CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 04-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2015 |
04-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0609 |
1.0933 |
0.0324 |
3.1% |
1.0592 |
| High |
1.0984 |
1.0959 |
-0.0025 |
-0.2% |
1.0984 |
| Low |
1.0490 |
1.0837 |
0.0347 |
3.3% |
1.0490 |
| Close |
1.0974 |
1.0875 |
-0.0099 |
-0.9% |
1.0875 |
| Range |
0.0494 |
0.0122 |
-0.0372 |
-75.3% |
0.0494 |
| ATR |
0.0118 |
0.0119 |
0.0001 |
1.2% |
0.0000 |
| Volume |
750,906 |
439,242 |
-311,664 |
-41.5% |
1,848,532 |
|
| Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1256 |
1.1188 |
1.0942 |
|
| R3 |
1.1134 |
1.1066 |
1.0909 |
|
| R2 |
1.1012 |
1.1012 |
1.0897 |
|
| R1 |
1.0944 |
1.0944 |
1.0886 |
1.0917 |
| PP |
1.0890 |
1.0890 |
1.0890 |
1.0877 |
| S1 |
1.0822 |
1.0822 |
1.0864 |
1.0795 |
| S2 |
1.0768 |
1.0768 |
1.0853 |
|
| S3 |
1.0646 |
1.0700 |
1.0841 |
|
| S4 |
1.0524 |
1.0578 |
1.0808 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2265 |
1.2064 |
1.1147 |
|
| R3 |
1.1771 |
1.1570 |
1.1011 |
|
| R2 |
1.1277 |
1.1277 |
1.0966 |
|
| R1 |
1.1076 |
1.1076 |
1.0920 |
1.1177 |
| PP |
1.0783 |
1.0783 |
1.0783 |
1.0833 |
| S1 |
1.0582 |
1.0582 |
1.0830 |
1.0683 |
| S2 |
1.0289 |
1.0289 |
1.0784 |
|
| S3 |
0.9795 |
1.0088 |
1.0739 |
|
| S4 |
0.9301 |
0.9594 |
1.0603 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0984 |
1.0490 |
0.0494 |
4.5% |
0.0162 |
1.5% |
78% |
False |
False |
369,706 |
| 10 |
1.0984 |
1.0490 |
0.0494 |
4.5% |
0.0122 |
1.1% |
78% |
False |
False |
287,364 |
| 20 |
1.0984 |
1.0490 |
0.0494 |
4.5% |
0.0110 |
1.0% |
78% |
False |
False |
253,165 |
| 40 |
1.1505 |
1.0490 |
0.1015 |
9.3% |
0.0104 |
1.0% |
38% |
False |
False |
227,205 |
| 60 |
1.1505 |
1.0490 |
0.1015 |
9.3% |
0.0106 |
1.0% |
38% |
False |
False |
220,149 |
| 80 |
1.1730 |
1.0490 |
0.1240 |
11.4% |
0.0114 |
1.1% |
31% |
False |
False |
172,031 |
| 100 |
1.1730 |
1.0490 |
0.1240 |
11.4% |
0.0112 |
1.0% |
31% |
False |
False |
137,866 |
| 120 |
1.1730 |
1.0490 |
0.1240 |
11.4% |
0.0115 |
1.1% |
31% |
False |
False |
114,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1478 |
|
2.618 |
1.1278 |
|
1.618 |
1.1156 |
|
1.000 |
1.1081 |
|
0.618 |
1.1034 |
|
HIGH |
1.0959 |
|
0.618 |
1.0912 |
|
0.500 |
1.0898 |
|
0.382 |
1.0884 |
|
LOW |
1.0837 |
|
0.618 |
1.0762 |
|
1.000 |
1.0715 |
|
1.618 |
1.0640 |
|
2.618 |
1.0518 |
|
4.250 |
1.0319 |
|
|
| Fisher Pivots for day following 04-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0898 |
1.0829 |
| PP |
1.0890 |
1.0783 |
| S1 |
1.0883 |
1.0737 |
|