CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 30-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2015 |
30-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0996 |
1.0945 |
-0.0051 |
-0.5% |
1.0887 |
| High |
1.1014 |
1.0964 |
-0.0050 |
-0.5% |
1.1011 |
| Low |
1.0921 |
1.0922 |
0.0001 |
0.0% |
1.0874 |
| Close |
1.0961 |
1.0944 |
-0.0017 |
-0.2% |
1.0976 |
| Range |
0.0093 |
0.0042 |
-0.0051 |
-54.8% |
0.0137 |
| ATR |
0.0102 |
0.0098 |
-0.0004 |
-4.2% |
0.0000 |
| Volume |
111,073 |
97,167 |
-13,906 |
-12.5% |
445,423 |
|
| Daily Pivots for day following 30-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1069 |
1.1049 |
1.0967 |
|
| R3 |
1.1027 |
1.1007 |
1.0956 |
|
| R2 |
1.0985 |
1.0985 |
1.0952 |
|
| R1 |
1.0965 |
1.0965 |
1.0948 |
1.0954 |
| PP |
1.0943 |
1.0943 |
1.0943 |
1.0938 |
| S1 |
1.0923 |
1.0923 |
1.0940 |
1.0912 |
| S2 |
1.0901 |
1.0901 |
1.0936 |
|
| S3 |
1.0859 |
1.0881 |
1.0932 |
|
| S4 |
1.0817 |
1.0839 |
1.0921 |
|
|
| 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% |
0.0065 |
0.6% |
41% |
False |
False |
90,089 |
| 10 |
1.1040 |
1.0828 |
0.0212 |
1.9% |
0.0079 |
0.7% |
55% |
False |
False |
143,525 |
| 20 |
1.1088 |
1.0540 |
0.0548 |
5.0% |
0.0112 |
1.0% |
74% |
False |
False |
145,141 |
| 40 |
1.1088 |
1.0540 |
0.0548 |
5.0% |
0.0099 |
0.9% |
74% |
False |
False |
74,461 |
| 60 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0098 |
0.9% |
41% |
False |
False |
49,807 |
| 80 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0101 |
0.9% |
41% |
False |
False |
37,447 |
| 100 |
1.1749 |
1.0540 |
0.1209 |
11.0% |
0.0107 |
1.0% |
33% |
False |
False |
29,990 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
11.0% |
0.0105 |
1.0% |
33% |
False |
False |
25,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1143 |
|
2.618 |
1.1074 |
|
1.618 |
1.1032 |
|
1.000 |
1.1006 |
|
0.618 |
1.0990 |
|
HIGH |
1.0964 |
|
0.618 |
1.0948 |
|
0.500 |
1.0943 |
|
0.382 |
1.0938 |
|
LOW |
1.0922 |
|
0.618 |
1.0896 |
|
1.000 |
1.0880 |
|
1.618 |
1.0854 |
|
2.618 |
1.0812 |
|
4.250 |
1.0744 |
|
|
| Fisher Pivots for day following 30-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0944 |
1.0969 |
| PP |
1.0943 |
1.0960 |
| S1 |
1.0943 |
1.0952 |
|