CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 11-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2015 |
11-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1020 |
1.0943 |
-0.0077 |
-0.7% |
1.0875 |
| High |
1.1022 |
1.1031 |
0.0009 |
0.1% |
1.1044 |
| Low |
1.0925 |
1.0927 |
0.0002 |
0.0% |
1.0797 |
| Close |
1.0937 |
1.0992 |
0.0055 |
0.5% |
1.0992 |
| Range |
0.0097 |
0.0104 |
0.0007 |
7.2% |
0.0247 |
| ATR |
0.0116 |
0.0116 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
373,583 |
115,267 |
-258,316 |
-69.1% |
1,387,407 |
|
| Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1295 |
1.1248 |
1.1049 |
|
| R3 |
1.1191 |
1.1144 |
1.1021 |
|
| R2 |
1.1087 |
1.1087 |
1.1011 |
|
| R1 |
1.1040 |
1.1040 |
1.1002 |
1.1064 |
| PP |
1.0983 |
1.0983 |
1.0983 |
1.0995 |
| S1 |
1.0936 |
1.0936 |
1.0982 |
1.0960 |
| S2 |
1.0879 |
1.0879 |
1.0973 |
|
| S3 |
1.0775 |
1.0832 |
1.0963 |
|
| S4 |
1.0671 |
1.0728 |
1.0935 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1685 |
1.1586 |
1.1128 |
|
| R3 |
1.1438 |
1.1339 |
1.1060 |
|
| R2 |
1.1191 |
1.1191 |
1.1037 |
|
| R1 |
1.1092 |
1.1092 |
1.1015 |
1.1142 |
| PP |
1.0944 |
1.0944 |
1.0944 |
1.0969 |
| S1 |
1.0845 |
1.0845 |
1.0969 |
1.0895 |
| S2 |
1.0697 |
1.0697 |
1.0947 |
|
| S3 |
1.0450 |
1.0598 |
1.0924 |
|
| S4 |
1.0203 |
1.0351 |
1.0856 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1044 |
1.0797 |
0.0247 |
2.2% |
0.0106 |
1.0% |
79% |
False |
False |
277,481 |
| 10 |
1.1044 |
1.0490 |
0.0554 |
5.0% |
0.0134 |
1.2% |
91% |
False |
False |
323,593 |
| 20 |
1.1044 |
1.0490 |
0.0554 |
5.0% |
0.0109 |
1.0% |
91% |
False |
False |
264,865 |
| 40 |
1.1405 |
1.0490 |
0.0915 |
8.3% |
0.0105 |
1.0% |
55% |
False |
False |
239,766 |
| 60 |
1.1505 |
1.0490 |
0.1015 |
9.2% |
0.0107 |
1.0% |
49% |
False |
False |
226,577 |
| 80 |
1.1730 |
1.0490 |
0.1240 |
11.3% |
0.0115 |
1.0% |
40% |
False |
False |
189,293 |
| 100 |
1.1730 |
1.0490 |
0.1240 |
11.3% |
0.0113 |
1.0% |
40% |
False |
False |
151,671 |
| 120 |
1.1730 |
1.0490 |
0.1240 |
11.3% |
0.0114 |
1.0% |
40% |
False |
False |
126,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1473 |
|
2.618 |
1.1303 |
|
1.618 |
1.1199 |
|
1.000 |
1.1135 |
|
0.618 |
1.1095 |
|
HIGH |
1.1031 |
|
0.618 |
1.0991 |
|
0.500 |
1.0979 |
|
0.382 |
1.0967 |
|
LOW |
1.0927 |
|
0.618 |
1.0863 |
|
1.000 |
1.0823 |
|
1.618 |
1.0759 |
|
2.618 |
1.0655 |
|
4.250 |
1.0485 |
|
|
| Fisher Pivots for day following 11-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0988 |
1.0982 |
| PP |
1.0983 |
1.0972 |
| S1 |
1.0979 |
1.0962 |
|