CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 16-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1153 |
1.1018 |
-0.0135 |
-1.2% |
1.0900 |
| High |
1.1153 |
1.1100 |
-0.0053 |
-0.5% |
1.1123 |
| Low |
1.1010 |
1.1000 |
-0.0010 |
-0.1% |
1.0900 |
| Close |
1.1015 |
1.1077 |
0.0062 |
0.6% |
1.1089 |
| Range |
0.0143 |
0.0100 |
-0.0043 |
-30.1% |
0.0223 |
| ATR |
|
|
|
|
|
| Volume |
42 |
29 |
-13 |
-31.0% |
82 |
|
| Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1359 |
1.1318 |
1.1132 |
|
| R3 |
1.1259 |
1.1218 |
1.1105 |
|
| R2 |
1.1159 |
1.1159 |
1.1095 |
|
| R1 |
1.1118 |
1.1118 |
1.1086 |
1.1139 |
| PP |
1.1059 |
1.1059 |
1.1059 |
1.1069 |
| S1 |
1.1018 |
1.1018 |
1.1068 |
1.1039 |
| S2 |
1.0959 |
1.0959 |
1.1059 |
|
| S3 |
1.0859 |
1.0918 |
1.1050 |
|
| S4 |
1.0759 |
1.0818 |
1.1022 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1706 |
1.1621 |
1.1212 |
|
| R3 |
1.1483 |
1.1398 |
1.1150 |
|
| R2 |
1.1260 |
1.1260 |
1.1130 |
|
| R1 |
1.1175 |
1.1175 |
1.1109 |
1.1218 |
| PP |
1.1037 |
1.1037 |
1.1037 |
1.1059 |
| S1 |
1.0952 |
1.0952 |
1.1069 |
1.0995 |
| S2 |
1.0814 |
1.0814 |
1.1048 |
|
| S3 |
1.0591 |
1.0729 |
1.1028 |
|
| S4 |
1.0368 |
1.0506 |
1.0966 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1525 |
|
2.618 |
1.1362 |
|
1.618 |
1.1262 |
|
1.000 |
1.1200 |
|
0.618 |
1.1162 |
|
HIGH |
1.1100 |
|
0.618 |
1.1062 |
|
0.500 |
1.1050 |
|
0.382 |
1.1038 |
|
LOW |
1.1000 |
|
0.618 |
1.0938 |
|
1.000 |
1.0900 |
|
1.618 |
1.0838 |
|
2.618 |
1.0738 |
|
4.250 |
1.0575 |
|
|
| Fisher Pivots for day following 16-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1068 |
1.1077 |
| PP |
1.1059 |
1.1077 |
| S1 |
1.1050 |
1.1077 |
|