CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 15-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2015 |
15-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1050 |
1.1153 |
0.0103 |
0.9% |
1.0900 |
| High |
1.1096 |
1.1153 |
0.0057 |
0.5% |
1.1123 |
| Low |
1.1050 |
1.1010 |
-0.0040 |
-0.4% |
1.0900 |
| Close |
1.1096 |
1.1015 |
-0.0081 |
-0.7% |
1.1089 |
| Range |
0.0046 |
0.0143 |
0.0097 |
210.9% |
0.0223 |
| ATR |
|
|
|
|
|
| Volume |
4 |
42 |
38 |
950.0% |
82 |
|
| Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1488 |
1.1395 |
1.1094 |
|
| R3 |
1.1345 |
1.1252 |
1.1054 |
|
| R2 |
1.1202 |
1.1202 |
1.1041 |
|
| R1 |
1.1109 |
1.1109 |
1.1028 |
1.1084 |
| PP |
1.1059 |
1.1059 |
1.1059 |
1.1047 |
| S1 |
1.0966 |
1.0966 |
1.1002 |
1.0941 |
| S2 |
1.0916 |
1.0916 |
1.0989 |
|
| S3 |
1.0773 |
1.0823 |
1.0976 |
|
| S4 |
1.0630 |
1.0680 |
1.0936 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1706 |
1.1621 |
1.1212 |
|
| R3 |
1.1483 |
1.1398 |
1.1150 |
|
| R2 |
1.1260 |
1.1260 |
1.1130 |
|
| R1 |
1.1175 |
1.1175 |
1.1109 |
1.1218 |
| PP |
1.1037 |
1.1037 |
1.1037 |
1.1059 |
| S1 |
1.0952 |
1.0952 |
1.1069 |
1.0995 |
| S2 |
1.0814 |
1.0814 |
1.1048 |
|
| S3 |
1.0591 |
1.0729 |
1.1028 |
|
| S4 |
1.0368 |
1.0506 |
1.0966 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1761 |
|
2.618 |
1.1527 |
|
1.618 |
1.1384 |
|
1.000 |
1.1296 |
|
0.618 |
1.1241 |
|
HIGH |
1.1153 |
|
0.618 |
1.1098 |
|
0.500 |
1.1082 |
|
0.382 |
1.1065 |
|
LOW |
1.1010 |
|
0.618 |
1.0922 |
|
1.000 |
1.0867 |
|
1.618 |
1.0779 |
|
2.618 |
1.0636 |
|
4.250 |
1.0402 |
|
|
| Fisher Pivots for day following 15-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1082 |
1.1082 |
| PP |
1.1059 |
1.1059 |
| S1 |
1.1037 |
1.1037 |
|