CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 23-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2015 |
23-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1012 |
1.1017 |
0.0005 |
0.0% |
1.1050 |
| High |
1.1066 |
1.1017 |
-0.0049 |
-0.4% |
1.1153 |
| Low |
1.1012 |
1.0992 |
-0.0020 |
-0.2% |
1.0899 |
| Close |
1.1049 |
1.1006 |
-0.0043 |
-0.4% |
1.0960 |
| Range |
0.0054 |
0.0025 |
-0.0029 |
-53.7% |
0.0254 |
| ATR |
0.0099 |
0.0096 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
5 |
8 |
3 |
60.0% |
87 |
|
| Daily Pivots for day following 23-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1080 |
1.1068 |
1.1020 |
|
| R3 |
1.1055 |
1.1043 |
1.1013 |
|
| R2 |
1.1030 |
1.1030 |
1.1011 |
|
| R1 |
1.1018 |
1.1018 |
1.1008 |
1.1012 |
| PP |
1.1005 |
1.1005 |
1.1005 |
1.1002 |
| S1 |
1.0993 |
1.0993 |
1.1004 |
1.0987 |
| S2 |
1.0980 |
1.0980 |
1.1001 |
|
| S3 |
1.0955 |
1.0968 |
1.0999 |
|
| S4 |
1.0930 |
1.0943 |
1.0992 |
|
|
| 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 |
1.1123 |
|
2.618 |
1.1082 |
|
1.618 |
1.1057 |
|
1.000 |
1.1042 |
|
0.618 |
1.1032 |
|
HIGH |
1.1017 |
|
0.618 |
1.1007 |
|
0.500 |
1.1005 |
|
0.382 |
1.1002 |
|
LOW |
1.0992 |
|
0.618 |
1.0977 |
|
1.000 |
1.0967 |
|
1.618 |
1.0952 |
|
2.618 |
1.0927 |
|
4.250 |
1.0886 |
|
|
| Fisher Pivots for day following 23-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1006 |
1.1019 |
| PP |
1.1005 |
1.1015 |
| S1 |
1.1005 |
1.1010 |
|