CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 21-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2015 |
21-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0860 |
1.0887 |
0.0027 |
0.2% |
1.1001 |
| High |
1.0900 |
1.0965 |
0.0065 |
0.6% |
1.1088 |
| Low |
1.0830 |
1.0874 |
0.0044 |
0.4% |
1.0828 |
| Close |
1.0891 |
1.0952 |
0.0061 |
0.6% |
1.0891 |
| Range |
0.0070 |
0.0091 |
0.0021 |
30.0% |
0.0260 |
| ATR |
0.0117 |
0.0115 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
192,169 |
135,047 |
-57,122 |
-29.7% |
1,155,278 |
|
| Daily Pivots for day following 21-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1203 |
1.1169 |
1.1002 |
|
| R3 |
1.1112 |
1.1078 |
1.0977 |
|
| R2 |
1.1021 |
1.1021 |
1.0969 |
|
| R1 |
1.0987 |
1.0987 |
1.0960 |
1.1004 |
| PP |
1.0930 |
1.0930 |
1.0930 |
1.0939 |
| S1 |
1.0896 |
1.0896 |
1.0944 |
1.0913 |
| S2 |
1.0839 |
1.0839 |
1.0935 |
|
| S3 |
1.0748 |
1.0805 |
1.0927 |
|
| S4 |
1.0657 |
1.0714 |
1.0902 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1716 |
1.1563 |
1.1034 |
|
| R3 |
1.1456 |
1.1303 |
1.0963 |
|
| R2 |
1.1196 |
1.1196 |
1.0939 |
|
| R1 |
1.1043 |
1.1043 |
1.0915 |
1.0990 |
| PP |
1.0936 |
1.0936 |
1.0936 |
1.0909 |
| S1 |
1.0783 |
1.0783 |
1.0867 |
1.0730 |
| S2 |
1.0676 |
1.0676 |
1.0843 |
|
| S3 |
1.0416 |
1.0523 |
1.0820 |
|
| S4 |
1.0156 |
1.0263 |
1.0748 |
|
|
| 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% |
0.0107 |
1.0% |
48% |
False |
False |
213,044 |
| 10 |
1.1088 |
1.0828 |
0.0260 |
2.4% |
0.0108 |
1.0% |
48% |
False |
False |
214,937 |
| 20 |
1.1088 |
1.0540 |
0.0548 |
5.0% |
0.0112 |
1.0% |
75% |
False |
False |
117,345 |
| 40 |
1.1125 |
1.0540 |
0.0585 |
5.3% |
0.0103 |
0.9% |
70% |
False |
False |
59,795 |
| 60 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0102 |
0.9% |
42% |
False |
False |
40,025 |
| 80 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0104 |
0.9% |
42% |
False |
False |
30,081 |
| 100 |
1.1749 |
1.0540 |
0.1209 |
11.0% |
0.0108 |
1.0% |
34% |
False |
False |
24,095 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
11.0% |
0.0105 |
1.0% |
34% |
False |
False |
20,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1352 |
|
2.618 |
1.1203 |
|
1.618 |
1.1112 |
|
1.000 |
1.1056 |
|
0.618 |
1.1021 |
|
HIGH |
1.0965 |
|
0.618 |
1.0930 |
|
0.500 |
1.0920 |
|
0.382 |
1.0909 |
|
LOW |
1.0874 |
|
0.618 |
1.0818 |
|
1.000 |
1.0783 |
|
1.618 |
1.0727 |
|
2.618 |
1.0636 |
|
4.250 |
1.0487 |
|
|
| Fisher Pivots for day following 21-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0941 |
1.0934 |
| PP |
1.0930 |
1.0915 |
| S1 |
1.0920 |
1.0897 |
|