CME Euro FX (E) Future March 2016
| 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 |
1.0641 |
1.0960 |
0.0319 |
3.0% |
1.0622 |
| High |
1.1011 |
1.0984 |
-0.0027 |
-0.2% |
1.1011 |
| Low |
1.0540 |
1.0864 |
0.0324 |
3.1% |
1.0540 |
| Close |
1.1001 |
1.0901 |
-0.0100 |
-0.9% |
1.0901 |
| Range |
0.0471 |
0.0120 |
-0.0351 |
-74.5% |
0.0471 |
| ATR |
0.0114 |
0.0116 |
0.0002 |
1.4% |
0.0000 |
| Volume |
47,772 |
38,104 |
-9,668 |
-20.2% |
114,935 |
|
| Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1276 |
1.1209 |
1.0967 |
|
| R3 |
1.1156 |
1.1089 |
1.0934 |
|
| R2 |
1.1036 |
1.1036 |
1.0923 |
|
| R1 |
1.0969 |
1.0969 |
1.0912 |
1.0943 |
| PP |
1.0916 |
1.0916 |
1.0916 |
1.0903 |
| S1 |
1.0849 |
1.0849 |
1.0890 |
1.0823 |
| S2 |
1.0796 |
1.0796 |
1.0879 |
|
| S3 |
1.0676 |
1.0729 |
1.0868 |
|
| S4 |
1.0556 |
1.0609 |
1.0835 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2230 |
1.2037 |
1.1160 |
|
| R3 |
1.1759 |
1.1566 |
1.1031 |
|
| R2 |
1.1288 |
1.1288 |
1.0987 |
|
| R1 |
1.1095 |
1.1095 |
1.0944 |
1.1192 |
| PP |
1.0817 |
1.0817 |
1.0817 |
1.0866 |
| S1 |
1.0624 |
1.0624 |
1.0858 |
1.0721 |
| S2 |
1.0346 |
1.0346 |
1.0815 |
|
| S3 |
0.9875 |
1.0153 |
1.0771 |
|
| S4 |
0.9404 |
0.9682 |
1.0642 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1011 |
1.0540 |
0.0471 |
4.3% |
0.0156 |
1.4% |
77% |
False |
False |
22,987 |
| 10 |
1.1011 |
1.0540 |
0.0471 |
4.3% |
0.0117 |
1.1% |
77% |
False |
False |
13,668 |
| 20 |
1.1011 |
1.0540 |
0.0471 |
4.3% |
0.0107 |
1.0% |
77% |
False |
False |
8,251 |
| 40 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0101 |
0.9% |
37% |
False |
False |
4,540 |
| 60 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0103 |
0.9% |
37% |
False |
False |
3,158 |
| 80 |
1.1749 |
1.0540 |
0.1209 |
11.1% |
0.0109 |
1.0% |
30% |
False |
False |
2,413 |
| 100 |
1.1749 |
1.0540 |
0.1209 |
11.1% |
0.0106 |
1.0% |
30% |
False |
False |
1,947 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
11.1% |
0.0103 |
0.9% |
30% |
False |
False |
1,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1494 |
|
2.618 |
1.1298 |
|
1.618 |
1.1178 |
|
1.000 |
1.1104 |
|
0.618 |
1.1058 |
|
HIGH |
1.0984 |
|
0.618 |
1.0938 |
|
0.500 |
1.0924 |
|
0.382 |
1.0910 |
|
LOW |
1.0864 |
|
0.618 |
1.0790 |
|
1.000 |
1.0744 |
|
1.618 |
1.0670 |
|
2.618 |
1.0550 |
|
4.250 |
1.0354 |
|
|
| Fisher Pivots for day following 04-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0924 |
1.0859 |
| PP |
1.0916 |
1.0817 |
| S1 |
1.0909 |
1.0776 |
|