CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 14-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2015 |
14-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0970 |
1.1001 |
0.0031 |
0.3% |
1.0900 |
| High |
1.1060 |
1.1077 |
0.0017 |
0.2% |
1.1070 |
| Low |
1.0954 |
1.0973 |
0.0019 |
0.2% |
1.0824 |
| Close |
1.1020 |
1.1027 |
0.0007 |
0.1% |
1.1020 |
| Range |
0.0106 |
0.0104 |
-0.0002 |
-1.9% |
0.0246 |
| ATR |
0.0113 |
0.0112 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
282,255 |
225,101 |
-57,154 |
-20.2% |
925,150 |
|
| Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1338 |
1.1286 |
1.1084 |
|
| R3 |
1.1234 |
1.1182 |
1.1056 |
|
| R2 |
1.1130 |
1.1130 |
1.1046 |
|
| R1 |
1.1078 |
1.1078 |
1.1037 |
1.1104 |
| PP |
1.1026 |
1.1026 |
1.1026 |
1.1039 |
| S1 |
1.0974 |
1.0974 |
1.1017 |
1.1000 |
| S2 |
1.0922 |
1.0922 |
1.1008 |
|
| S3 |
1.0818 |
1.0870 |
1.0998 |
|
| S4 |
1.0714 |
1.0766 |
1.0970 |
|
|
| 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 |
1.1077 |
1.0858 |
0.0219 |
2.0% |
0.0108 |
1.0% |
77% |
True |
False |
216,830 |
| 10 |
1.1077 |
1.0540 |
0.0537 |
4.9% |
0.0138 |
1.2% |
91% |
True |
False |
125,850 |
| 20 |
1.1077 |
1.0540 |
0.0537 |
4.9% |
0.0106 |
1.0% |
91% |
True |
False |
65,114 |
| 40 |
1.1415 |
1.0540 |
0.0875 |
7.9% |
0.0104 |
0.9% |
56% |
False |
False |
33,246 |
| 60 |
1.1524 |
1.0540 |
0.0984 |
8.9% |
0.0102 |
0.9% |
49% |
False |
False |
22,300 |
| 80 |
1.1749 |
1.0540 |
0.1209 |
11.0% |
0.0110 |
1.0% |
40% |
False |
False |
16,779 |
| 100 |
1.1749 |
1.0540 |
0.1209 |
11.0% |
0.0107 |
1.0% |
40% |
False |
False |
13,447 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
11.0% |
0.0105 |
0.9% |
40% |
False |
False |
11,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1519 |
|
2.618 |
1.1349 |
|
1.618 |
1.1245 |
|
1.000 |
1.1181 |
|
0.618 |
1.1141 |
|
HIGH |
1.1077 |
|
0.618 |
1.1037 |
|
0.500 |
1.1025 |
|
0.382 |
1.1013 |
|
LOW |
1.0973 |
|
0.618 |
1.0909 |
|
1.000 |
1.0869 |
|
1.618 |
1.0805 |
|
2.618 |
1.0701 |
|
4.250 |
1.0531 |
|
|
| Fisher Pivots for day following 14-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1026 |
1.1023 |
| PP |
1.1026 |
1.1019 |
| S1 |
1.1025 |
1.1016 |
|