CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 22-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2015 |
22-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0887 |
1.0938 |
0.0051 |
0.5% |
1.1001 |
| High |
1.0965 |
1.1011 |
0.0046 |
0.4% |
1.1088 |
| Low |
1.0874 |
1.0928 |
0.0054 |
0.5% |
1.0828 |
| Close |
1.0952 |
1.0979 |
0.0027 |
0.2% |
1.0891 |
| Range |
0.0091 |
0.0083 |
-0.0008 |
-8.8% |
0.0260 |
| ATR |
0.0115 |
0.0113 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
135,047 |
139,730 |
4,683 |
3.5% |
1,155,278 |
|
| Daily Pivots for day following 22-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1222 |
1.1183 |
1.1025 |
|
| R3 |
1.1139 |
1.1100 |
1.1002 |
|
| R2 |
1.1056 |
1.1056 |
1.0994 |
|
| R1 |
1.1017 |
1.1017 |
1.0987 |
1.1037 |
| PP |
1.0973 |
1.0973 |
1.0973 |
1.0982 |
| S1 |
1.0934 |
1.0934 |
1.0971 |
1.0954 |
| S2 |
1.0890 |
1.0890 |
1.0964 |
|
| S3 |
1.0807 |
1.0851 |
1.0956 |
|
| S4 |
1.0724 |
1.0768 |
1.0933 |
|
|
| 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 |
1.1040 |
1.0828 |
0.0212 |
1.9% |
0.0093 |
0.8% |
71% |
False |
False |
196,961 |
| 10 |
1.1088 |
1.0828 |
0.0260 |
2.4% |
0.0109 |
1.0% |
58% |
False |
False |
220,139 |
| 20 |
1.1088 |
1.0540 |
0.0548 |
5.0% |
0.0113 |
1.0% |
80% |
False |
False |
124,097 |
| 40 |
1.1125 |
1.0540 |
0.0585 |
5.3% |
0.0103 |
0.9% |
75% |
False |
False |
63,270 |
| 60 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0101 |
0.9% |
45% |
False |
False |
42,351 |
| 80 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0103 |
0.9% |
45% |
False |
False |
31,827 |
| 100 |
1.1749 |
1.0540 |
0.1209 |
11.0% |
0.0107 |
1.0% |
36% |
False |
False |
25,492 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
11.0% |
0.0106 |
1.0% |
36% |
False |
False |
21,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1364 |
|
2.618 |
1.1228 |
|
1.618 |
1.1145 |
|
1.000 |
1.1094 |
|
0.618 |
1.1062 |
|
HIGH |
1.1011 |
|
0.618 |
1.0979 |
|
0.500 |
1.0970 |
|
0.382 |
1.0960 |
|
LOW |
1.0928 |
|
0.618 |
1.0877 |
|
1.000 |
1.0845 |
|
1.618 |
1.0794 |
|
2.618 |
1.0711 |
|
4.250 |
1.0575 |
|
|
| Fisher Pivots for day following 22-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0976 |
1.0960 |
| PP |
1.0973 |
1.0940 |
| S1 |
1.0970 |
1.0921 |
|