CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 24-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2015 |
24-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1005 |
1.0965 |
-0.0040 |
-0.4% |
1.1038 |
| High |
1.1005 |
1.1016 |
0.0011 |
0.1% |
1.1114 |
| Low |
1.0927 |
1.0965 |
0.0038 |
0.3% |
1.0859 |
| Close |
1.0967 |
1.1007 |
0.0040 |
0.4% |
1.0921 |
| Range |
0.0078 |
0.0051 |
-0.0027 |
-34.6% |
0.0255 |
| ATR |
0.0104 |
0.0101 |
-0.0004 |
-3.7% |
0.0000 |
| Volume |
373 |
154 |
-219 |
-58.7% |
3,049 |
|
| Daily Pivots for day following 24-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1149 |
1.1129 |
1.1035 |
|
| R3 |
1.1098 |
1.1078 |
1.1021 |
|
| R2 |
1.1047 |
1.1047 |
1.1016 |
|
| R1 |
1.1027 |
1.1027 |
1.1012 |
1.1037 |
| PP |
1.0996 |
1.0996 |
1.0996 |
1.1001 |
| S1 |
1.0976 |
1.0976 |
1.1002 |
1.0986 |
| S2 |
1.0945 |
1.0945 |
1.0998 |
|
| S3 |
1.0894 |
1.0925 |
1.0993 |
|
| S4 |
1.0843 |
1.0874 |
1.0979 |
|
|
| 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 |
1.1037 |
1.0861 |
0.0176 |
1.6% |
0.0072 |
0.7% |
83% |
False |
False |
256 |
| 10 |
1.1114 |
1.0859 |
0.0255 |
2.3% |
0.0088 |
0.8% |
58% |
False |
False |
415 |
| 20 |
1.1114 |
1.0588 |
0.0526 |
4.8% |
0.0102 |
0.9% |
80% |
False |
False |
378 |
| 40 |
1.1126 |
1.0588 |
0.0538 |
4.9% |
0.0093 |
0.8% |
78% |
False |
False |
270 |
| 60 |
1.1540 |
1.0588 |
0.0952 |
8.6% |
0.0092 |
0.8% |
44% |
False |
False |
190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1233 |
|
2.618 |
1.1150 |
|
1.618 |
1.1099 |
|
1.000 |
1.1067 |
|
0.618 |
1.1048 |
|
HIGH |
1.1016 |
|
0.618 |
1.0997 |
|
0.500 |
1.0991 |
|
0.382 |
1.0984 |
|
LOW |
1.0965 |
|
0.618 |
1.0933 |
|
1.000 |
1.0914 |
|
1.618 |
1.0882 |
|
2.618 |
1.0831 |
|
4.250 |
1.0748 |
|
|
| Fisher Pivots for day following 24-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1002 |
1.0999 |
| PP |
1.0996 |
1.0990 |
| S1 |
1.0991 |
1.0982 |
|