CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 31-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2015 |
31-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1014 |
1.1012 |
-0.0002 |
0.0% |
1.0972 |
| High |
1.1016 |
1.1012 |
-0.0004 |
0.0% |
1.1066 |
| Low |
1.1011 |
1.0958 |
-0.0053 |
-0.5% |
1.0972 |
| Close |
1.1016 |
1.0958 |
-0.0058 |
-0.5% |
1.1046 |
| Range |
0.0005 |
0.0054 |
0.0049 |
980.0% |
0.0094 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
2 |
7 |
5 |
250.0% |
22 |
|
| Daily Pivots for day following 31-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1138 |
1.1102 |
1.0988 |
|
| R3 |
1.1084 |
1.1048 |
1.0973 |
|
| R2 |
1.1030 |
1.1030 |
1.0968 |
|
| R1 |
1.0994 |
1.0994 |
1.0963 |
1.0985 |
| PP |
1.0976 |
1.0976 |
1.0976 |
1.0972 |
| S1 |
1.0940 |
1.0940 |
1.0953 |
1.0931 |
| S2 |
1.0922 |
1.0922 |
1.0948 |
|
| S3 |
1.0868 |
1.0886 |
1.0943 |
|
| S4 |
1.0814 |
1.0832 |
1.0928 |
|
|
| 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 |
1.1242 |
|
2.618 |
1.1153 |
|
1.618 |
1.1099 |
|
1.000 |
1.1066 |
|
0.618 |
1.1045 |
|
HIGH |
1.1012 |
|
0.618 |
1.0991 |
|
0.500 |
1.0985 |
|
0.382 |
1.0979 |
|
LOW |
1.0958 |
|
0.618 |
1.0925 |
|
1.000 |
1.0904 |
|
1.618 |
1.0871 |
|
2.618 |
1.0817 |
|
4.250 |
1.0729 |
|
|
| Fisher Pivots for day following 31-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0985 |
1.0995 |
| PP |
1.0976 |
1.0983 |
| S1 |
1.0967 |
1.0970 |
|