CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 15-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2015 |
15-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1001 |
1.1027 |
0.0026 |
0.2% |
1.0900 |
| High |
1.1077 |
1.1088 |
0.0011 |
0.1% |
1.1070 |
| Low |
1.0973 |
1.0933 |
-0.0040 |
-0.4% |
1.0824 |
| Close |
1.1027 |
1.0946 |
-0.0081 |
-0.7% |
1.1020 |
| Range |
0.0104 |
0.0155 |
0.0051 |
49.0% |
0.0246 |
| ATR |
0.0112 |
0.0115 |
0.0003 |
2.7% |
0.0000 |
| Volume |
225,101 |
220,146 |
-4,955 |
-2.2% |
925,150 |
|
| Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1454 |
1.1355 |
1.1031 |
|
| R3 |
1.1299 |
1.1200 |
1.0989 |
|
| R2 |
1.1144 |
1.1144 |
1.0974 |
|
| R1 |
1.1045 |
1.1045 |
1.0960 |
1.1017 |
| PP |
1.0989 |
1.0989 |
1.0989 |
1.0975 |
| S1 |
1.0890 |
1.0890 |
1.0932 |
1.0862 |
| S2 |
1.0834 |
1.0834 |
1.0918 |
|
| S3 |
1.0679 |
1.0735 |
1.0903 |
|
| S4 |
1.0524 |
1.0580 |
1.0861 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1709 |
1.1611 |
1.1155 |
|
| R3 |
1.1463 |
1.1365 |
1.1088 |
|
| R2 |
1.1217 |
1.1217 |
1.1065 |
|
| R1 |
1.1119 |
1.1119 |
1.1043 |
1.1168 |
| PP |
1.0971 |
1.0971 |
1.0971 |
1.0996 |
| S1 |
1.0873 |
1.0873 |
1.0997 |
1.0922 |
| S2 |
1.0725 |
1.0725 |
1.0975 |
|
| S3 |
1.0479 |
1.0627 |
1.0952 |
|
| S4 |
1.0233 |
1.0381 |
1.0885 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1088 |
1.0905 |
0.0183 |
1.7% |
0.0125 |
1.1% |
22% |
True |
False |
243,316 |
| 10 |
1.1088 |
1.0540 |
0.0548 |
5.0% |
0.0146 |
1.3% |
74% |
True |
False |
146,757 |
| 20 |
1.1088 |
1.0540 |
0.0548 |
5.0% |
0.0109 |
1.0% |
74% |
True |
False |
75,878 |
| 40 |
1.1415 |
1.0540 |
0.0875 |
8.0% |
0.0106 |
1.0% |
46% |
False |
False |
38,734 |
| 60 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0102 |
0.9% |
41% |
False |
False |
25,965 |
| 80 |
1.1749 |
1.0540 |
0.1209 |
11.0% |
0.0110 |
1.0% |
34% |
False |
False |
19,529 |
| 100 |
1.1749 |
1.0540 |
0.1209 |
11.0% |
0.0108 |
1.0% |
34% |
False |
False |
15,648 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
11.0% |
0.0106 |
1.0% |
34% |
False |
False |
13,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1747 |
|
2.618 |
1.1494 |
|
1.618 |
1.1339 |
|
1.000 |
1.1243 |
|
0.618 |
1.1184 |
|
HIGH |
1.1088 |
|
0.618 |
1.1029 |
|
0.500 |
1.1011 |
|
0.382 |
1.0992 |
|
LOW |
1.0933 |
|
0.618 |
1.0837 |
|
1.000 |
1.0778 |
|
1.618 |
1.0682 |
|
2.618 |
1.0527 |
|
4.250 |
1.0274 |
|
|
| Fisher Pivots for day following 15-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1011 |
1.1011 |
| PP |
1.0989 |
1.0989 |
| S1 |
1.0968 |
1.0968 |
|