CME Euro FX (E) Future March 2016
| 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 |
1.0960 |
1.0900 |
-0.0060 |
-0.5% |
1.0622 |
| High |
1.0984 |
1.0915 |
-0.0069 |
-0.6% |
1.1011 |
| Low |
1.0864 |
1.0824 |
-0.0040 |
-0.4% |
1.0540 |
| Close |
1.0901 |
1.0873 |
-0.0028 |
-0.3% |
1.0901 |
| Range |
0.0120 |
0.0091 |
-0.0029 |
-24.2% |
0.0471 |
| ATR |
0.0116 |
0.0114 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
38,104 |
66,097 |
27,993 |
73.5% |
114,935 |
|
| Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1144 |
1.1099 |
1.0923 |
|
| R3 |
1.1053 |
1.1008 |
1.0898 |
|
| R2 |
1.0962 |
1.0962 |
1.0890 |
|
| R1 |
1.0917 |
1.0917 |
1.0881 |
1.0894 |
| PP |
1.0871 |
1.0871 |
1.0871 |
1.0859 |
| S1 |
1.0826 |
1.0826 |
1.0865 |
1.0803 |
| S2 |
1.0780 |
1.0780 |
1.0856 |
|
| S3 |
1.0689 |
1.0735 |
1.0848 |
|
| S4 |
1.0598 |
1.0644 |
1.0823 |
|
|
| 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% |
0.0167 |
1.5% |
71% |
False |
False |
34,869 |
| 10 |
1.1011 |
1.0540 |
0.0471 |
4.3% |
0.0117 |
1.1% |
71% |
False |
False |
19,754 |
| 20 |
1.1011 |
1.0540 |
0.0471 |
4.3% |
0.0102 |
0.9% |
71% |
False |
False |
11,461 |
| 40 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0100 |
0.9% |
34% |
False |
False |
6,183 |
| 60 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0103 |
0.9% |
34% |
False |
False |
4,258 |
| 80 |
1.1749 |
1.0540 |
0.1209 |
11.1% |
0.0109 |
1.0% |
28% |
False |
False |
3,238 |
| 100 |
1.1749 |
1.0540 |
0.1209 |
11.1% |
0.0106 |
1.0% |
28% |
False |
False |
2,607 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
11.1% |
0.0103 |
1.0% |
28% |
False |
False |
2,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1302 |
|
2.618 |
1.1153 |
|
1.618 |
1.1062 |
|
1.000 |
1.1006 |
|
0.618 |
1.0971 |
|
HIGH |
1.0915 |
|
0.618 |
1.0880 |
|
0.500 |
1.0870 |
|
0.382 |
1.0859 |
|
LOW |
1.0824 |
|
0.618 |
1.0768 |
|
1.000 |
1.0733 |
|
1.618 |
1.0677 |
|
2.618 |
1.0586 |
|
4.250 |
1.0437 |
|
|
| Fisher Pivots for day following 07-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0872 |
1.0841 |
| PP |
1.0871 |
1.0808 |
| S1 |
1.0870 |
1.0776 |
|