CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 28-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2015 |
28-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0932 |
1.0986 |
0.0054 |
0.5% |
1.0887 |
| High |
1.0991 |
1.1016 |
0.0025 |
0.2% |
1.1011 |
| Low |
1.0928 |
1.0978 |
0.0050 |
0.5% |
1.0874 |
| Close |
1.0976 |
1.0999 |
0.0023 |
0.2% |
1.0976 |
| Range |
0.0063 |
0.0038 |
-0.0025 |
-39.7% |
0.0137 |
| ATR |
0.0108 |
0.0103 |
-0.0005 |
-4.5% |
0.0000 |
| Volume |
51,303 |
71,560 |
20,257 |
39.5% |
445,423 |
|
| Daily Pivots for day following 28-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1112 |
1.1093 |
1.1020 |
|
| R3 |
1.1074 |
1.1055 |
1.1009 |
|
| R2 |
1.1036 |
1.1036 |
1.1006 |
|
| R1 |
1.1017 |
1.1017 |
1.1002 |
1.1027 |
| PP |
1.0998 |
1.0998 |
1.0998 |
1.1002 |
| S1 |
1.0979 |
1.0979 |
1.0996 |
1.0989 |
| S2 |
1.0960 |
1.0960 |
1.0992 |
|
| S3 |
1.0922 |
1.0941 |
1.0989 |
|
| S4 |
1.0884 |
1.0903 |
1.0978 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1365 |
1.1307 |
1.1051 |
|
| R3 |
1.1228 |
1.1170 |
1.1014 |
|
| R2 |
1.1091 |
1.1091 |
1.1001 |
|
| R1 |
1.1033 |
1.1033 |
1.0989 |
1.1062 |
| PP |
1.0954 |
1.0954 |
1.0954 |
1.0968 |
| S1 |
1.0896 |
1.0896 |
1.0963 |
1.0925 |
| S2 |
1.0817 |
1.0817 |
1.0951 |
|
| S3 |
1.0680 |
1.0759 |
1.0938 |
|
| S4 |
1.0543 |
1.0622 |
1.0901 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1016 |
1.0874 |
0.0142 |
1.3% |
0.0072 |
0.7% |
88% |
True |
False |
103,396 |
| 10 |
1.1088 |
1.0828 |
0.0260 |
2.4% |
0.0091 |
0.8% |
66% |
False |
False |
167,226 |
| 20 |
1.1088 |
1.0540 |
0.0548 |
5.0% |
0.0111 |
1.0% |
84% |
False |
False |
135,617 |
| 40 |
1.1102 |
1.0540 |
0.0562 |
5.1% |
0.0100 |
0.9% |
82% |
False |
False |
69,286 |
| 60 |
1.1524 |
1.0540 |
0.0984 |
8.9% |
0.0100 |
0.9% |
47% |
False |
False |
46,371 |
| 80 |
1.1524 |
1.0540 |
0.0984 |
8.9% |
0.0102 |
0.9% |
47% |
False |
False |
34,850 |
| 100 |
1.1749 |
1.0540 |
0.1209 |
11.0% |
0.0107 |
1.0% |
38% |
False |
False |
27,909 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
11.0% |
0.0105 |
1.0% |
38% |
False |
False |
23,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1178 |
|
2.618 |
1.1115 |
|
1.618 |
1.1077 |
|
1.000 |
1.1054 |
|
0.618 |
1.1039 |
|
HIGH |
1.1016 |
|
0.618 |
1.1001 |
|
0.500 |
1.0997 |
|
0.382 |
1.0993 |
|
LOW |
1.0978 |
|
0.618 |
1.0955 |
|
1.000 |
1.0940 |
|
1.618 |
1.0917 |
|
2.618 |
1.0879 |
|
4.250 |
1.0817 |
|
|
| Fisher Pivots for day following 28-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0998 |
1.0984 |
| PP |
1.0998 |
1.0969 |
| S1 |
1.0997 |
1.0955 |
|