CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 24-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2015 |
24-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0979 |
1.0932 |
-0.0047 |
-0.4% |
1.1001 |
| High |
1.0980 |
1.0991 |
0.0011 |
0.1% |
1.1088 |
| Low |
1.0893 |
1.0928 |
0.0035 |
0.3% |
1.0828 |
| Close |
1.0936 |
1.0976 |
0.0040 |
0.4% |
1.0891 |
| Range |
0.0087 |
0.0063 |
-0.0024 |
-27.6% |
0.0260 |
| ATR |
0.0111 |
0.0108 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
119,343 |
51,303 |
-68,040 |
-57.0% |
1,155,278 |
|
| Daily Pivots for day following 24-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1154 |
1.1128 |
1.1011 |
|
| R3 |
1.1091 |
1.1065 |
1.0993 |
|
| R2 |
1.1028 |
1.1028 |
1.0988 |
|
| R1 |
1.1002 |
1.1002 |
1.0982 |
1.1015 |
| PP |
1.0965 |
1.0965 |
1.0965 |
1.0972 |
| S1 |
1.0939 |
1.0939 |
1.0970 |
1.0952 |
| S2 |
1.0902 |
1.0902 |
1.0964 |
|
| S3 |
1.0839 |
1.0876 |
1.0959 |
|
| S4 |
1.0776 |
1.0813 |
1.0941 |
|
|
| 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 |
1.1011 |
1.0830 |
0.0181 |
1.6% |
0.0079 |
0.7% |
81% |
False |
False |
127,518 |
| 10 |
1.1088 |
1.0828 |
0.0260 |
2.4% |
0.0098 |
0.9% |
57% |
False |
False |
188,295 |
| 20 |
1.1088 |
1.0540 |
0.0548 |
5.0% |
0.0112 |
1.0% |
80% |
False |
False |
132,217 |
| 40 |
1.1102 |
1.0540 |
0.0562 |
5.1% |
0.0101 |
0.9% |
78% |
False |
False |
67,511 |
| 60 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0101 |
0.9% |
44% |
False |
False |
45,184 |
| 80 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0102 |
0.9% |
44% |
False |
False |
33,959 |
| 100 |
1.1749 |
1.0540 |
0.1209 |
11.0% |
0.0107 |
1.0% |
36% |
False |
False |
27,196 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
11.0% |
0.0105 |
1.0% |
36% |
False |
False |
22,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1259 |
|
2.618 |
1.1156 |
|
1.618 |
1.1093 |
|
1.000 |
1.1054 |
|
0.618 |
1.1030 |
|
HIGH |
1.0991 |
|
0.618 |
1.0967 |
|
0.500 |
1.0960 |
|
0.382 |
1.0952 |
|
LOW |
1.0928 |
|
0.618 |
1.0889 |
|
1.000 |
1.0865 |
|
1.618 |
1.0826 |
|
2.618 |
1.0763 |
|
4.250 |
1.0660 |
|
|
| Fisher Pivots for day following 24-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0971 |
1.0968 |
| PP |
1.0965 |
1.0960 |
| S1 |
1.0960 |
1.0952 |
|