CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 07-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2015 |
07-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0933 |
1.0875 |
-0.0058 |
-0.5% |
1.0592 |
| High |
1.0959 |
1.0889 |
-0.0070 |
-0.6% |
1.0984 |
| Low |
1.0837 |
1.0797 |
-0.0040 |
-0.4% |
1.0490 |
| Close |
1.0875 |
1.0847 |
-0.0028 |
-0.3% |
1.0875 |
| Range |
0.0122 |
0.0092 |
-0.0030 |
-24.6% |
0.0494 |
| ATR |
0.0119 |
0.0117 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
439,242 |
226,990 |
-212,252 |
-48.3% |
1,848,532 |
|
| Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1120 |
1.1076 |
1.0898 |
|
| R3 |
1.1028 |
1.0984 |
1.0872 |
|
| R2 |
1.0936 |
1.0936 |
1.0864 |
|
| R1 |
1.0892 |
1.0892 |
1.0855 |
1.0868 |
| PP |
1.0844 |
1.0844 |
1.0844 |
1.0833 |
| S1 |
1.0800 |
1.0800 |
1.0839 |
1.0776 |
| S2 |
1.0752 |
1.0752 |
1.0830 |
|
| S3 |
1.0660 |
1.0708 |
1.0822 |
|
| S4 |
1.0568 |
1.0616 |
1.0796 |
|
|
| 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 |
4.6% |
0.0173 |
1.6% |
72% |
False |
False |
379,230 |
| 10 |
1.0984 |
1.0490 |
0.0494 |
4.6% |
0.0122 |
1.1% |
72% |
False |
False |
288,399 |
| 20 |
1.0984 |
1.0490 |
0.0494 |
4.6% |
0.0105 |
1.0% |
72% |
False |
False |
249,341 |
| 40 |
1.1505 |
1.0490 |
0.1015 |
9.4% |
0.0103 |
1.0% |
35% |
False |
False |
227,629 |
| 60 |
1.1505 |
1.0490 |
0.1015 |
9.4% |
0.0106 |
1.0% |
35% |
False |
False |
219,926 |
| 80 |
1.1730 |
1.0490 |
0.1240 |
11.4% |
0.0114 |
1.1% |
29% |
False |
False |
174,842 |
| 100 |
1.1730 |
1.0490 |
0.1240 |
11.4% |
0.0112 |
1.0% |
29% |
False |
False |
140,129 |
| 120 |
1.1730 |
1.0490 |
0.1240 |
11.4% |
0.0115 |
1.1% |
29% |
False |
False |
116,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1280 |
|
2.618 |
1.1130 |
|
1.618 |
1.1038 |
|
1.000 |
1.0981 |
|
0.618 |
1.0946 |
|
HIGH |
1.0889 |
|
0.618 |
1.0854 |
|
0.500 |
1.0843 |
|
0.382 |
1.0832 |
|
LOW |
1.0797 |
|
0.618 |
1.0740 |
|
1.000 |
1.0705 |
|
1.618 |
1.0648 |
|
2.618 |
1.0556 |
|
4.250 |
1.0406 |
|
|
| Fisher Pivots for day following 07-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0846 |
1.0810 |
| PP |
1.0844 |
1.0774 |
| S1 |
1.0843 |
1.0737 |
|