CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 22-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2015 |
22-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0923 |
1.0964 |
0.0041 |
0.4% |
1.1038 |
| High |
1.0993 |
1.1037 |
0.0044 |
0.4% |
1.1114 |
| Low |
1.0907 |
1.0961 |
0.0054 |
0.5% |
1.0859 |
| Close |
1.0982 |
1.1010 |
0.0028 |
0.3% |
1.0921 |
| Range |
0.0086 |
0.0076 |
-0.0010 |
-11.6% |
0.0255 |
| ATR |
0.0108 |
0.0106 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
126 |
205 |
79 |
62.7% |
3,049 |
|
| Daily Pivots for day following 22-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1231 |
1.1196 |
1.1052 |
|
| R3 |
1.1155 |
1.1120 |
1.1031 |
|
| R2 |
1.1079 |
1.1079 |
1.1024 |
|
| R1 |
1.1044 |
1.1044 |
1.1017 |
1.1062 |
| PP |
1.1003 |
1.1003 |
1.1003 |
1.1011 |
| S1 |
1.0968 |
1.0968 |
1.1003 |
1.0986 |
| S2 |
1.0927 |
1.0927 |
1.0996 |
|
| S3 |
1.0851 |
1.0892 |
1.0989 |
|
| S4 |
1.0775 |
1.0816 |
1.0968 |
|
|
| 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 |
1.1054 |
1.0859 |
0.0195 |
1.8% |
0.0082 |
0.7% |
77% |
False |
False |
405 |
| 10 |
1.1114 |
1.0859 |
0.0255 |
2.3% |
0.0099 |
0.9% |
59% |
False |
False |
417 |
| 20 |
1.1114 |
1.0588 |
0.0526 |
4.8% |
0.0103 |
0.9% |
80% |
False |
False |
358 |
| 40 |
1.1142 |
1.0588 |
0.0554 |
5.0% |
0.0095 |
0.9% |
76% |
False |
False |
259 |
| 60 |
1.1540 |
1.0588 |
0.0952 |
8.6% |
0.0092 |
0.8% |
44% |
False |
False |
182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1360 |
|
2.618 |
1.1236 |
|
1.618 |
1.1160 |
|
1.000 |
1.1113 |
|
0.618 |
1.1084 |
|
HIGH |
1.1037 |
|
0.618 |
1.1008 |
|
0.500 |
1.0999 |
|
0.382 |
1.0990 |
|
LOW |
1.0961 |
|
0.618 |
1.0914 |
|
1.000 |
1.0885 |
|
1.618 |
1.0838 |
|
2.618 |
1.0762 |
|
4.250 |
1.0638 |
|
|
| Fisher Pivots for day following 22-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1006 |
1.0990 |
| PP |
1.1003 |
1.0969 |
| S1 |
1.0999 |
1.0949 |
|