CME Euro FX (E) Future March 2016
| 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 |
1.0858 |
1.0918 |
0.0060 |
0.6% |
1.0622 |
| High |
1.0929 |
1.1070 |
0.0141 |
1.3% |
1.1011 |
| Low |
1.0858 |
1.0905 |
0.0047 |
0.4% |
1.0540 |
| Close |
1.0914 |
1.1053 |
0.0139 |
1.3% |
1.0901 |
| Range |
0.0071 |
0.0165 |
0.0094 |
132.4% |
0.0471 |
| ATR |
0.0111 |
0.0115 |
0.0004 |
3.5% |
0.0000 |
| Volume |
87,716 |
231,644 |
143,928 |
164.1% |
114,935 |
|
| Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1504 |
1.1444 |
1.1144 |
|
| R3 |
1.1339 |
1.1279 |
1.1098 |
|
| R2 |
1.1174 |
1.1174 |
1.1083 |
|
| R1 |
1.1114 |
1.1114 |
1.1068 |
1.1144 |
| PP |
1.1009 |
1.1009 |
1.1009 |
1.1025 |
| S1 |
1.0949 |
1.0949 |
1.1038 |
1.0979 |
| S2 |
1.0844 |
1.0844 |
1.1023 |
|
| S3 |
1.0679 |
1.0784 |
1.1008 |
|
| S4 |
1.0514 |
1.0619 |
1.0962 |
|
|
| 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 |
1.1070 |
1.0540 |
0.0530 |
4.8% |
0.0184 |
1.7% |
97% |
True |
False |
94,266 |
| 10 |
1.1070 |
1.0540 |
0.0530 |
4.8% |
0.0130 |
1.2% |
97% |
True |
False |
50,889 |
| 20 |
1.1070 |
1.0540 |
0.0530 |
4.8% |
0.0106 |
1.0% |
97% |
True |
False |
27,177 |
| 40 |
1.1524 |
1.0540 |
0.0984 |
8.9% |
0.0104 |
0.9% |
52% |
False |
False |
14,156 |
| 60 |
1.1524 |
1.0540 |
0.0984 |
8.9% |
0.0105 |
0.9% |
52% |
False |
False |
9,575 |
| 80 |
1.1749 |
1.0540 |
0.1209 |
10.9% |
0.0110 |
1.0% |
42% |
False |
False |
7,224 |
| 100 |
1.1749 |
1.0540 |
0.1209 |
10.9% |
0.0107 |
1.0% |
42% |
False |
False |
5,801 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
10.9% |
0.0104 |
0.9% |
42% |
False |
False |
4,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1771 |
|
2.618 |
1.1502 |
|
1.618 |
1.1337 |
|
1.000 |
1.1235 |
|
0.618 |
1.1172 |
|
HIGH |
1.1070 |
|
0.618 |
1.1007 |
|
0.500 |
1.0988 |
|
0.382 |
1.0968 |
|
LOW |
1.0905 |
|
0.618 |
1.0803 |
|
1.000 |
1.0740 |
|
1.618 |
1.0638 |
|
2.618 |
1.0473 |
|
4.250 |
1.0204 |
|
|
| Fisher Pivots for day following 09-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1031 |
1.1018 |
| PP |
1.1009 |
1.0982 |
| S1 |
1.0988 |
1.0947 |
|