CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 23-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2015 |
23-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0938 |
1.0979 |
0.0041 |
0.4% |
1.1001 |
| High |
1.1011 |
1.0980 |
-0.0031 |
-0.3% |
1.1088 |
| Low |
1.0928 |
1.0893 |
-0.0035 |
-0.3% |
1.0828 |
| Close |
1.0979 |
1.0936 |
-0.0043 |
-0.4% |
1.0891 |
| Range |
0.0083 |
0.0087 |
0.0004 |
4.8% |
0.0260 |
| ATR |
0.0113 |
0.0111 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
139,730 |
119,343 |
-20,387 |
-14.6% |
1,155,278 |
|
| Daily Pivots for day following 23-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1197 |
1.1154 |
1.0984 |
|
| R3 |
1.1110 |
1.1067 |
1.0960 |
|
| R2 |
1.1023 |
1.1023 |
1.0952 |
|
| R1 |
1.0980 |
1.0980 |
1.0944 |
1.0958 |
| PP |
1.0936 |
1.0936 |
1.0936 |
1.0926 |
| S1 |
1.0893 |
1.0893 |
1.0928 |
1.0871 |
| S2 |
1.0849 |
1.0849 |
1.0920 |
|
| S3 |
1.0762 |
1.0806 |
1.0912 |
|
| S4 |
1.0675 |
1.0719 |
1.0888 |
|
|
| 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 |
1.1011 |
1.0828 |
0.0183 |
1.7% |
0.0085 |
0.8% |
59% |
False |
False |
162,447 |
| 10 |
1.1088 |
1.0828 |
0.0260 |
2.4% |
0.0101 |
0.9% |
42% |
False |
False |
208,909 |
| 20 |
1.1088 |
1.0540 |
0.0548 |
5.0% |
0.0115 |
1.1% |
72% |
False |
False |
129,899 |
| 40 |
1.1125 |
1.0540 |
0.0585 |
5.3% |
0.0104 |
1.0% |
68% |
False |
False |
66,244 |
| 60 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0102 |
0.9% |
40% |
False |
False |
44,336 |
| 80 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0103 |
0.9% |
40% |
False |
False |
33,319 |
| 100 |
1.1749 |
1.0540 |
0.1209 |
11.1% |
0.0108 |
1.0% |
33% |
False |
False |
26,684 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
11.1% |
0.0105 |
1.0% |
33% |
False |
False |
22,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1350 |
|
2.618 |
1.1208 |
|
1.618 |
1.1121 |
|
1.000 |
1.1067 |
|
0.618 |
1.1034 |
|
HIGH |
1.0980 |
|
0.618 |
1.0947 |
|
0.500 |
1.0937 |
|
0.382 |
1.0926 |
|
LOW |
1.0893 |
|
0.618 |
1.0839 |
|
1.000 |
1.0806 |
|
1.618 |
1.0752 |
|
2.618 |
1.0665 |
|
4.250 |
1.0523 |
|
|
| Fisher Pivots for day following 23-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0937 |
1.0943 |
| PP |
1.0936 |
1.0940 |
| S1 |
1.0936 |
1.0938 |
|