CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 10-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2015 |
10-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0895 |
1.1020 |
0.0125 |
1.1% |
1.0592 |
| High |
1.1044 |
1.1022 |
-0.0022 |
-0.2% |
1.0984 |
| Low |
1.0880 |
1.0925 |
0.0045 |
0.4% |
1.0490 |
| Close |
1.1027 |
1.0937 |
-0.0090 |
-0.8% |
1.0875 |
| Range |
0.0164 |
0.0097 |
-0.0067 |
-40.9% |
0.0494 |
| ATR |
0.0118 |
0.0116 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
446,556 |
373,583 |
-72,973 |
-16.3% |
1,848,532 |
|
| Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1252 |
1.1192 |
1.0990 |
|
| R3 |
1.1155 |
1.1095 |
1.0964 |
|
| R2 |
1.1058 |
1.1058 |
1.0955 |
|
| R1 |
1.0998 |
1.0998 |
1.0946 |
1.0980 |
| PP |
1.0961 |
1.0961 |
1.0961 |
1.0952 |
| S1 |
1.0901 |
1.0901 |
1.0928 |
1.0883 |
| S2 |
1.0864 |
1.0864 |
1.0919 |
|
| S3 |
1.0767 |
1.0804 |
1.0910 |
|
| S4 |
1.0670 |
1.0707 |
1.0884 |
|
|
| 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 |
1.0797 |
0.0247 |
2.3% |
0.0110 |
1.0% |
57% |
False |
False |
342,276 |
| 10 |
1.1044 |
1.0490 |
0.0554 |
5.1% |
0.0131 |
1.2% |
81% |
False |
False |
328,022 |
| 20 |
1.1044 |
1.0490 |
0.0554 |
5.1% |
0.0111 |
1.0% |
81% |
False |
False |
273,184 |
| 40 |
1.1505 |
1.0490 |
0.1015 |
9.3% |
0.0106 |
1.0% |
44% |
False |
False |
242,772 |
| 60 |
1.1505 |
1.0490 |
0.1015 |
9.3% |
0.0107 |
1.0% |
44% |
False |
False |
229,208 |
| 80 |
1.1730 |
1.0490 |
0.1240 |
11.3% |
0.0115 |
1.1% |
36% |
False |
False |
187,868 |
| 100 |
1.1730 |
1.0490 |
0.1240 |
11.3% |
0.0113 |
1.0% |
36% |
False |
False |
150,538 |
| 120 |
1.1730 |
1.0490 |
0.1240 |
11.3% |
0.0115 |
1.1% |
36% |
False |
False |
125,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1434 |
|
2.618 |
1.1276 |
|
1.618 |
1.1179 |
|
1.000 |
1.1119 |
|
0.618 |
1.1082 |
|
HIGH |
1.1022 |
|
0.618 |
1.0985 |
|
0.500 |
1.0974 |
|
0.382 |
1.0962 |
|
LOW |
1.0925 |
|
0.618 |
1.0865 |
|
1.000 |
1.0828 |
|
1.618 |
1.0768 |
|
2.618 |
1.0671 |
|
4.250 |
1.0513 |
|
|
| Fisher Pivots for day following 10-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0974 |
1.0938 |
| PP |
1.0961 |
1.0937 |
| S1 |
1.0949 |
1.0937 |
|