CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 29-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2015 |
29-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0986 |
1.0996 |
0.0010 |
0.1% |
1.0887 |
| High |
1.1016 |
1.1014 |
-0.0002 |
0.0% |
1.1011 |
| Low |
1.0978 |
1.0921 |
-0.0057 |
-0.5% |
1.0874 |
| Close |
1.0999 |
1.0961 |
-0.0038 |
-0.3% |
1.0976 |
| Range |
0.0038 |
0.0093 |
0.0055 |
144.7% |
0.0137 |
| ATR |
0.0103 |
0.0102 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
71,560 |
111,073 |
39,513 |
55.2% |
445,423 |
|
| Daily Pivots for day following 29-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1244 |
1.1196 |
1.1012 |
|
| R3 |
1.1151 |
1.1103 |
1.0987 |
|
| R2 |
1.1058 |
1.1058 |
1.0978 |
|
| R1 |
1.1010 |
1.1010 |
1.0970 |
1.0988 |
| PP |
1.0965 |
1.0965 |
1.0965 |
1.0954 |
| S1 |
1.0917 |
1.0917 |
1.0952 |
1.0895 |
| S2 |
1.0872 |
1.0872 |
1.0944 |
|
| S3 |
1.0779 |
1.0824 |
1.0935 |
|
| S4 |
1.0686 |
1.0731 |
1.0910 |
|
|
| 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 |
1.0893 |
0.0123 |
1.1% |
0.0073 |
0.7% |
55% |
False |
False |
98,601 |
| 10 |
1.1088 |
1.0828 |
0.0260 |
2.4% |
0.0090 |
0.8% |
51% |
False |
False |
155,823 |
| 20 |
1.1088 |
1.0540 |
0.0548 |
5.0% |
0.0114 |
1.0% |
77% |
False |
False |
140,836 |
| 40 |
1.1088 |
1.0540 |
0.0548 |
5.0% |
0.0100 |
0.9% |
77% |
False |
False |
72,052 |
| 60 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0099 |
0.9% |
43% |
False |
False |
48,193 |
| 80 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0101 |
0.9% |
43% |
False |
False |
36,236 |
| 100 |
1.1749 |
1.0540 |
0.1209 |
11.0% |
0.0107 |
1.0% |
35% |
False |
False |
29,019 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
11.0% |
0.0105 |
1.0% |
35% |
False |
False |
24,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1409 |
|
2.618 |
1.1257 |
|
1.618 |
1.1164 |
|
1.000 |
1.1107 |
|
0.618 |
1.1071 |
|
HIGH |
1.1014 |
|
0.618 |
1.0978 |
|
0.500 |
1.0968 |
|
0.382 |
1.0957 |
|
LOW |
1.0921 |
|
0.618 |
1.0864 |
|
1.000 |
1.0828 |
|
1.618 |
1.0771 |
|
2.618 |
1.0678 |
|
4.250 |
1.0526 |
|
|
| Fisher Pivots for day following 29-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0968 |
1.0969 |
| PP |
1.0965 |
1.0966 |
| S1 |
1.0963 |
1.0964 |
|