CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 17-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2015 |
17-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1018 |
1.0959 |
-0.0059 |
-0.5% |
1.0900 |
| High |
1.1100 |
1.0959 |
-0.0141 |
-1.3% |
1.1123 |
| Low |
1.1000 |
1.0899 |
-0.0101 |
-0.9% |
1.0900 |
| Close |
1.1077 |
1.0899 |
-0.0178 |
-1.6% |
1.1089 |
| Range |
0.0100 |
0.0060 |
-0.0040 |
-40.0% |
0.0223 |
| ATR |
|
|
|
|
|
| Volume |
29 |
11 |
-18 |
-62.1% |
82 |
|
| Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1099 |
1.1059 |
1.0932 |
|
| R3 |
1.1039 |
1.0999 |
1.0916 |
|
| R2 |
1.0979 |
1.0979 |
1.0910 |
|
| R1 |
1.0939 |
1.0939 |
1.0905 |
1.0929 |
| PP |
1.0919 |
1.0919 |
1.0919 |
1.0914 |
| S1 |
1.0879 |
1.0879 |
1.0894 |
1.0869 |
| S2 |
1.0859 |
1.0859 |
1.0888 |
|
| S3 |
1.0799 |
1.0819 |
1.0883 |
|
| S4 |
1.0739 |
1.0759 |
1.0866 |
|
|
| 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 |
1.1214 |
|
2.618 |
1.1116 |
|
1.618 |
1.1056 |
|
1.000 |
1.1019 |
|
0.618 |
1.0996 |
|
HIGH |
1.0959 |
|
0.618 |
1.0936 |
|
0.500 |
1.0929 |
|
0.382 |
1.0922 |
|
LOW |
1.0899 |
|
0.618 |
1.0862 |
|
1.000 |
1.0839 |
|
1.618 |
1.0802 |
|
2.618 |
1.0742 |
|
4.250 |
1.0644 |
|
|
| Fisher Pivots for day following 17-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0929 |
1.1026 |
| PP |
1.0919 |
1.0984 |
| S1 |
1.0909 |
1.0941 |
|