CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 31-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2015 |
31-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0978 |
1.0985 |
0.0007 |
0.1% |
1.0923 |
| High |
1.0988 |
1.0985 |
-0.0003 |
0.0% |
1.1037 |
| Low |
1.0955 |
1.0905 |
-0.0050 |
-0.5% |
1.0907 |
| Close |
1.0975 |
1.0917 |
-0.0058 |
-0.5% |
1.1007 |
| Range |
0.0033 |
0.0080 |
0.0047 |
142.4% |
0.0130 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
79 |
176 |
97 |
122.8% |
858 |
|
| Daily Pivots for day following 31-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1176 |
1.1126 |
1.0961 |
|
| R3 |
1.1096 |
1.1046 |
1.0939 |
|
| R2 |
1.1016 |
1.1016 |
1.0932 |
|
| R1 |
1.0966 |
1.0966 |
1.0924 |
1.0951 |
| PP |
1.0936 |
1.0936 |
1.0936 |
1.0928 |
| S1 |
1.0886 |
1.0886 |
1.0910 |
1.0871 |
| S2 |
1.0856 |
1.0856 |
1.0902 |
|
| S3 |
1.0776 |
1.0806 |
1.0895 |
|
| S4 |
1.0696 |
1.0726 |
1.0873 |
|
|
| 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 |
1.0905 |
0.0141 |
1.3% |
0.0056 |
0.5% |
9% |
False |
True |
203 |
| 10 |
1.1046 |
1.0859 |
0.0187 |
1.7% |
0.0067 |
0.6% |
31% |
False |
False |
279 |
| 20 |
1.1114 |
1.0588 |
0.0526 |
4.8% |
0.0101 |
0.9% |
63% |
False |
False |
386 |
| 40 |
1.1114 |
1.0588 |
0.0526 |
4.8% |
0.0092 |
0.8% |
63% |
False |
False |
285 |
| 60 |
1.1540 |
1.0588 |
0.0952 |
8.7% |
0.0089 |
0.8% |
35% |
False |
False |
203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1325 |
|
2.618 |
1.1194 |
|
1.618 |
1.1114 |
|
1.000 |
1.1065 |
|
0.618 |
1.1034 |
|
HIGH |
1.0985 |
|
0.618 |
1.0954 |
|
0.500 |
1.0945 |
|
0.382 |
1.0936 |
|
LOW |
1.0905 |
|
0.618 |
1.0856 |
|
1.000 |
1.0825 |
|
1.618 |
1.0776 |
|
2.618 |
1.0696 |
|
4.250 |
1.0565 |
|
|
| Fisher Pivots for day following 31-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0945 |
1.0969 |
| PP |
1.0936 |
1.0952 |
| S1 |
1.0926 |
1.0934 |
|