CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 09-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0833 |
1.0895 |
0.0062 |
0.6% |
1.0592 |
| High |
1.0904 |
1.1044 |
0.0140 |
1.3% |
1.0984 |
| Low |
1.0831 |
1.0880 |
0.0049 |
0.5% |
1.0490 |
| Close |
1.0889 |
1.1027 |
0.0138 |
1.3% |
1.0875 |
| Range |
0.0073 |
0.0164 |
0.0091 |
124.7% |
0.0494 |
| ATR |
0.0114 |
0.0118 |
0.0004 |
3.1% |
0.0000 |
| Volume |
225,011 |
446,556 |
221,545 |
98.5% |
1,848,532 |
|
| Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1476 |
1.1415 |
1.1117 |
|
| R3 |
1.1312 |
1.1251 |
1.1072 |
|
| R2 |
1.1148 |
1.1148 |
1.1057 |
|
| R1 |
1.1087 |
1.1087 |
1.1042 |
1.1118 |
| PP |
1.0984 |
1.0984 |
1.0984 |
1.0999 |
| S1 |
1.0923 |
1.0923 |
1.1012 |
1.0954 |
| S2 |
1.0820 |
1.0820 |
1.0997 |
|
| S3 |
1.0656 |
1.0759 |
1.0982 |
|
| S4 |
1.0492 |
1.0595 |
1.0937 |
|
|
| 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 |
1.1044 |
1.0490 |
0.0554 |
5.0% |
0.0189 |
1.7% |
97% |
True |
False |
417,741 |
| 10 |
1.1044 |
1.0490 |
0.0554 |
5.0% |
0.0133 |
1.2% |
97% |
True |
False |
315,516 |
| 20 |
1.1044 |
1.0490 |
0.0554 |
5.0% |
0.0109 |
1.0% |
97% |
True |
False |
263,196 |
| 40 |
1.1505 |
1.0490 |
0.1015 |
9.2% |
0.0106 |
1.0% |
53% |
False |
False |
238,443 |
| 60 |
1.1505 |
1.0490 |
0.1015 |
9.2% |
0.0108 |
1.0% |
53% |
False |
False |
225,955 |
| 80 |
1.1730 |
1.0490 |
0.1240 |
11.2% |
0.0115 |
1.0% |
43% |
False |
False |
183,215 |
| 100 |
1.1730 |
1.0490 |
0.1240 |
11.2% |
0.0113 |
1.0% |
43% |
False |
False |
146,822 |
| 120 |
1.1730 |
1.0490 |
0.1240 |
11.2% |
0.0115 |
1.0% |
43% |
False |
False |
122,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1741 |
|
2.618 |
1.1473 |
|
1.618 |
1.1309 |
|
1.000 |
1.1208 |
|
0.618 |
1.1145 |
|
HIGH |
1.1044 |
|
0.618 |
1.0981 |
|
0.500 |
1.0962 |
|
0.382 |
1.0943 |
|
LOW |
1.0880 |
|
0.618 |
1.0779 |
|
1.000 |
1.0716 |
|
1.618 |
1.0615 |
|
2.618 |
1.0451 |
|
4.250 |
1.0183 |
|
|
| Fisher Pivots for day following 09-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1005 |
1.0992 |
| PP |
1.0984 |
1.0956 |
| S1 |
1.0962 |
1.0921 |
|