CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 18-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2015 |
18-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0935 |
1.0899 |
-0.0036 |
-0.3% |
1.1038 |
| High |
1.0939 |
1.0930 |
-0.0009 |
-0.1% |
1.1114 |
| Low |
1.0859 |
1.0861 |
0.0002 |
0.0% |
1.0859 |
| Close |
1.0860 |
1.0921 |
0.0061 |
0.6% |
1.0921 |
| Range |
0.0080 |
0.0069 |
-0.0011 |
-13.8% |
0.0255 |
| ATR |
0.0113 |
0.0110 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
654 |
425 |
-229 |
-35.0% |
3,049 |
|
| Daily Pivots for day following 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1111 |
1.1085 |
1.0959 |
|
| R3 |
1.1042 |
1.1016 |
1.0940 |
|
| R2 |
1.0973 |
1.0973 |
1.0934 |
|
| R1 |
1.0947 |
1.0947 |
1.0927 |
1.0960 |
| PP |
1.0904 |
1.0904 |
1.0904 |
1.0911 |
| S1 |
1.0878 |
1.0878 |
1.0915 |
1.0891 |
| S2 |
1.0835 |
1.0835 |
1.0908 |
|
| S3 |
1.0766 |
1.0809 |
1.0902 |
|
| S4 |
1.0697 |
1.0740 |
1.0883 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1730 |
1.1580 |
1.1061 |
|
| R3 |
1.1475 |
1.1325 |
1.0991 |
|
| R2 |
1.1220 |
1.1220 |
1.0968 |
|
| R1 |
1.1070 |
1.1070 |
1.0944 |
1.1018 |
| PP |
1.0965 |
1.0965 |
1.0965 |
1.0938 |
| S1 |
1.0815 |
1.0815 |
1.0898 |
1.0763 |
| S2 |
1.0710 |
1.0710 |
1.0874 |
|
| S3 |
1.0455 |
1.0560 |
1.0851 |
|
| S4 |
1.0200 |
1.0305 |
1.0781 |
|
|
| 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% |
0.0099 |
0.9% |
24% |
False |
False |
609 |
| 10 |
1.1114 |
1.0855 |
0.0259 |
2.4% |
0.0096 |
0.9% |
25% |
False |
False |
484 |
| 20 |
1.1114 |
1.0588 |
0.0526 |
4.8% |
0.0101 |
0.9% |
63% |
False |
False |
366 |
| 40 |
1.1187 |
1.0588 |
0.0599 |
5.5% |
0.0095 |
0.9% |
56% |
False |
False |
252 |
| 60 |
1.1540 |
1.0588 |
0.0952 |
8.7% |
0.0092 |
0.8% |
35% |
False |
False |
177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1223 |
|
2.618 |
1.1111 |
|
1.618 |
1.1042 |
|
1.000 |
1.0999 |
|
0.618 |
1.0973 |
|
HIGH |
1.0930 |
|
0.618 |
1.0904 |
|
0.500 |
1.0896 |
|
0.382 |
1.0887 |
|
LOW |
1.0861 |
|
0.618 |
1.0818 |
|
1.000 |
1.0792 |
|
1.618 |
1.0749 |
|
2.618 |
1.0680 |
|
4.250 |
1.0568 |
|
|
| Fisher Pivots for day following 18-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0913 |
1.0957 |
| PP |
1.0904 |
1.0945 |
| S1 |
1.0896 |
1.0933 |
|