CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 02-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2016 |
02-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0600 |
1.0667 |
0.0067 |
0.6% |
1.0609 |
| High |
1.0676 |
1.0696 |
0.0020 |
0.2% |
1.0696 |
| Low |
1.0591 |
1.0631 |
0.0040 |
0.4% |
1.0560 |
| Close |
1.0654 |
1.0665 |
0.0011 |
0.1% |
1.0665 |
| Range |
0.0086 |
0.0066 |
-0.0020 |
-23.4% |
0.0137 |
| ATR |
0.0099 |
0.0096 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
226,919 |
195,184 |
-31,735 |
-14.0% |
1,093,800 |
|
| Daily Pivots for day following 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0860 |
1.0828 |
1.0701 |
|
| R3 |
1.0795 |
1.0762 |
1.0683 |
|
| R2 |
1.0729 |
1.0729 |
1.0677 |
|
| R1 |
1.0697 |
1.0697 |
1.0671 |
1.0680 |
| PP |
1.0664 |
1.0664 |
1.0664 |
1.0655 |
| S1 |
1.0631 |
1.0631 |
1.0658 |
1.0615 |
| S2 |
1.0598 |
1.0598 |
1.0652 |
|
| S3 |
1.0533 |
1.0566 |
1.0646 |
|
| S4 |
1.0467 |
1.0500 |
1.0628 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1050 |
1.0994 |
1.0740 |
|
| R3 |
1.0913 |
1.0857 |
1.0702 |
|
| R2 |
1.0777 |
1.0777 |
1.0690 |
|
| R1 |
1.0721 |
1.0721 |
1.0677 |
1.0749 |
| PP |
1.0640 |
1.0640 |
1.0640 |
1.0654 |
| S1 |
1.0584 |
1.0584 |
1.0652 |
1.0612 |
| S2 |
1.0504 |
1.0504 |
1.0639 |
|
| S3 |
1.0367 |
1.0448 |
1.0627 |
|
| S4 |
1.0231 |
1.0311 |
1.0589 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0696 |
1.0560 |
0.0137 |
1.3% |
0.0096 |
0.9% |
77% |
True |
False |
218,760 |
| 10 |
1.0696 |
1.0527 |
0.0169 |
1.6% |
0.0092 |
0.9% |
81% |
True |
False |
218,672 |
| 20 |
1.1317 |
1.0527 |
0.0790 |
7.4% |
0.0108 |
1.0% |
17% |
False |
False |
220,874 |
| 40 |
1.1317 |
1.0527 |
0.0790 |
7.4% |
0.0091 |
0.9% |
17% |
False |
False |
190,696 |
| 60 |
1.1342 |
1.0527 |
0.0815 |
7.6% |
0.0083 |
0.8% |
17% |
False |
False |
176,771 |
| 80 |
1.1423 |
1.0527 |
0.0896 |
8.4% |
0.0081 |
0.8% |
15% |
False |
False |
133,974 |
| 100 |
1.1423 |
1.0527 |
0.0896 |
8.4% |
0.0079 |
0.7% |
15% |
False |
False |
107,297 |
| 120 |
1.1498 |
1.0527 |
0.0971 |
9.1% |
0.0084 |
0.8% |
14% |
False |
False |
89,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0974 |
|
2.618 |
1.0867 |
|
1.618 |
1.0802 |
|
1.000 |
1.0762 |
|
0.618 |
1.0736 |
|
HIGH |
1.0696 |
|
0.618 |
1.0671 |
|
0.500 |
1.0663 |
|
0.382 |
1.0656 |
|
LOW |
1.0631 |
|
0.618 |
1.0590 |
|
1.000 |
1.0565 |
|
1.618 |
1.0525 |
|
2.618 |
1.0459 |
|
4.250 |
1.0352 |
|
|
| Fisher Pivots for day following 02-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0664 |
1.0652 |
| PP |
1.0664 |
1.0640 |
| S1 |
1.0663 |
1.0628 |
|