CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 04-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2015 |
04-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0660 |
1.0988 |
0.0328 |
3.1% |
1.0652 |
| High |
1.1031 |
1.1003 |
-0.0028 |
-0.3% |
1.1031 |
| Low |
1.0588 |
1.0902 |
0.0314 |
3.0% |
1.0588 |
| Close |
1.1031 |
1.0931 |
-0.0100 |
-0.9% |
1.0931 |
| Range |
0.0443 |
0.0101 |
-0.0342 |
-77.2% |
0.0443 |
| ATR |
0.0109 |
0.0110 |
0.0001 |
1.3% |
0.0000 |
| Volume |
717 |
445 |
-272 |
-37.9% |
1,714 |
|
| Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1248 |
1.1191 |
1.0987 |
|
| R3 |
1.1147 |
1.1090 |
1.0959 |
|
| R2 |
1.1046 |
1.1046 |
1.0950 |
|
| R1 |
1.0989 |
1.0989 |
1.0940 |
1.0967 |
| PP |
1.0945 |
1.0945 |
1.0945 |
1.0935 |
| S1 |
1.0888 |
1.0888 |
1.0922 |
1.0866 |
| S2 |
1.0844 |
1.0844 |
1.0912 |
|
| S3 |
1.0743 |
1.0787 |
1.0903 |
|
| S4 |
1.0642 |
1.0686 |
1.0875 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2179 |
1.1998 |
1.1175 |
|
| R3 |
1.1736 |
1.1555 |
1.1053 |
|
| R2 |
1.1293 |
1.1293 |
1.1012 |
|
| R1 |
1.1112 |
1.1112 |
1.0972 |
1.1203 |
| PP |
1.0850 |
1.0850 |
1.0850 |
1.0895 |
| S1 |
1.0669 |
1.0669 |
1.0890 |
1.0760 |
| S2 |
1.0407 |
1.0407 |
1.0850 |
|
| S3 |
0.9964 |
1.0226 |
1.0809 |
|
| S4 |
0.9521 |
0.9783 |
1.0687 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1031 |
1.0588 |
0.0443 |
4.1% |
0.0145 |
1.3% |
77% |
False |
False |
342 |
| 10 |
1.1031 |
1.0588 |
0.0443 |
4.1% |
0.0106 |
1.0% |
77% |
False |
False |
249 |
| 20 |
1.1031 |
1.0588 |
0.0443 |
4.1% |
0.0101 |
0.9% |
77% |
False |
False |
228 |
| 40 |
1.1540 |
1.0588 |
0.0952 |
8.7% |
0.0092 |
0.8% |
36% |
False |
False |
135 |
| 60 |
1.1540 |
1.0588 |
0.0952 |
8.7% |
0.0093 |
0.9% |
36% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1432 |
|
2.618 |
1.1267 |
|
1.618 |
1.1166 |
|
1.000 |
1.1104 |
|
0.618 |
1.1065 |
|
HIGH |
1.1003 |
|
0.618 |
1.0964 |
|
0.500 |
1.0953 |
|
0.382 |
1.0941 |
|
LOW |
1.0902 |
|
0.618 |
1.0840 |
|
1.000 |
1.0801 |
|
1.618 |
1.0739 |
|
2.618 |
1.0638 |
|
4.250 |
1.0473 |
|
|
| Fisher Pivots for day following 04-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0953 |
1.0891 |
| PP |
1.0945 |
1.0850 |
| S1 |
1.0938 |
1.0810 |
|