CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 15-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2015 |
15-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1038 |
1.1052 |
0.0014 |
0.1% |
1.0918 |
| High |
1.1107 |
1.1114 |
0.0007 |
0.1% |
1.1100 |
| Low |
1.1008 |
1.0968 |
-0.0040 |
-0.4% |
1.0855 |
| Close |
1.1057 |
1.0976 |
-0.0081 |
-0.7% |
1.1050 |
| Range |
0.0099 |
0.0146 |
0.0047 |
47.5% |
0.0245 |
| ATR |
0.0106 |
0.0109 |
0.0003 |
2.7% |
0.0000 |
| Volume |
362 |
993 |
631 |
174.3% |
1,796 |
|
| Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1457 |
1.1363 |
1.1056 |
|
| R3 |
1.1311 |
1.1217 |
1.1016 |
|
| R2 |
1.1165 |
1.1165 |
1.1003 |
|
| R1 |
1.1071 |
1.1071 |
1.0989 |
1.1045 |
| PP |
1.1019 |
1.1019 |
1.1019 |
1.1007 |
| S1 |
1.0925 |
1.0925 |
1.0963 |
1.0899 |
| S2 |
1.0873 |
1.0873 |
1.0949 |
|
| S3 |
1.0727 |
1.0779 |
1.0936 |
|
| S4 |
1.0581 |
1.0633 |
1.0896 |
|
|
| 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 |
1.1114 |
1.0942 |
0.0172 |
1.6% |
0.0116 |
1.1% |
20% |
True |
False |
430 |
| 10 |
1.1114 |
1.0588 |
0.0526 |
4.8% |
0.0135 |
1.2% |
74% |
True |
False |
468 |
| 20 |
1.1114 |
1.0588 |
0.0526 |
4.8% |
0.0099 |
0.9% |
74% |
True |
False |
319 |
| 40 |
1.1430 |
1.0588 |
0.0842 |
7.7% |
0.0097 |
0.9% |
46% |
False |
False |
210 |
| 60 |
1.1540 |
1.0588 |
0.0952 |
8.7% |
0.0093 |
0.9% |
41% |
False |
False |
151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1735 |
|
2.618 |
1.1496 |
|
1.618 |
1.1350 |
|
1.000 |
1.1260 |
|
0.618 |
1.1204 |
|
HIGH |
1.1114 |
|
0.618 |
1.1058 |
|
0.500 |
1.1041 |
|
0.382 |
1.1024 |
|
LOW |
1.0968 |
|
0.618 |
1.0878 |
|
1.000 |
1.0822 |
|
1.618 |
1.0732 |
|
2.618 |
1.0586 |
|
4.250 |
1.0348 |
|
|
| Fisher Pivots for day following 15-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1041 |
1.1041 |
| PP |
1.1019 |
1.1019 |
| S1 |
1.0998 |
1.0998 |
|