CME Euro FX (E) Future March 2016
| 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 |
1.0918 |
1.1047 |
0.0129 |
1.2% |
1.0622 |
| High |
1.1070 |
1.1048 |
-0.0022 |
-0.2% |
1.1011 |
| Low |
1.0905 |
1.0954 |
0.0049 |
0.4% |
1.0540 |
| Close |
1.1053 |
1.0965 |
-0.0088 |
-0.8% |
1.0901 |
| Range |
0.0165 |
0.0094 |
-0.0071 |
-43.0% |
0.0471 |
| ATR |
0.0115 |
0.0114 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
231,644 |
257,438 |
25,794 |
11.1% |
114,935 |
|
| Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1271 |
1.1212 |
1.1017 |
|
| R3 |
1.1177 |
1.1118 |
1.0991 |
|
| R2 |
1.1083 |
1.1083 |
1.0982 |
|
| R1 |
1.1024 |
1.1024 |
1.0974 |
1.1007 |
| PP |
1.0989 |
1.0989 |
1.0989 |
1.0980 |
| S1 |
1.0930 |
1.0930 |
1.0956 |
1.0913 |
| S2 |
1.0895 |
1.0895 |
1.0948 |
|
| S3 |
1.0801 |
1.0836 |
1.0939 |
|
| S4 |
1.0707 |
1.0742 |
1.0913 |
|
|
| 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 |
1.0824 |
0.0246 |
2.2% |
0.0108 |
1.0% |
57% |
False |
False |
136,199 |
| 10 |
1.1070 |
1.0540 |
0.0530 |
4.8% |
0.0127 |
1.2% |
80% |
False |
False |
76,140 |
| 20 |
1.1070 |
1.0540 |
0.0530 |
4.8% |
0.0107 |
1.0% |
80% |
False |
False |
39,988 |
| 40 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0103 |
0.9% |
43% |
False |
False |
20,584 |
| 60 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0105 |
1.0% |
43% |
False |
False |
13,861 |
| 80 |
1.1749 |
1.0540 |
0.1209 |
11.0% |
0.0111 |
1.0% |
35% |
False |
False |
10,440 |
| 100 |
1.1749 |
1.0540 |
0.1209 |
11.0% |
0.0107 |
1.0% |
35% |
False |
False |
8,374 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
11.0% |
0.0105 |
1.0% |
35% |
False |
False |
6,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1448 |
|
2.618 |
1.1294 |
|
1.618 |
1.1200 |
|
1.000 |
1.1142 |
|
0.618 |
1.1106 |
|
HIGH |
1.1048 |
|
0.618 |
1.1012 |
|
0.500 |
1.1001 |
|
0.382 |
1.0990 |
|
LOW |
1.0954 |
|
0.618 |
1.0896 |
|
1.000 |
1.0860 |
|
1.618 |
1.0802 |
|
2.618 |
1.0708 |
|
4.250 |
1.0555 |
|
|
| Fisher Pivots for day following 10-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1001 |
1.0965 |
| PP |
1.0989 |
1.0964 |
| S1 |
1.0977 |
1.0964 |
|