CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 21-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2015 |
21-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0899 |
1.0923 |
0.0024 |
0.2% |
1.1038 |
| High |
1.0930 |
1.0993 |
0.0063 |
0.6% |
1.1114 |
| Low |
1.0861 |
1.0907 |
0.0046 |
0.4% |
1.0859 |
| Close |
1.0921 |
1.0982 |
0.0061 |
0.6% |
1.0921 |
| Range |
0.0069 |
0.0086 |
0.0017 |
24.6% |
0.0255 |
| ATR |
0.0110 |
0.0108 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
425 |
126 |
-299 |
-70.4% |
3,049 |
|
| Daily Pivots for day following 21-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1219 |
1.1186 |
1.1029 |
|
| R3 |
1.1133 |
1.1100 |
1.1006 |
|
| R2 |
1.1047 |
1.1047 |
1.0998 |
|
| R1 |
1.1014 |
1.1014 |
1.0990 |
1.1031 |
| PP |
1.0961 |
1.0961 |
1.0961 |
1.0969 |
| S1 |
1.0928 |
1.0928 |
1.0974 |
1.0945 |
| S2 |
1.0875 |
1.0875 |
1.0966 |
|
| S3 |
1.0789 |
1.0842 |
1.0958 |
|
| S4 |
1.0703 |
1.0756 |
1.0935 |
|
|
| 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% |
0.0096 |
0.9% |
48% |
False |
False |
562 |
| 10 |
1.1114 |
1.0859 |
0.0255 |
2.3% |
0.0098 |
0.9% |
48% |
False |
False |
424 |
| 20 |
1.1114 |
1.0588 |
0.0526 |
4.8% |
0.0101 |
0.9% |
75% |
False |
False |
356 |
| 40 |
1.1142 |
1.0588 |
0.0554 |
5.0% |
0.0094 |
0.9% |
71% |
False |
False |
254 |
| 60 |
1.1540 |
1.0588 |
0.0952 |
8.7% |
0.0093 |
0.8% |
41% |
False |
False |
179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1359 |
|
2.618 |
1.1218 |
|
1.618 |
1.1132 |
|
1.000 |
1.1079 |
|
0.618 |
1.1046 |
|
HIGH |
1.0993 |
|
0.618 |
1.0960 |
|
0.500 |
1.0950 |
|
0.382 |
1.0940 |
|
LOW |
1.0907 |
|
0.618 |
1.0854 |
|
1.000 |
1.0821 |
|
1.618 |
1.0768 |
|
2.618 |
1.0682 |
|
4.250 |
1.0542 |
|
|
| Fisher Pivots for day following 21-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0971 |
1.0963 |
| PP |
1.0961 |
1.0945 |
| S1 |
1.0950 |
1.0926 |
|