CME Euro FX (E) Future March 2016
| 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 |
1.0900 |
1.0858 |
-0.0042 |
-0.4% |
1.0622 |
| High |
1.0915 |
1.0929 |
0.0014 |
0.1% |
1.1011 |
| Low |
1.0824 |
1.0858 |
0.0034 |
0.3% |
1.0540 |
| Close |
1.0873 |
1.0914 |
0.0041 |
0.4% |
1.0901 |
| Range |
0.0091 |
0.0071 |
-0.0020 |
-22.0% |
0.0471 |
| ATR |
0.0114 |
0.0111 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
66,097 |
87,716 |
21,619 |
32.7% |
114,935 |
|
| Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1113 |
1.1085 |
1.0953 |
|
| R3 |
1.1042 |
1.1014 |
1.0934 |
|
| R2 |
1.0971 |
1.0971 |
1.0927 |
|
| R1 |
1.0943 |
1.0943 |
1.0921 |
1.0957 |
| PP |
1.0900 |
1.0900 |
1.0900 |
1.0908 |
| S1 |
1.0872 |
1.0872 |
1.0907 |
1.0886 |
| S2 |
1.0829 |
1.0829 |
1.0901 |
|
| S3 |
1.0758 |
1.0801 |
1.0894 |
|
| S4 |
1.0687 |
1.0730 |
1.0875 |
|
|
| 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% |
79% |
False |
False |
50,197 |
| 10 |
1.1011 |
1.0540 |
0.0471 |
4.3% |
0.0118 |
1.1% |
79% |
False |
False |
28,055 |
| 20 |
1.1011 |
1.0540 |
0.0471 |
4.3% |
0.0102 |
0.9% |
79% |
False |
False |
15,648 |
| 40 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0101 |
0.9% |
38% |
False |
False |
8,370 |
| 60 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0103 |
0.9% |
38% |
False |
False |
5,718 |
| 80 |
1.1749 |
1.0540 |
0.1209 |
11.1% |
0.0109 |
1.0% |
31% |
False |
False |
4,331 |
| 100 |
1.1749 |
1.0540 |
0.1209 |
11.1% |
0.0106 |
1.0% |
31% |
False |
False |
3,485 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
11.1% |
0.0104 |
0.9% |
31% |
False |
False |
2,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1231 |
|
2.618 |
1.1115 |
|
1.618 |
1.1044 |
|
1.000 |
1.1000 |
|
0.618 |
1.0973 |
|
HIGH |
1.0929 |
|
0.618 |
1.0902 |
|
0.500 |
1.0894 |
|
0.382 |
1.0885 |
|
LOW |
1.0858 |
|
0.618 |
1.0814 |
|
1.000 |
1.0787 |
|
1.618 |
1.0743 |
|
2.618 |
1.0672 |
|
4.250 |
1.0556 |
|
|
| Fisher Pivots for day following 08-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0907 |
1.0911 |
| PP |
1.0900 |
1.0907 |
| S1 |
1.0894 |
1.0904 |
|