CME Euro FX (E) Future March 2016
| 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 |
1.1047 |
1.0970 |
-0.0077 |
-0.7% |
1.0900 |
| High |
1.1048 |
1.1060 |
0.0012 |
0.1% |
1.1070 |
| Low |
1.0954 |
1.0954 |
0.0000 |
0.0% |
1.0824 |
| Close |
1.0965 |
1.1020 |
0.0055 |
0.5% |
1.1020 |
| Range |
0.0094 |
0.0106 |
0.0012 |
12.8% |
0.0246 |
| ATR |
0.0114 |
0.0113 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
257,438 |
282,255 |
24,817 |
9.6% |
925,150 |
|
| Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1329 |
1.1281 |
1.1078 |
|
| R3 |
1.1223 |
1.1175 |
1.1049 |
|
| R2 |
1.1117 |
1.1117 |
1.1039 |
|
| R1 |
1.1069 |
1.1069 |
1.1030 |
1.1093 |
| PP |
1.1011 |
1.1011 |
1.1011 |
1.1024 |
| S1 |
1.0963 |
1.0963 |
1.1010 |
1.0987 |
| S2 |
1.0905 |
1.0905 |
1.1001 |
|
| S3 |
1.0799 |
1.0857 |
1.0991 |
|
| S4 |
1.0693 |
1.0751 |
1.0962 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1709 |
1.1611 |
1.1155 |
|
| R3 |
1.1463 |
1.1365 |
1.1088 |
|
| R2 |
1.1217 |
1.1217 |
1.1065 |
|
| R1 |
1.1119 |
1.1119 |
1.1043 |
1.1168 |
| PP |
1.0971 |
1.0971 |
1.0971 |
1.0996 |
| S1 |
1.0873 |
1.0873 |
1.0997 |
1.0922 |
| S2 |
1.0725 |
1.0725 |
1.0975 |
|
| S3 |
1.0479 |
1.0627 |
1.0952 |
|
| S4 |
1.0233 |
1.0381 |
1.0885 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1070 |
1.0824 |
0.0246 |
2.2% |
0.0105 |
1.0% |
80% |
False |
False |
185,030 |
| 10 |
1.1070 |
1.0540 |
0.0530 |
4.8% |
0.0131 |
1.2% |
91% |
False |
False |
104,008 |
| 20 |
1.1070 |
1.0540 |
0.0530 |
4.8% |
0.0106 |
1.0% |
91% |
False |
False |
53,967 |
| 40 |
1.1423 |
1.0540 |
0.0883 |
8.0% |
0.0103 |
0.9% |
54% |
False |
False |
27,630 |
| 60 |
1.1524 |
1.0540 |
0.0984 |
8.9% |
0.0104 |
0.9% |
49% |
False |
False |
18,556 |
| 80 |
1.1749 |
1.0540 |
0.1209 |
11.0% |
0.0111 |
1.0% |
40% |
False |
False |
13,967 |
| 100 |
1.1749 |
1.0540 |
0.1209 |
11.0% |
0.0107 |
1.0% |
40% |
False |
False |
11,197 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
11.0% |
0.0104 |
0.9% |
40% |
False |
False |
9,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1511 |
|
2.618 |
1.1338 |
|
1.618 |
1.1232 |
|
1.000 |
1.1166 |
|
0.618 |
1.1126 |
|
HIGH |
1.1060 |
|
0.618 |
1.1020 |
|
0.500 |
1.1007 |
|
0.382 |
1.0994 |
|
LOW |
1.0954 |
|
0.618 |
1.0888 |
|
1.000 |
1.0848 |
|
1.618 |
1.0782 |
|
2.618 |
1.0676 |
|
4.250 |
1.0504 |
|
|
| Fisher Pivots for day following 11-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1016 |
1.1009 |
| PP |
1.1011 |
1.0998 |
| S1 |
1.1007 |
1.0988 |
|