CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 11-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2015 |
11-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1074 |
1.0999 |
-0.0075 |
-0.7% |
1.0918 |
| High |
1.1074 |
1.1083 |
0.0009 |
0.1% |
1.1100 |
| Low |
1.0992 |
1.0987 |
-0.0005 |
0.0% |
1.0855 |
| Close |
1.0995 |
1.1050 |
0.0055 |
0.5% |
1.1050 |
| Range |
0.0082 |
0.0096 |
0.0014 |
17.1% |
0.0245 |
| ATR |
0.0107 |
0.0106 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
328 |
247 |
-81 |
-24.7% |
1,796 |
|
| Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1328 |
1.1285 |
1.1103 |
|
| R3 |
1.1232 |
1.1189 |
1.1076 |
|
| R2 |
1.1136 |
1.1136 |
1.1068 |
|
| R1 |
1.1093 |
1.1093 |
1.1059 |
1.1115 |
| PP |
1.1040 |
1.1040 |
1.1040 |
1.1051 |
| S1 |
1.0997 |
1.0997 |
1.1041 |
1.1019 |
| S2 |
1.0944 |
1.0944 |
1.1032 |
|
| S3 |
1.0848 |
1.0901 |
1.1024 |
|
| S4 |
1.0752 |
1.0805 |
1.0997 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1737 |
1.1638 |
1.1185 |
|
| R3 |
1.1492 |
1.1393 |
1.1117 |
|
| R2 |
1.1247 |
1.1247 |
1.1095 |
|
| R1 |
1.1148 |
1.1148 |
1.1072 |
1.1198 |
| PP |
1.1002 |
1.1002 |
1.1002 |
1.1026 |
| S1 |
1.0903 |
1.0903 |
1.1028 |
1.0953 |
| S2 |
1.0757 |
1.0757 |
1.1005 |
|
| S3 |
1.0512 |
1.0658 |
1.0983 |
|
| S4 |
1.0267 |
1.0413 |
1.0915 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1100 |
1.0855 |
0.0245 |
2.2% |
0.0093 |
0.8% |
80% |
False |
False |
359 |
| 10 |
1.1100 |
1.0588 |
0.0512 |
4.6% |
0.0119 |
1.1% |
90% |
False |
False |
351 |
| 20 |
1.1100 |
1.0588 |
0.0512 |
4.6% |
0.0096 |
0.9% |
90% |
False |
False |
269 |
| 40 |
1.1440 |
1.0588 |
0.0852 |
7.7% |
0.0094 |
0.8% |
54% |
False |
False |
177 |
| 60 |
1.1540 |
1.0588 |
0.0952 |
8.6% |
0.0094 |
0.8% |
49% |
False |
False |
129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1491 |
|
2.618 |
1.1334 |
|
1.618 |
1.1238 |
|
1.000 |
1.1179 |
|
0.618 |
1.1142 |
|
HIGH |
1.1083 |
|
0.618 |
1.1046 |
|
0.500 |
1.1035 |
|
0.382 |
1.1024 |
|
LOW |
1.0987 |
|
0.618 |
1.0928 |
|
1.000 |
1.0891 |
|
1.618 |
1.0832 |
|
2.618 |
1.0736 |
|
4.250 |
1.0579 |
|
|
| Fisher Pivots for day following 11-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1045 |
1.1040 |
| PP |
1.1040 |
1.1031 |
| S1 |
1.1035 |
1.1021 |
|