CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 17-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2015 |
17-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0994 |
1.0935 |
-0.0059 |
-0.5% |
1.0918 |
| High |
1.1054 |
1.0939 |
-0.0115 |
-1.0% |
1.1100 |
| Low |
1.0955 |
1.0859 |
-0.0096 |
-0.9% |
1.0855 |
| Close |
1.1038 |
1.0860 |
-0.0178 |
-1.6% |
1.1050 |
| Range |
0.0099 |
0.0080 |
-0.0019 |
-19.2% |
0.0245 |
| ATR |
0.0108 |
0.0113 |
0.0005 |
4.7% |
0.0000 |
| Volume |
615 |
654 |
39 |
6.3% |
1,796 |
|
| Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1126 |
1.1073 |
1.0904 |
|
| R3 |
1.1046 |
1.0993 |
1.0882 |
|
| R2 |
1.0966 |
1.0966 |
1.0875 |
|
| R1 |
1.0913 |
1.0913 |
1.0867 |
1.0900 |
| PP |
1.0886 |
1.0886 |
1.0886 |
1.0879 |
| S1 |
1.0833 |
1.0833 |
1.0853 |
1.0820 |
| S2 |
1.0806 |
1.0806 |
1.0845 |
|
| S3 |
1.0726 |
1.0753 |
1.0838 |
|
| S4 |
1.0646 |
1.0673 |
1.0816 |
|
|
| 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 |
1.0859 |
0.0255 |
2.3% |
0.0104 |
1.0% |
0% |
False |
True |
574 |
| 10 |
1.1114 |
1.0855 |
0.0259 |
2.4% |
0.0099 |
0.9% |
2% |
False |
False |
486 |
| 20 |
1.1114 |
1.0588 |
0.0526 |
4.8% |
0.0102 |
0.9% |
52% |
False |
False |
368 |
| 40 |
1.1400 |
1.0588 |
0.0812 |
7.5% |
0.0099 |
0.9% |
33% |
False |
False |
242 |
| 60 |
1.1540 |
1.0588 |
0.0952 |
8.8% |
0.0093 |
0.9% |
29% |
False |
False |
170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1279 |
|
2.618 |
1.1148 |
|
1.618 |
1.1068 |
|
1.000 |
1.1019 |
|
0.618 |
1.0988 |
|
HIGH |
1.0939 |
|
0.618 |
1.0908 |
|
0.500 |
1.0899 |
|
0.382 |
1.0890 |
|
LOW |
1.0859 |
|
0.618 |
1.0810 |
|
1.000 |
1.0779 |
|
1.618 |
1.0730 |
|
2.618 |
1.0650 |
|
4.250 |
1.0519 |
|
|
| Fisher Pivots for day following 17-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0899 |
1.0987 |
| PP |
1.0886 |
1.0944 |
| S1 |
1.0873 |
1.0902 |
|