CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 31-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2015 |
31-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0945 |
1.0948 |
0.0003 |
0.0% |
1.0887 |
| High |
1.0964 |
1.0958 |
-0.0006 |
-0.1% |
1.1011 |
| Low |
1.0922 |
1.0871 |
-0.0051 |
-0.5% |
1.0874 |
| Close |
1.0944 |
1.0886 |
-0.0058 |
-0.5% |
1.0976 |
| Range |
0.0042 |
0.0087 |
0.0045 |
107.1% |
0.0137 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
97,167 |
85,614 |
-11,553 |
-11.9% |
445,423 |
|
| Daily Pivots for day following 31-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1166 |
1.1113 |
1.0934 |
|
| R3 |
1.1079 |
1.1026 |
1.0910 |
|
| R2 |
1.0992 |
1.0992 |
1.0902 |
|
| R1 |
1.0939 |
1.0939 |
1.0894 |
1.0922 |
| PP |
1.0905 |
1.0905 |
1.0905 |
1.0897 |
| S1 |
1.0852 |
1.0852 |
1.0878 |
1.0835 |
| S2 |
1.0818 |
1.0818 |
1.0870 |
|
| S3 |
1.0731 |
1.0765 |
1.0862 |
|
| S4 |
1.0644 |
1.0678 |
1.0838 |
|
|
| 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 |
1.0871 |
0.0145 |
1.3% |
0.0065 |
0.6% |
10% |
False |
True |
83,343 |
| 10 |
1.1016 |
1.0828 |
0.0188 |
1.7% |
0.0075 |
0.7% |
31% |
False |
False |
122,895 |
| 20 |
1.1088 |
1.0540 |
0.0548 |
5.0% |
0.0113 |
1.0% |
63% |
False |
False |
148,857 |
| 40 |
1.1088 |
1.0540 |
0.0548 |
5.0% |
0.0099 |
0.9% |
63% |
False |
False |
76,557 |
| 60 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0098 |
0.9% |
35% |
False |
False |
51,230 |
| 80 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0101 |
0.9% |
35% |
False |
False |
38,515 |
| 100 |
1.1749 |
1.0540 |
0.1209 |
11.1% |
0.0106 |
1.0% |
29% |
False |
False |
30,845 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
11.1% |
0.0104 |
1.0% |
29% |
False |
False |
25,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1328 |
|
2.618 |
1.1186 |
|
1.618 |
1.1099 |
|
1.000 |
1.1045 |
|
0.618 |
1.1012 |
|
HIGH |
1.0958 |
|
0.618 |
1.0925 |
|
0.500 |
1.0915 |
|
0.382 |
1.0904 |
|
LOW |
1.0871 |
|
0.618 |
1.0817 |
|
1.000 |
1.0784 |
|
1.618 |
1.0730 |
|
2.618 |
1.0643 |
|
4.250 |
1.0501 |
|
|
| Fisher Pivots for day following 31-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0915 |
1.0943 |
| PP |
1.0905 |
1.0924 |
| S1 |
1.0896 |
1.0905 |
|