CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 16-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1052 |
1.0994 |
-0.0058 |
-0.5% |
1.0918 |
| High |
1.1114 |
1.1054 |
-0.0060 |
-0.5% |
1.1100 |
| Low |
1.0968 |
1.0955 |
-0.0013 |
-0.1% |
1.0855 |
| Close |
1.0976 |
1.1038 |
0.0062 |
0.6% |
1.1050 |
| Range |
0.0146 |
0.0099 |
-0.0047 |
-32.2% |
0.0245 |
| ATR |
0.0109 |
0.0108 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
993 |
615 |
-378 |
-38.1% |
1,796 |
|
| Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1313 |
1.1274 |
1.1092 |
|
| R3 |
1.1214 |
1.1175 |
1.1065 |
|
| R2 |
1.1115 |
1.1115 |
1.1056 |
|
| R1 |
1.1076 |
1.1076 |
1.1047 |
1.1096 |
| PP |
1.1016 |
1.1016 |
1.1016 |
1.1025 |
| S1 |
1.0977 |
1.0977 |
1.1029 |
1.0997 |
| S2 |
1.0917 |
1.0917 |
1.1020 |
|
| S3 |
1.0818 |
1.0878 |
1.1011 |
|
| S4 |
1.0719 |
1.0779 |
1.0984 |
|
|
| 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 |
1.0955 |
0.0159 |
1.4% |
0.0104 |
0.9% |
52% |
False |
True |
509 |
| 10 |
1.1114 |
1.0588 |
0.0526 |
4.8% |
0.0135 |
1.2% |
86% |
False |
False |
492 |
| 20 |
1.1114 |
1.0588 |
0.0526 |
4.8% |
0.0101 |
0.9% |
86% |
False |
False |
346 |
| 40 |
1.1421 |
1.0588 |
0.0833 |
7.5% |
0.0098 |
0.9% |
54% |
False |
False |
225 |
| 60 |
1.1540 |
1.0588 |
0.0952 |
8.6% |
0.0094 |
0.8% |
47% |
False |
False |
161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1475 |
|
2.618 |
1.1313 |
|
1.618 |
1.1214 |
|
1.000 |
1.1153 |
|
0.618 |
1.1115 |
|
HIGH |
1.1054 |
|
0.618 |
1.1016 |
|
0.500 |
1.1005 |
|
0.382 |
1.0993 |
|
LOW |
1.0955 |
|
0.618 |
1.0894 |
|
1.000 |
1.0856 |
|
1.618 |
1.0795 |
|
2.618 |
1.0696 |
|
4.250 |
1.0534 |
|
|
| Fisher Pivots for day following 16-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1027 |
1.1037 |
| PP |
1.1016 |
1.1036 |
| S1 |
1.1005 |
1.1035 |
|