CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 07-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2015 |
07-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0988 |
1.0918 |
-0.0070 |
-0.6% |
1.0652 |
| High |
1.1003 |
1.0918 |
-0.0085 |
-0.8% |
1.1031 |
| Low |
1.0902 |
1.0855 |
-0.0047 |
-0.4% |
1.0588 |
| Close |
1.0931 |
1.0903 |
-0.0028 |
-0.3% |
1.0931 |
| Range |
0.0101 |
0.0063 |
-0.0038 |
-37.6% |
0.0443 |
| ATR |
0.0110 |
0.0108 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
445 |
730 |
285 |
64.0% |
1,714 |
|
| Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1081 |
1.1055 |
1.0938 |
|
| R3 |
1.1018 |
1.0992 |
1.0920 |
|
| R2 |
1.0955 |
1.0955 |
1.0915 |
|
| R1 |
1.0929 |
1.0929 |
1.0909 |
1.0911 |
| PP |
1.0892 |
1.0892 |
1.0892 |
1.0883 |
| S1 |
1.0866 |
1.0866 |
1.0897 |
1.0848 |
| S2 |
1.0829 |
1.0829 |
1.0891 |
|
| S3 |
1.0766 |
1.0803 |
1.0886 |
|
| S4 |
1.0703 |
1.0740 |
1.0868 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2179 |
1.1998 |
1.1175 |
|
| R3 |
1.1736 |
1.1555 |
1.1053 |
|
| R2 |
1.1293 |
1.1293 |
1.1012 |
|
| R1 |
1.1112 |
1.1112 |
1.0972 |
1.1203 |
| PP |
1.0850 |
1.0850 |
1.0850 |
1.0895 |
| S1 |
1.0669 |
1.0669 |
1.0890 |
1.0760 |
| S2 |
1.0407 |
1.0407 |
1.0850 |
|
| S3 |
0.9964 |
1.0226 |
1.0809 |
|
| S4 |
0.9521 |
0.9783 |
1.0687 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1031 |
1.0588 |
0.0443 |
4.1% |
0.0152 |
1.4% |
71% |
False |
False |
472 |
| 10 |
1.1031 |
1.0588 |
0.0443 |
4.1% |
0.0104 |
1.0% |
71% |
False |
False |
288 |
| 20 |
1.1031 |
1.0588 |
0.0443 |
4.1% |
0.0093 |
0.9% |
71% |
False |
False |
258 |
| 40 |
1.1540 |
1.0588 |
0.0952 |
8.7% |
0.0091 |
0.8% |
33% |
False |
False |
152 |
| 60 |
1.1540 |
1.0588 |
0.0952 |
8.7% |
0.0093 |
0.9% |
33% |
False |
False |
112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1186 |
|
2.618 |
1.1083 |
|
1.618 |
1.1020 |
|
1.000 |
1.0981 |
|
0.618 |
1.0957 |
|
HIGH |
1.0918 |
|
0.618 |
1.0894 |
|
0.500 |
1.0887 |
|
0.382 |
1.0879 |
|
LOW |
1.0855 |
|
0.618 |
1.0816 |
|
1.000 |
1.0792 |
|
1.618 |
1.0753 |
|
2.618 |
1.0690 |
|
4.250 |
1.0587 |
|
|
| Fisher Pivots for day following 07-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0898 |
1.0872 |
| PP |
1.0892 |
1.0841 |
| S1 |
1.0887 |
1.0810 |
|