CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 22-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2015 |
22-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0972 |
1.1012 |
0.0040 |
0.4% |
1.1050 |
| High |
1.1022 |
1.1066 |
0.0044 |
0.4% |
1.1153 |
| Low |
1.0972 |
1.1012 |
0.0040 |
0.4% |
1.0899 |
| Close |
1.1022 |
1.1049 |
0.0027 |
0.2% |
1.0960 |
| Range |
0.0050 |
0.0054 |
0.0004 |
8.0% |
0.0254 |
| ATR |
0.0103 |
0.0099 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
9 |
5 |
-4 |
-44.4% |
87 |
|
| Daily Pivots for day following 22-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1204 |
1.1181 |
1.1079 |
|
| R3 |
1.1150 |
1.1127 |
1.1064 |
|
| R2 |
1.1096 |
1.1096 |
1.1059 |
|
| R1 |
1.1073 |
1.1073 |
1.1054 |
1.1085 |
| PP |
1.1042 |
1.1042 |
1.1042 |
1.1048 |
| S1 |
1.1019 |
1.1019 |
1.1044 |
1.1031 |
| S2 |
1.0988 |
1.0988 |
1.1039 |
|
| S3 |
1.0934 |
1.0965 |
1.1034 |
|
| S4 |
1.0880 |
1.0911 |
1.1019 |
|
|
| 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 |
1.1296 |
|
2.618 |
1.1207 |
|
1.618 |
1.1153 |
|
1.000 |
1.1120 |
|
0.618 |
1.1099 |
|
HIGH |
1.1066 |
|
0.618 |
1.1045 |
|
0.500 |
1.1039 |
|
0.382 |
1.1033 |
|
LOW |
1.1012 |
|
0.618 |
1.0979 |
|
1.000 |
1.0958 |
|
1.618 |
1.0925 |
|
2.618 |
1.0871 |
|
4.250 |
1.0783 |
|
|
| Fisher Pivots for day following 22-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1046 |
1.1035 |
| PP |
1.1042 |
1.1022 |
| S1 |
1.1039 |
1.1008 |
|