CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 21-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2015 |
21-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0950 |
1.0972 |
0.0022 |
0.2% |
1.1050 |
| High |
1.0960 |
1.1022 |
0.0062 |
0.6% |
1.1153 |
| Low |
1.0950 |
1.0972 |
0.0022 |
0.2% |
1.0899 |
| Close |
1.0960 |
1.1022 |
0.0062 |
0.6% |
1.0960 |
| Range |
0.0010 |
0.0050 |
0.0040 |
400.0% |
0.0254 |
| ATR |
0.0106 |
0.0103 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
1 |
9 |
8 |
800.0% |
87 |
|
| Daily Pivots for day following 21-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1155 |
1.1139 |
1.1050 |
|
| R3 |
1.1105 |
1.1089 |
1.1036 |
|
| R2 |
1.1055 |
1.1055 |
1.1031 |
|
| R1 |
1.1039 |
1.1039 |
1.1027 |
1.1047 |
| PP |
1.1005 |
1.1005 |
1.1005 |
1.1010 |
| S1 |
1.0989 |
1.0989 |
1.1017 |
1.0997 |
| S2 |
1.0955 |
1.0955 |
1.1013 |
|
| S3 |
1.0905 |
1.0939 |
1.1008 |
|
| S4 |
1.0855 |
1.0889 |
1.0995 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1766 |
1.1617 |
1.1100 |
|
| R3 |
1.1512 |
1.1363 |
1.1030 |
|
| R2 |
1.1258 |
1.1258 |
1.1007 |
|
| R1 |
1.1109 |
1.1109 |
1.0983 |
1.1057 |
| PP |
1.1004 |
1.1004 |
1.1004 |
1.0978 |
| S1 |
1.0855 |
1.0855 |
1.0937 |
1.0803 |
| S2 |
1.0750 |
1.0750 |
1.0913 |
|
| S3 |
1.0496 |
1.0601 |
1.0890 |
|
| S4 |
1.0242 |
1.0347 |
1.0820 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1235 |
|
2.618 |
1.1153 |
|
1.618 |
1.1103 |
|
1.000 |
1.1072 |
|
0.618 |
1.1053 |
|
HIGH |
1.1022 |
|
0.618 |
1.1003 |
|
0.500 |
1.0997 |
|
0.382 |
1.0991 |
|
LOW |
1.0972 |
|
0.618 |
1.0941 |
|
1.000 |
1.0922 |
|
1.618 |
1.0891 |
|
2.618 |
1.0841 |
|
4.250 |
1.0760 |
|
|
| Fisher Pivots for day following 21-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1014 |
1.1002 |
| PP |
1.1005 |
1.0981 |
| S1 |
1.0997 |
1.0961 |
|