CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 08-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2015 |
08-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0918 |
1.0895 |
-0.0023 |
-0.2% |
1.0652 |
| High |
1.0918 |
1.0958 |
0.0040 |
0.4% |
1.1031 |
| Low |
1.0855 |
1.0891 |
0.0036 |
0.3% |
1.0588 |
| Close |
1.0903 |
1.0945 |
0.0042 |
0.4% |
1.0931 |
| Range |
0.0063 |
0.0067 |
0.0004 |
6.3% |
0.0443 |
| ATR |
0.0108 |
0.0105 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
730 |
269 |
-461 |
-63.2% |
1,714 |
|
| Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1132 |
1.1106 |
1.0982 |
|
| R3 |
1.1065 |
1.1039 |
1.0963 |
|
| R2 |
1.0998 |
1.0998 |
1.0957 |
|
| R1 |
1.0972 |
1.0972 |
1.0951 |
1.0985 |
| PP |
1.0931 |
1.0931 |
1.0931 |
1.0938 |
| S1 |
1.0905 |
1.0905 |
1.0939 |
1.0918 |
| S2 |
1.0864 |
1.0864 |
1.0933 |
|
| S3 |
1.0797 |
1.0838 |
1.0927 |
|
| S4 |
1.0730 |
1.0771 |
1.0908 |
|
|
| 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 |
4.0% |
0.0153 |
1.4% |
81% |
False |
False |
505 |
| 10 |
1.1031 |
1.0588 |
0.0443 |
4.0% |
0.0107 |
1.0% |
81% |
False |
False |
300 |
| 20 |
1.1031 |
1.0588 |
0.0443 |
4.0% |
0.0093 |
0.8% |
81% |
False |
False |
244 |
| 40 |
1.1540 |
1.0588 |
0.0952 |
8.7% |
0.0092 |
0.8% |
38% |
False |
False |
159 |
| 60 |
1.1540 |
1.0588 |
0.0952 |
8.7% |
0.0093 |
0.8% |
38% |
False |
False |
116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1243 |
|
2.618 |
1.1133 |
|
1.618 |
1.1066 |
|
1.000 |
1.1025 |
|
0.618 |
1.0999 |
|
HIGH |
1.0958 |
|
0.618 |
1.0932 |
|
0.500 |
1.0925 |
|
0.382 |
1.0917 |
|
LOW |
1.0891 |
|
0.618 |
1.0850 |
|
1.000 |
1.0824 |
|
1.618 |
1.0783 |
|
2.618 |
1.0716 |
|
4.250 |
1.0606 |
|
|
| Fisher Pivots for day following 08-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0938 |
1.0940 |
| PP |
1.0931 |
1.0934 |
| S1 |
1.0925 |
1.0929 |
|