CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 16-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1027 |
1.0960 |
-0.0067 |
-0.6% |
1.0900 |
| High |
1.1088 |
1.1040 |
-0.0048 |
-0.4% |
1.1070 |
| Low |
1.0933 |
1.0915 |
-0.0018 |
-0.2% |
1.0824 |
| Close |
1.0946 |
1.1008 |
0.0062 |
0.6% |
1.1020 |
| Range |
0.0155 |
0.0125 |
-0.0030 |
-19.4% |
0.0246 |
| ATR |
0.0115 |
0.0116 |
0.0001 |
0.6% |
0.0000 |
| Volume |
220,146 |
291,916 |
71,770 |
32.6% |
925,150 |
|
| Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1363 |
1.1310 |
1.1077 |
|
| R3 |
1.1238 |
1.1185 |
1.1042 |
|
| R2 |
1.1113 |
1.1113 |
1.1031 |
|
| R1 |
1.1060 |
1.1060 |
1.1019 |
1.1087 |
| PP |
1.0988 |
1.0988 |
1.0988 |
1.1001 |
| S1 |
1.0935 |
1.0935 |
1.0997 |
1.0962 |
| S2 |
1.0863 |
1.0863 |
1.0985 |
|
| S3 |
1.0738 |
1.0810 |
1.0974 |
|
| S4 |
1.0613 |
1.0685 |
1.0939 |
|
|
| 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 |
1.0915 |
0.0173 |
1.6% |
0.0117 |
1.1% |
54% |
False |
True |
255,371 |
| 10 |
1.1088 |
1.0540 |
0.0548 |
5.0% |
0.0150 |
1.4% |
85% |
False |
False |
174,818 |
| 20 |
1.1088 |
1.0540 |
0.0548 |
5.0% |
0.0113 |
1.0% |
85% |
False |
False |
90,376 |
| 40 |
1.1406 |
1.0540 |
0.0866 |
7.9% |
0.0107 |
1.0% |
54% |
False |
False |
46,023 |
| 60 |
1.1524 |
1.0540 |
0.0984 |
8.9% |
0.0103 |
0.9% |
48% |
False |
False |
30,827 |
| 80 |
1.1630 |
1.0540 |
0.1090 |
9.9% |
0.0108 |
1.0% |
43% |
False |
False |
23,174 |
| 100 |
1.1749 |
1.0540 |
0.1209 |
11.0% |
0.0108 |
1.0% |
39% |
False |
False |
18,567 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
11.0% |
0.0106 |
1.0% |
39% |
False |
False |
15,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1571 |
|
2.618 |
1.1367 |
|
1.618 |
1.1242 |
|
1.000 |
1.1165 |
|
0.618 |
1.1117 |
|
HIGH |
1.1040 |
|
0.618 |
1.0992 |
|
0.500 |
1.0978 |
|
0.382 |
1.0963 |
|
LOW |
1.0915 |
|
0.618 |
1.0838 |
|
1.000 |
1.0790 |
|
1.618 |
1.0713 |
|
2.618 |
1.0588 |
|
4.250 |
1.0384 |
|
|
| Fisher Pivots for day following 16-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0998 |
1.1006 |
| PP |
1.0988 |
1.1004 |
| S1 |
1.0978 |
1.1002 |
|