CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 08-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2015 |
08-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0875 |
1.0833 |
-0.0042 |
-0.4% |
1.0592 |
| High |
1.0889 |
1.0904 |
0.0015 |
0.1% |
1.0984 |
| Low |
1.0797 |
1.0831 |
0.0034 |
0.3% |
1.0490 |
| Close |
1.0847 |
1.0889 |
0.0042 |
0.4% |
1.0875 |
| Range |
0.0092 |
0.0073 |
-0.0019 |
-20.7% |
0.0494 |
| ATR |
0.0117 |
0.0114 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
226,990 |
225,011 |
-1,979 |
-0.9% |
1,848,532 |
|
| Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1094 |
1.1064 |
1.0929 |
|
| R3 |
1.1021 |
1.0991 |
1.0909 |
|
| R2 |
1.0948 |
1.0948 |
1.0902 |
|
| R1 |
1.0918 |
1.0918 |
1.0896 |
1.0933 |
| PP |
1.0875 |
1.0875 |
1.0875 |
1.0882 |
| S1 |
1.0845 |
1.0845 |
1.0882 |
1.0860 |
| S2 |
1.0802 |
1.0802 |
1.0876 |
|
| S3 |
1.0729 |
1.0772 |
1.0869 |
|
| S4 |
1.0656 |
1.0699 |
1.0849 |
|
|
| 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% |
0.0172 |
1.6% |
81% |
False |
False |
380,572 |
| 10 |
1.0984 |
1.0490 |
0.0494 |
4.5% |
0.0123 |
1.1% |
81% |
False |
False |
290,122 |
| 20 |
1.0984 |
1.0490 |
0.0494 |
4.5% |
0.0106 |
1.0% |
81% |
False |
False |
250,560 |
| 40 |
1.1505 |
1.0490 |
0.1015 |
9.3% |
0.0104 |
1.0% |
39% |
False |
False |
231,318 |
| 60 |
1.1505 |
1.0490 |
0.1015 |
9.3% |
0.0106 |
1.0% |
39% |
False |
False |
221,075 |
| 80 |
1.1730 |
1.0490 |
0.1240 |
11.4% |
0.0114 |
1.0% |
32% |
False |
False |
177,641 |
| 100 |
1.1730 |
1.0490 |
0.1240 |
11.4% |
0.0112 |
1.0% |
32% |
False |
False |
142,373 |
| 120 |
1.1730 |
1.0490 |
0.1240 |
11.4% |
0.0115 |
1.1% |
32% |
False |
False |
118,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1214 |
|
2.618 |
1.1095 |
|
1.618 |
1.1022 |
|
1.000 |
1.0977 |
|
0.618 |
1.0949 |
|
HIGH |
1.0904 |
|
0.618 |
1.0876 |
|
0.500 |
1.0868 |
|
0.382 |
1.0859 |
|
LOW |
1.0831 |
|
0.618 |
1.0786 |
|
1.000 |
1.0758 |
|
1.618 |
1.0713 |
|
2.618 |
1.0640 |
|
4.250 |
1.0521 |
|
|
| Fisher Pivots for day following 08-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0882 |
1.0885 |
| PP |
1.0875 |
1.0882 |
| S1 |
1.0868 |
1.0878 |
|