CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 05-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2016 |
05-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0667 |
1.0550 |
-0.0117 |
-1.1% |
1.0609 |
| High |
1.0696 |
1.0802 |
0.0106 |
1.0% |
1.0696 |
| Low |
1.0631 |
1.0510 |
-0.0121 |
-1.1% |
1.0560 |
| Close |
1.0665 |
1.0775 |
0.0110 |
1.0% |
1.0665 |
| Range |
0.0066 |
0.0292 |
0.0227 |
345.8% |
0.0137 |
| ATR |
0.0096 |
0.0110 |
0.0014 |
14.6% |
0.0000 |
| Volume |
195,184 |
304,739 |
109,555 |
56.1% |
1,093,800 |
|
| Daily Pivots for day following 05-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1572 |
1.1465 |
1.0935 |
|
| R3 |
1.1280 |
1.1173 |
1.0855 |
|
| R2 |
1.0988 |
1.0988 |
1.0828 |
|
| R1 |
1.0881 |
1.0881 |
1.0801 |
1.0934 |
| PP |
1.0696 |
1.0696 |
1.0696 |
1.0722 |
| S1 |
1.0589 |
1.0589 |
1.0748 |
1.0642 |
| S2 |
1.0404 |
1.0404 |
1.0721 |
|
| S3 |
1.0112 |
1.0297 |
1.0694 |
|
| S4 |
0.9820 |
1.0005 |
1.0614 |
|
|
| 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 |
1.0802 |
1.0510 |
0.0292 |
2.7% |
0.0130 |
1.2% |
91% |
True |
True |
237,907 |
| 10 |
1.0802 |
1.0510 |
0.0292 |
2.7% |
0.0114 |
1.1% |
91% |
True |
True |
224,504 |
| 20 |
1.1317 |
1.0510 |
0.0807 |
7.5% |
0.0120 |
1.1% |
33% |
False |
True |
228,386 |
| 40 |
1.1317 |
1.0510 |
0.0807 |
7.5% |
0.0096 |
0.9% |
33% |
False |
True |
192,222 |
| 60 |
1.1342 |
1.0510 |
0.0832 |
7.7% |
0.0087 |
0.8% |
32% |
False |
True |
181,389 |
| 80 |
1.1423 |
1.0510 |
0.0913 |
8.5% |
0.0084 |
0.8% |
29% |
False |
True |
137,772 |
| 100 |
1.1423 |
1.0510 |
0.0913 |
8.5% |
0.0081 |
0.8% |
29% |
False |
True |
110,341 |
| 120 |
1.1498 |
1.0510 |
0.0988 |
9.2% |
0.0085 |
0.8% |
27% |
False |
True |
92,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2043 |
|
2.618 |
1.1566 |
|
1.618 |
1.1274 |
|
1.000 |
1.1094 |
|
0.618 |
1.0982 |
|
HIGH |
1.0802 |
|
0.618 |
1.0690 |
|
0.500 |
1.0656 |
|
0.382 |
1.0622 |
|
LOW |
1.0510 |
|
0.618 |
1.0330 |
|
1.000 |
1.0218 |
|
1.618 |
1.0038 |
|
2.618 |
0.9746 |
|
4.250 |
0.9269 |
|
|
| Fisher Pivots for day following 05-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0735 |
1.0735 |
| PP |
1.0696 |
1.0696 |
| S1 |
1.0656 |
1.0656 |
|