CME Euro FX (E) Future March 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 |
1.0922 |
1.0860 |
-0.0062 |
-0.6% |
1.1001 |
| High |
1.0922 |
1.0900 |
-0.0022 |
-0.2% |
1.1088 |
| Low |
1.0828 |
1.0830 |
0.0002 |
0.0% |
1.0828 |
| Close |
1.0830 |
1.0891 |
0.0061 |
0.6% |
1.0891 |
| Range |
0.0094 |
0.0070 |
-0.0024 |
-25.5% |
0.0260 |
| ATR |
0.0121 |
0.0117 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
225,946 |
192,169 |
-33,777 |
-14.9% |
1,155,278 |
|
| Daily Pivots for day following 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1084 |
1.1057 |
1.0930 |
|
| R3 |
1.1014 |
1.0987 |
1.0910 |
|
| R2 |
1.0944 |
1.0944 |
1.0904 |
|
| R1 |
1.0917 |
1.0917 |
1.0897 |
1.0931 |
| PP |
1.0874 |
1.0874 |
1.0874 |
1.0880 |
| S1 |
1.0847 |
1.0847 |
1.0885 |
1.0861 |
| S2 |
1.0804 |
1.0804 |
1.0878 |
|
| S3 |
1.0734 |
1.0777 |
1.0872 |
|
| S4 |
1.0664 |
1.0707 |
1.0853 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1716 |
1.1563 |
1.1034 |
|
| R3 |
1.1456 |
1.1303 |
1.0963 |
|
| R2 |
1.1196 |
1.1196 |
1.0939 |
|
| R1 |
1.1043 |
1.1043 |
1.0915 |
1.0990 |
| PP |
1.0936 |
1.0936 |
1.0936 |
1.0909 |
| S1 |
1.0783 |
1.0783 |
1.0867 |
1.0730 |
| S2 |
1.0676 |
1.0676 |
1.0843 |
|
| S3 |
1.0416 |
1.0523 |
1.0820 |
|
| S4 |
1.0156 |
1.0263 |
1.0748 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1088 |
1.0828 |
0.0260 |
2.4% |
0.0110 |
1.0% |
24% |
False |
False |
231,055 |
| 10 |
1.1088 |
1.0824 |
0.0264 |
2.4% |
0.0108 |
1.0% |
25% |
False |
False |
208,042 |
| 20 |
1.1088 |
1.0540 |
0.0548 |
5.0% |
0.0112 |
1.0% |
64% |
False |
False |
110,855 |
| 40 |
1.1168 |
1.0540 |
0.0628 |
5.8% |
0.0104 |
1.0% |
56% |
False |
False |
56,439 |
| 60 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0102 |
0.9% |
36% |
False |
False |
37,781 |
| 80 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0104 |
1.0% |
36% |
False |
False |
28,395 |
| 100 |
1.1749 |
1.0540 |
0.1209 |
11.1% |
0.0108 |
1.0% |
29% |
False |
False |
22,747 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
11.1% |
0.0105 |
1.0% |
29% |
False |
False |
18,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1198 |
|
2.618 |
1.1083 |
|
1.618 |
1.1013 |
|
1.000 |
1.0970 |
|
0.618 |
1.0943 |
|
HIGH |
1.0900 |
|
0.618 |
1.0873 |
|
0.500 |
1.0865 |
|
0.382 |
1.0857 |
|
LOW |
1.0830 |
|
0.618 |
1.0787 |
|
1.000 |
1.0760 |
|
1.618 |
1.0717 |
|
2.618 |
1.0647 |
|
4.250 |
1.0533 |
|
|
| Fisher Pivots for day following 18-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0882 |
1.0934 |
| PP |
1.0874 |
1.0920 |
| S1 |
1.0865 |
1.0905 |
|