CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 17-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2015 |
17-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0960 |
1.0922 |
-0.0038 |
-0.3% |
1.0900 |
| High |
1.1040 |
1.0922 |
-0.0118 |
-1.1% |
1.1070 |
| Low |
1.0915 |
1.0828 |
-0.0087 |
-0.8% |
1.0824 |
| Close |
1.1008 |
1.0830 |
-0.0178 |
-1.6% |
1.1020 |
| Range |
0.0125 |
0.0094 |
-0.0031 |
-24.8% |
0.0246 |
| ATR |
0.0116 |
0.0121 |
0.0005 |
3.9% |
0.0000 |
| Volume |
291,916 |
225,946 |
-65,970 |
-22.6% |
925,150 |
|
| Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1142 |
1.1080 |
1.0882 |
|
| R3 |
1.1048 |
1.0986 |
1.0856 |
|
| R2 |
1.0954 |
1.0954 |
1.0847 |
|
| R1 |
1.0892 |
1.0892 |
1.0839 |
1.0876 |
| PP |
1.0860 |
1.0860 |
1.0860 |
1.0852 |
| S1 |
1.0798 |
1.0798 |
1.0821 |
1.0782 |
| S2 |
1.0766 |
1.0766 |
1.0813 |
|
| S3 |
1.0672 |
1.0704 |
1.0804 |
|
| S4 |
1.0578 |
1.0610 |
1.0778 |
|
|
| 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 |
1.0828 |
0.0260 |
2.4% |
0.0117 |
1.1% |
1% |
False |
True |
249,072 |
| 10 |
1.1088 |
1.0824 |
0.0264 |
2.4% |
0.0113 |
1.0% |
2% |
False |
False |
192,636 |
| 20 |
1.1088 |
1.0540 |
0.0548 |
5.1% |
0.0114 |
1.0% |
53% |
False |
False |
101,561 |
| 40 |
1.1378 |
1.0540 |
0.0838 |
7.7% |
0.0109 |
1.0% |
35% |
False |
False |
51,665 |
| 60 |
1.1524 |
1.0540 |
0.0984 |
9.1% |
0.0103 |
0.9% |
29% |
False |
False |
34,586 |
| 80 |
1.1597 |
1.0540 |
0.1057 |
9.8% |
0.0107 |
1.0% |
27% |
False |
False |
25,996 |
| 100 |
1.1749 |
1.0540 |
0.1209 |
11.2% |
0.0109 |
1.0% |
24% |
False |
False |
20,826 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
11.2% |
0.0105 |
1.0% |
24% |
False |
False |
17,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1322 |
|
2.618 |
1.1168 |
|
1.618 |
1.1074 |
|
1.000 |
1.1016 |
|
0.618 |
1.0980 |
|
HIGH |
1.0922 |
|
0.618 |
1.0886 |
|
0.500 |
1.0875 |
|
0.382 |
1.0864 |
|
LOW |
1.0828 |
|
0.618 |
1.0770 |
|
1.000 |
1.0734 |
|
1.618 |
1.0676 |
|
2.618 |
1.0582 |
|
4.250 |
1.0429 |
|
|
| Fisher Pivots for day following 17-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0875 |
1.0958 |
| PP |
1.0860 |
1.0915 |
| S1 |
1.0845 |
1.0873 |
|