CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 30-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2015 |
30-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1022 |
1.0978 |
-0.0044 |
-0.4% |
1.0923 |
| High |
1.1033 |
1.0988 |
-0.0045 |
-0.4% |
1.1037 |
| Low |
1.0952 |
1.0955 |
0.0003 |
0.0% |
1.0907 |
| Close |
1.0992 |
1.0975 |
-0.0017 |
-0.2% |
1.1007 |
| Range |
0.0081 |
0.0033 |
-0.0048 |
-59.3% |
0.0130 |
| ATR |
0.0095 |
0.0091 |
-0.0004 |
-4.4% |
0.0000 |
| Volume |
449 |
79 |
-370 |
-82.4% |
858 |
|
| Daily Pivots for day following 30-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1072 |
1.1056 |
1.0993 |
|
| R3 |
1.1039 |
1.1023 |
1.0984 |
|
| R2 |
1.1006 |
1.1006 |
1.0981 |
|
| R1 |
1.0990 |
1.0990 |
1.0978 |
1.0982 |
| PP |
1.0973 |
1.0973 |
1.0973 |
1.0968 |
| S1 |
1.0957 |
1.0957 |
1.0972 |
1.0949 |
| S2 |
1.0940 |
1.0940 |
1.0969 |
|
| S3 |
1.0907 |
1.0924 |
1.0966 |
|
| S4 |
1.0874 |
1.0891 |
1.0957 |
|
|
| 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% |
0.0056 |
0.5% |
40% |
False |
False |
242 |
| 10 |
1.1054 |
1.0859 |
0.0195 |
1.8% |
0.0069 |
0.6% |
59% |
False |
False |
323 |
| 20 |
1.1114 |
1.0588 |
0.0526 |
4.8% |
0.0102 |
0.9% |
74% |
False |
False |
395 |
| 40 |
1.1114 |
1.0588 |
0.0526 |
4.8% |
0.0092 |
0.8% |
74% |
False |
False |
285 |
| 60 |
1.1540 |
1.0588 |
0.0952 |
8.7% |
0.0089 |
0.8% |
41% |
False |
False |
200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1128 |
|
2.618 |
1.1074 |
|
1.618 |
1.1041 |
|
1.000 |
1.1021 |
|
0.618 |
1.1008 |
|
HIGH |
1.0988 |
|
0.618 |
1.0975 |
|
0.500 |
1.0972 |
|
0.382 |
1.0968 |
|
LOW |
1.0955 |
|
0.618 |
1.0935 |
|
1.000 |
1.0922 |
|
1.618 |
1.0902 |
|
2.618 |
1.0869 |
|
4.250 |
1.0815 |
|
|
| Fisher Pivots for day following 30-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0974 |
1.0999 |
| PP |
1.0973 |
1.0991 |
| S1 |
1.0972 |
1.0983 |
|