CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 09-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0895 |
1.0942 |
0.0047 |
0.4% |
1.0652 |
| High |
1.0958 |
1.1100 |
0.0142 |
1.3% |
1.1031 |
| Low |
1.0891 |
1.0942 |
0.0051 |
0.5% |
1.0588 |
| Close |
1.0945 |
1.1083 |
0.0138 |
1.3% |
1.0931 |
| Range |
0.0067 |
0.0158 |
0.0091 |
135.8% |
0.0443 |
| ATR |
0.0105 |
0.0109 |
0.0004 |
3.6% |
0.0000 |
| Volume |
269 |
222 |
-47 |
-17.5% |
1,714 |
|
| Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1516 |
1.1457 |
1.1170 |
|
| R3 |
1.1358 |
1.1299 |
1.1126 |
|
| R2 |
1.1200 |
1.1200 |
1.1112 |
|
| R1 |
1.1141 |
1.1141 |
1.1097 |
1.1171 |
| PP |
1.1042 |
1.1042 |
1.1042 |
1.1056 |
| S1 |
1.0983 |
1.0983 |
1.1069 |
1.1013 |
| S2 |
1.0884 |
1.0884 |
1.1054 |
|
| S3 |
1.0726 |
1.0825 |
1.1040 |
|
| S4 |
1.0568 |
1.0667 |
1.0996 |
|
|
| 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 |
1.1100 |
1.0588 |
0.0512 |
4.6% |
0.0166 |
1.5% |
97% |
True |
False |
476 |
| 10 |
1.1100 |
1.0588 |
0.0512 |
4.6% |
0.0119 |
1.1% |
97% |
True |
False |
319 |
| 20 |
1.1100 |
1.0588 |
0.0512 |
4.6% |
0.0097 |
0.9% |
97% |
True |
False |
246 |
| 40 |
1.1540 |
1.0588 |
0.0952 |
8.6% |
0.0095 |
0.9% |
52% |
False |
False |
164 |
| 60 |
1.1540 |
1.0588 |
0.0952 |
8.6% |
0.0095 |
0.9% |
52% |
False |
False |
120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1772 |
|
2.618 |
1.1514 |
|
1.618 |
1.1356 |
|
1.000 |
1.1258 |
|
0.618 |
1.1198 |
|
HIGH |
1.1100 |
|
0.618 |
1.1040 |
|
0.500 |
1.1021 |
|
0.382 |
1.1002 |
|
LOW |
1.0942 |
|
0.618 |
1.0844 |
|
1.000 |
1.0784 |
|
1.618 |
1.0686 |
|
2.618 |
1.0528 |
|
4.250 |
1.0271 |
|
|
| Fisher Pivots for day following 09-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1062 |
1.1048 |
| PP |
1.1042 |
1.1013 |
| S1 |
1.1021 |
1.0978 |
|