240 |
11.3% |
0.0115 |
1.0% |
43% |
False |
False |
189,385 |
| 100 |
1.1730 |
1.0490 |
0.1240 |
11.3% |
0.0113 |
1.0% |
43% |
False |
False |
151,744 |
| 120 |
1.1730 |
1.0490 |
0.1240 |
11.3% |
0.0114 |
1.0% |
43% |
False |
False |
126,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1339 |
|
2.618 |
1.1216 |
|
1.618 |
1.1141 |
|
1.000 |
1.1095 |
|
0.618 |
1.1066 |
|
HIGH |
1.1020 |
|
0.618 |
1.0991 |
|
0.500 |
1.0983 |
|
0.382 |
1.0974 |
|
LOW |
1.0945 |
|
0.618 |
1.0899 |
|
1.000 |
1.0870 |
|
1.618 |
1.0824 |
|
2.618 |
1.0749 |
|
4.250 |
1.0626 |
|
|
| Fisher Pivots for day following 14-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1008 |
1.1006 |
| PP |
1.0995 |
1.0992 |
| S1 |
1.0983 |
1.0978 |
|