CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 18-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2015 |
18-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0959 |
1.0950 |
-0.0009 |
-0.1% |
1.1050 |
| High |
1.0959 |
1.0960 |
0.0001 |
0.0% |
1.1153 |
| Low |
1.0899 |
1.0950 |
0.0051 |
0.5% |
1.0899 |
| Close |
1.0899 |
1.0960 |
0.0061 |
0.6% |
1.0960 |
| Range |
0.0060 |
0.0010 |
-0.0050 |
-83.3% |
0.0254 |
| ATR |
0.0000 |
0.0106 |
0.0106 |
|
0.0000 |
| Volume |
11 |
1 |
-10 |
-90.9% |
87 |
|
| Daily Pivots for day following 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0987 |
1.0983 |
1.0966 |
|
| R3 |
1.0977 |
1.0973 |
1.0963 |
|
| R2 |
1.0967 |
1.0967 |
1.0962 |
|
| R1 |
1.0963 |
1.0963 |
1.0961 |
1.0965 |
| PP |
1.0957 |
1.0957 |
1.0957 |
1.0958 |
| S1 |
1.0953 |
1.0953 |
1.0959 |
1.0955 |
| S2 |
1.0947 |
1.0947 |
1.0958 |
|
| S3 |
1.0937 |
1.0943 |
1.0957 |
|
| S4 |
1.0927 |
1.0933 |
1.0955 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1766 |
1.1617 |
1.1100 |
|
| R3 |
1.1512 |
1.1363 |
1.1030 |
|
| R2 |
1.1258 |
1.1258 |
1.1007 |
|
| R1 |
1.1109 |
1.1109 |
1.0983 |
1.1057 |
| PP |
1.1004 |
1.1004 |
1.1004 |
1.0978 |
| S1 |
1.0855 |
1.0855 |
1.0937 |
1.0803 |
| S2 |
1.0750 |
1.0750 |
1.0913 |
|
| S3 |
1.0496 |
1.0601 |
1.0890 |
|
| S4 |
1.0242 |
1.0347 |
1.0820 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1003 |
|
2.618 |
1.0986 |
|
1.618 |
1.0976 |
|
1.000 |
1.0970 |
|
0.618 |
1.0966 |
|
HIGH |
1.0960 |
|
0.618 |
1.0956 |
|
0.500 |
1.0955 |
|
0.382 |
1.0954 |
|
LOW |
1.0950 |
|
0.618 |
1.0944 |
|
1.000 |
1.0940 |
|
1.618 |
1.0934 |
|
2.618 |
1.0924 |
|
4.250 |
1.0908 |
|
|
| Fisher Pivots for day following 18-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0958 |
1.1000 |
| PP |
1.0957 |
1.0986 |
| S1 |
1.0955 |
1.0973 |
|