CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 12-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2016 |
12-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0661 |
1.0595 |
-0.0066 |
-0.6% |
1.0643 |
| High |
1.0679 |
1.0701 |
0.0022 |
0.2% |
1.0924 |
| Low |
1.0580 |
1.0574 |
-0.0006 |
-0.1% |
1.0556 |
| Close |
1.0603 |
1.0679 |
0.0077 |
0.7% |
1.0603 |
| Range |
0.0100 |
0.0127 |
0.0028 |
27.6% |
0.0368 |
| ATR |
0.0115 |
0.0116 |
0.0001 |
0.7% |
0.0000 |
| Volume |
54,816 |
107,295 |
52,479 |
95.7% |
153,621 |
|
| Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1032 |
1.0983 |
1.0749 |
|
| R3 |
1.0905 |
1.0856 |
1.0714 |
|
| R2 |
1.0778 |
1.0778 |
1.0702 |
|
| R1 |
1.0729 |
1.0729 |
1.0691 |
1.0754 |
| PP |
1.0651 |
1.0651 |
1.0651 |
1.0664 |
| S1 |
1.0602 |
1.0602 |
1.0667 |
1.0627 |
| S2 |
1.0524 |
1.0524 |
1.0656 |
|
| S3 |
1.0397 |
1.0475 |
1.0644 |
|
| S4 |
1.0270 |
1.0348 |
1.0609 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1797 |
1.1567 |
1.0805 |
|
| R3 |
1.1429 |
1.1200 |
1.0704 |
|
| R2 |
1.1062 |
1.1062 |
1.0670 |
|
| R1 |
1.0832 |
1.0832 |
1.0636 |
1.0763 |
| PP |
1.0694 |
1.0694 |
1.0694 |
1.0660 |
| S1 |
1.0465 |
1.0465 |
1.0569 |
1.0396 |
| S2 |
1.0327 |
1.0327 |
1.0535 |
|
| S3 |
0.9959 |
1.0097 |
1.0501 |
|
| S4 |
0.9592 |
0.9730 |
1.0400 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0924 |
1.0574 |
0.0350 |
3.3% |
0.0130 |
1.2% |
30% |
False |
True |
48,761 |
| 10 |
1.0924 |
1.0556 |
0.0368 |
3.4% |
0.0129 |
1.2% |
33% |
False |
False |
28,450 |
| 20 |
1.0924 |
1.0556 |
0.0368 |
3.4% |
0.0115 |
1.1% |
33% |
False |
False |
15,485 |
| 40 |
1.1361 |
1.0556 |
0.0805 |
7.5% |
0.0101 |
0.9% |
15% |
False |
False |
8,445 |
| 60 |
1.1363 |
1.0556 |
0.0807 |
7.6% |
0.0090 |
0.8% |
15% |
False |
False |
6,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1241 |
|
2.618 |
1.1033 |
|
1.618 |
1.0906 |
|
1.000 |
1.0828 |
|
0.618 |
1.0779 |
|
HIGH |
1.0701 |
|
0.618 |
1.0652 |
|
0.500 |
1.0638 |
|
0.382 |
1.0623 |
|
LOW |
1.0574 |
|
0.618 |
1.0496 |
|
1.000 |
1.0447 |
|
1.618 |
1.0369 |
|
2.618 |
1.0242 |
|
4.250 |
1.0034 |
|
|
| Fisher Pivots for day following 12-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0665 |
1.0749 |
| PP |
1.0651 |
1.0726 |
| S1 |
1.0638 |
1.0702 |
|