CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 29-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2015 |
29-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1024 |
1.1022 |
-0.0002 |
0.0% |
1.0923 |
| High |
1.1046 |
1.1033 |
-0.0013 |
-0.1% |
1.1037 |
| Low |
1.1009 |
1.0952 |
-0.0057 |
-0.5% |
1.0907 |
| Close |
1.1030 |
1.0992 |
-0.0038 |
-0.3% |
1.1007 |
| Range |
0.0037 |
0.0081 |
0.0044 |
118.9% |
0.0130 |
| ATR |
0.0096 |
0.0095 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
158 |
449 |
291 |
184.2% |
858 |
|
| Daily Pivots for day following 29-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1235 |
1.1195 |
1.1037 |
|
| R3 |
1.1154 |
1.1114 |
1.1014 |
|
| R2 |
1.1073 |
1.1073 |
1.1007 |
|
| R1 |
1.1033 |
1.1033 |
1.0999 |
1.1013 |
| PP |
1.0992 |
1.0992 |
1.0992 |
1.0982 |
| S1 |
1.0952 |
1.0952 |
1.0985 |
1.0932 |
| S2 |
1.0911 |
1.0911 |
1.0977 |
|
| S3 |
1.0830 |
1.0871 |
1.0970 |
|
| S4 |
1.0749 |
1.0790 |
1.0947 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1374 |
1.1320 |
1.1079 |
|
| R3 |
1.1244 |
1.1190 |
1.1043 |
|
| R2 |
1.1114 |
1.1114 |
1.1031 |
|
| R1 |
1.1060 |
1.1060 |
1.1019 |
1.1087 |
| PP |
1.0984 |
1.0984 |
1.0984 |
1.0997 |
| S1 |
1.0930 |
1.0930 |
1.0995 |
1.0957 |
| S2 |
1.0854 |
1.0854 |
1.0983 |
|
| S3 |
1.0724 |
1.0800 |
1.0971 |
|
| S4 |
1.0594 |
1.0670 |
1.0936 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1046 |
1.0927 |
0.0119 |
1.1% |
0.0065 |
0.6% |
55% |
False |
False |
267 |
| 10 |
1.1114 |
1.0859 |
0.0255 |
2.3% |
0.0080 |
0.7% |
52% |
False |
False |
415 |
| 20 |
1.1114 |
1.0588 |
0.0526 |
4.8% |
0.0103 |
0.9% |
77% |
False |
False |
397 |
| 40 |
1.1114 |
1.0588 |
0.0526 |
4.8% |
0.0092 |
0.8% |
77% |
False |
False |
284 |
| 60 |
1.1540 |
1.0588 |
0.0952 |
8.7% |
0.0090 |
0.8% |
42% |
False |
False |
200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1377 |
|
2.618 |
1.1245 |
|
1.618 |
1.1164 |
|
1.000 |
1.1114 |
|
0.618 |
1.1083 |
|
HIGH |
1.1033 |
|
0.618 |
1.1002 |
|
0.500 |
1.0993 |
|
0.382 |
1.0983 |
|
LOW |
1.0952 |
|
0.618 |
1.0902 |
|
1.000 |
1.0871 |
|
1.618 |
1.0821 |
|
2.618 |
1.0740 |
|
4.250 |
1.0608 |
|
|
| Fisher Pivots for day following 29-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0993 |
1.0999 |
| PP |
1.0992 |
1.0997 |
| S1 |
1.0992 |
1.0994 |
|