CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 23-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2015 |
23-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0964 |
1.1005 |
0.0041 |
0.4% |
1.1038 |
| High |
1.1037 |
1.1005 |
-0.0032 |
-0.3% |
1.1114 |
| Low |
1.0961 |
1.0927 |
-0.0034 |
-0.3% |
1.0859 |
| Close |
1.1010 |
1.0967 |
-0.0043 |
-0.4% |
1.0921 |
| Range |
0.0076 |
0.0078 |
0.0002 |
2.6% |
0.0255 |
| ATR |
0.0106 |
0.0104 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
205 |
373 |
168 |
82.0% |
3,049 |
|
| Daily Pivots for day following 23-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1200 |
1.1162 |
1.1010 |
|
| R3 |
1.1122 |
1.1084 |
1.0988 |
|
| R2 |
1.1044 |
1.1044 |
1.0981 |
|
| R1 |
1.1006 |
1.1006 |
1.0974 |
1.0986 |
| PP |
1.0966 |
1.0966 |
1.0966 |
1.0957 |
| S1 |
1.0928 |
1.0928 |
1.0960 |
1.0908 |
| S2 |
1.0888 |
1.0888 |
1.0953 |
|
| S3 |
1.0810 |
1.0850 |
1.0946 |
|
| S4 |
1.0732 |
1.0772 |
1.0924 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1730 |
1.1580 |
1.1061 |
|
| R3 |
1.1475 |
1.1325 |
1.0991 |
|
| R2 |
1.1220 |
1.1220 |
1.0968 |
|
| R1 |
1.1070 |
1.1070 |
1.0944 |
1.1018 |
| PP |
1.0965 |
1.0965 |
1.0965 |
1.0938 |
| S1 |
1.0815 |
1.0815 |
1.0898 |
1.0763 |
| S2 |
1.0710 |
1.0710 |
1.0874 |
|
| S3 |
1.0455 |
1.0560 |
1.0851 |
|
| S4 |
1.0200 |
1.0305 |
1.0781 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1037 |
1.0859 |
0.0178 |
1.6% |
0.0078 |
0.7% |
61% |
False |
False |
356 |
| 10 |
1.1114 |
1.0859 |
0.0255 |
2.3% |
0.0091 |
0.8% |
42% |
False |
False |
432 |
| 20 |
1.1114 |
1.0588 |
0.0526 |
4.8% |
0.0105 |
1.0% |
72% |
False |
False |
376 |
| 40 |
1.1142 |
1.0588 |
0.0554 |
5.1% |
0.0096 |
0.9% |
68% |
False |
False |
268 |
| 60 |
1.1540 |
1.0588 |
0.0952 |
8.7% |
0.0092 |
0.8% |
40% |
False |
False |
188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1337 |
|
2.618 |
1.1209 |
|
1.618 |
1.1131 |
|
1.000 |
1.1083 |
|
0.618 |
1.1053 |
|
HIGH |
1.1005 |
|
0.618 |
1.0975 |
|
0.500 |
1.0966 |
|
0.382 |
1.0957 |
|
LOW |
1.0927 |
|
0.618 |
1.0879 |
|
1.000 |
1.0849 |
|
1.618 |
1.0801 |
|
2.618 |
1.0723 |
|
4.250 |
1.0596 |
|
|
| Fisher Pivots for day following 23-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0967 |
1.0972 |
| PP |
1.0966 |
1.0970 |
| S1 |
1.0966 |
1.0969 |
|