CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 01-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2016 |
01-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0656 |
1.0600 |
-0.0056 |
-0.5% |
1.0599 |
| High |
1.0675 |
1.0676 |
0.0002 |
0.0% |
1.0669 |
| Low |
1.0560 |
1.0591 |
0.0031 |
0.3% |
1.0527 |
| Close |
1.0605 |
1.0654 |
0.0049 |
0.5% |
1.0601 |
| Range |
0.0115 |
0.0086 |
-0.0030 |
-25.7% |
0.0142 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
266,875 |
226,919 |
-39,956 |
-15.0% |
846,507 |
|
| Daily Pivots for day following 01-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0897 |
1.0861 |
1.0701 |
|
| R3 |
1.0811 |
1.0775 |
1.0677 |
|
| R2 |
1.0726 |
1.0726 |
1.0669 |
|
| R1 |
1.0690 |
1.0690 |
1.0661 |
1.0708 |
| PP |
1.0640 |
1.0640 |
1.0640 |
1.0649 |
| S1 |
1.0604 |
1.0604 |
1.0646 |
1.0622 |
| S2 |
1.0555 |
1.0555 |
1.0638 |
|
| S3 |
1.0469 |
1.0519 |
1.0630 |
|
| S4 |
1.0384 |
1.0433 |
1.0606 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1023 |
1.0953 |
1.0678 |
|
| R3 |
1.0882 |
1.0812 |
1.0639 |
|
| R2 |
1.0740 |
1.0740 |
1.0626 |
|
| R1 |
1.0670 |
1.0670 |
1.0613 |
1.0705 |
| PP |
1.0599 |
1.0599 |
1.0599 |
1.0616 |
| S1 |
1.0529 |
1.0529 |
1.0588 |
1.0564 |
| S2 |
1.0457 |
1.0457 |
1.0575 |
|
| S3 |
1.0316 |
1.0387 |
1.0562 |
|
| S4 |
1.0174 |
1.0246 |
1.0523 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0695 |
1.0527 |
0.0168 |
1.6% |
0.0104 |
1.0% |
76% |
False |
False |
229,267 |
| 10 |
1.0757 |
1.0527 |
0.0230 |
2.2% |
0.0098 |
0.9% |
55% |
False |
False |
221,850 |
| 20 |
1.1317 |
1.0527 |
0.0790 |
7.4% |
0.0108 |
1.0% |
16% |
False |
False |
219,742 |
| 40 |
1.1317 |
1.0527 |
0.0790 |
7.4% |
0.0091 |
0.9% |
16% |
False |
False |
189,812 |
| 60 |
1.1373 |
1.0527 |
0.0846 |
7.9% |
0.0084 |
0.8% |
15% |
False |
False |
174,022 |
| 80 |
1.1423 |
1.0527 |
0.0896 |
8.4% |
0.0081 |
0.8% |
14% |
False |
False |
131,547 |
| 100 |
1.1423 |
1.0527 |
0.0896 |
8.4% |
0.0079 |
0.7% |
14% |
False |
False |
105,347 |
| 120 |
1.1498 |
1.0527 |
0.0971 |
9.1% |
0.0084 |
0.8% |
13% |
False |
False |
87,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1039 |
|
2.618 |
1.0900 |
|
1.618 |
1.0814 |
|
1.000 |
1.0762 |
|
0.618 |
1.0729 |
|
HIGH |
1.0676 |
|
0.618 |
1.0643 |
|
0.500 |
1.0633 |
|
0.382 |
1.0623 |
|
LOW |
1.0591 |
|
0.618 |
1.0538 |
|
1.000 |
1.0505 |
|
1.618 |
1.0452 |
|
2.618 |
1.0367 |
|
4.250 |
1.0227 |
|
|
| Fisher Pivots for day following 01-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0647 |
1.0642 |
| PP |
1.0640 |
1.0630 |
| S1 |
1.0633 |
1.0618 |
|