CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 29-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2015 |
29-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1070 |
1.1032 |
-0.0038 |
-0.3% |
1.0972 |
| High |
1.1080 |
1.1032 |
-0.0048 |
-0.4% |
1.1066 |
| Low |
1.1069 |
1.1032 |
-0.0037 |
-0.3% |
1.0972 |
| Close |
1.1069 |
1.1032 |
-0.0037 |
-0.3% |
1.1046 |
| Range |
0.0011 |
0.0000 |
-0.0011 |
-100.0% |
0.0094 |
| ATR |
0.0088 |
0.0084 |
-0.0004 |
-4.1% |
0.0000 |
| Volume |
6 |
0 |
-6 |
-100.0% |
22 |
|
| Daily Pivots for day following 29-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1032 |
1.1032 |
1.1032 |
|
| R3 |
1.1032 |
1.1032 |
1.1032 |
|
| R2 |
1.1032 |
1.1032 |
1.1032 |
|
| R1 |
1.1032 |
1.1032 |
1.1032 |
1.1032 |
| PP |
1.1032 |
1.1032 |
1.1032 |
1.1032 |
| S1 |
1.1032 |
1.1032 |
1.1032 |
1.1032 |
| S2 |
1.1032 |
1.1032 |
1.1032 |
|
| S3 |
1.1032 |
1.1032 |
1.1032 |
|
| S4 |
1.1032 |
1.1032 |
1.1032 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1310 |
1.1272 |
1.1098 |
|
| R3 |
1.1216 |
1.1178 |
1.1072 |
|
| R2 |
1.1122 |
1.1122 |
1.1063 |
|
| R1 |
1.1084 |
1.1084 |
1.1055 |
1.1103 |
| PP |
1.1028 |
1.1028 |
1.1028 |
1.1038 |
| S1 |
1.0990 |
1.0990 |
1.1037 |
1.1009 |
| S2 |
1.0934 |
1.0934 |
1.1029 |
|
| S3 |
1.0840 |
1.0896 |
1.1020 |
|
| S4 |
1.0746 |
1.0802 |
1.0994 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1032 |
|
2.618 |
1.1032 |
|
1.618 |
1.1032 |
|
1.000 |
1.1032 |
|
0.618 |
1.1032 |
|
HIGH |
1.1032 |
|
0.618 |
1.1032 |
|
0.500 |
1.1032 |
|
0.382 |
1.1032 |
|
LOW |
1.1032 |
|
0.618 |
1.1032 |
|
1.000 |
1.1032 |
|
1.618 |
1.1032 |
|
2.618 |
1.1032 |
|
4.250 |
1.1032 |
|
|
| Fisher Pivots for day following 29-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1032 |
1.1056 |
| PP |
1.1032 |
1.1048 |
| S1 |
1.1032 |
1.1040 |
|