CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 13-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2016 |
13-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0549 |
1.0646 |
0.0097 |
0.9% |
1.0550 |
| High |
1.0655 |
1.0670 |
0.0015 |
0.1% |
1.0878 |
| Low |
1.0528 |
1.0607 |
0.0079 |
0.7% |
1.0510 |
| Close |
1.0633 |
1.0623 |
-0.0010 |
-0.1% |
1.0557 |
| Range |
0.0127 |
0.0064 |
-0.0064 |
-50.0% |
0.0368 |
| ATR |
0.0117 |
0.0113 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
252,251 |
209,256 |
-42,995 |
-17.0% |
1,217,512 |
|
| Daily Pivots for day following 13-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0824 |
1.0787 |
1.0658 |
|
| R3 |
1.0760 |
1.0723 |
1.0640 |
|
| R2 |
1.0697 |
1.0697 |
1.0635 |
|
| R1 |
1.0660 |
1.0660 |
1.0629 |
1.0647 |
| PP |
1.0633 |
1.0633 |
1.0633 |
1.0627 |
| S1 |
1.0596 |
1.0596 |
1.0617 |
1.0583 |
| S2 |
1.0570 |
1.0570 |
1.0611 |
|
| S3 |
1.0506 |
1.0533 |
1.0606 |
|
| S4 |
1.0443 |
1.0469 |
1.0588 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1752 |
1.1523 |
1.0759 |
|
| R3 |
1.1384 |
1.1155 |
1.0658 |
|
| R2 |
1.1016 |
1.1016 |
1.0624 |
|
| R1 |
1.0787 |
1.0787 |
1.0591 |
1.0902 |
| PP |
1.0648 |
1.0648 |
1.0648 |
1.0706 |
| S1 |
1.0419 |
1.0419 |
1.0523 |
1.0534 |
| S2 |
1.0280 |
1.0280 |
1.0490 |
|
| S3 |
0.9912 |
1.0051 |
1.0456 |
|
| S4 |
0.9544 |
0.9683 |
1.0355 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0878 |
1.0528 |
0.0350 |
3.3% |
0.0125 |
1.2% |
27% |
False |
False |
234,891 |
| 10 |
1.0878 |
1.0510 |
0.0368 |
3.5% |
0.0127 |
1.2% |
31% |
False |
False |
236,799 |
| 20 |
1.0878 |
1.0510 |
0.0368 |
3.5% |
0.0113 |
1.1% |
31% |
False |
False |
226,489 |
| 40 |
1.1317 |
1.0510 |
0.0807 |
7.6% |
0.0103 |
1.0% |
14% |
False |
False |
203,398 |
| 60 |
1.1320 |
1.0510 |
0.0810 |
7.6% |
0.0092 |
0.9% |
14% |
False |
False |
190,591 |
| 80 |
1.1412 |
1.0510 |
0.0902 |
8.5% |
0.0087 |
0.8% |
13% |
False |
False |
154,818 |
| 100 |
1.1423 |
1.0510 |
0.0913 |
8.6% |
0.0083 |
0.8% |
12% |
False |
False |
124,060 |
| 120 |
1.1486 |
1.0510 |
0.0976 |
9.2% |
0.0086 |
0.8% |
12% |
False |
False |
103,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0940 |
|
2.618 |
1.0836 |
|
1.618 |
1.0773 |
|
1.000 |
1.0734 |
|
0.618 |
1.0709 |
|
HIGH |
1.0670 |
|
0.618 |
1.0646 |
|
0.500 |
1.0638 |
|
0.382 |
1.0631 |
|
LOW |
1.0607 |
|
0.618 |
1.0567 |
|
1.000 |
1.0543 |
|
1.618 |
1.0504 |
|
2.618 |
1.0440 |
|
4.250 |
1.0337 |
|
|
| Fisher Pivots for day following 13-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0638 |
1.0615 |
| PP |
1.0633 |
1.0607 |
| S1 |
1.0628 |
1.0599 |
|