CME Euro FX (E) Future March 2017
| 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 |
1.0706 |
1.0651 |
-0.0055 |
-0.5% |
1.0644 |
| High |
1.0722 |
1.0723 |
0.0001 |
0.0% |
1.0715 |
| Low |
1.0608 |
1.0638 |
0.0031 |
0.3% |
1.0575 |
| Close |
1.0652 |
1.0701 |
0.0049 |
0.5% |
1.0648 |
| Range |
0.0114 |
0.0085 |
-0.0030 |
-25.9% |
0.0140 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
5,307 |
10,631 |
5,324 |
100.3% |
11,063 |
|
| Daily Pivots for day following 01-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0941 |
1.0905 |
1.0747 |
|
| R3 |
1.0856 |
1.0821 |
1.0724 |
|
| R2 |
1.0772 |
1.0772 |
1.0716 |
|
| R1 |
1.0736 |
1.0736 |
1.0708 |
1.0754 |
| PP |
1.0687 |
1.0687 |
1.0687 |
1.0696 |
| S1 |
1.0652 |
1.0652 |
1.0693 |
1.0669 |
| S2 |
1.0603 |
1.0603 |
1.0685 |
|
| S3 |
1.0518 |
1.0567 |
1.0677 |
|
| S4 |
1.0434 |
1.0483 |
1.0654 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1066 |
1.0997 |
1.0725 |
|
| R3 |
1.0926 |
1.0857 |
1.0686 |
|
| R2 |
1.0786 |
1.0786 |
1.0673 |
|
| R1 |
1.0717 |
1.0717 |
1.0660 |
1.0751 |
| PP |
1.0646 |
1.0646 |
1.0646 |
1.0663 |
| S1 |
1.0577 |
1.0577 |
1.0635 |
1.0611 |
| S2 |
1.0506 |
1.0506 |
1.0622 |
|
| S3 |
1.0366 |
1.0437 |
1.0609 |
|
| S4 |
1.0226 |
1.0297 |
1.0571 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0741 |
1.0575 |
0.0166 |
1.6% |
0.0103 |
1.0% |
76% |
False |
False |
5,014 |
| 10 |
1.0803 |
1.0575 |
0.0228 |
2.1% |
0.0097 |
0.9% |
55% |
False |
False |
3,717 |
| 20 |
1.1361 |
1.0575 |
0.0786 |
7.3% |
0.0107 |
1.0% |
16% |
False |
False |
2,876 |
| 40 |
1.1361 |
1.0575 |
0.0786 |
7.3% |
0.0090 |
0.8% |
16% |
False |
False |
2,008 |
| 60 |
1.1416 |
1.0575 |
0.0841 |
7.9% |
0.0081 |
0.8% |
15% |
False |
False |
1,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1082 |
|
2.618 |
1.0944 |
|
1.618 |
1.0859 |
|
1.000 |
1.0807 |
|
0.618 |
1.0775 |
|
HIGH |
1.0723 |
|
0.618 |
1.0690 |
|
0.500 |
1.0680 |
|
0.382 |
1.0670 |
|
LOW |
1.0638 |
|
0.618 |
1.0586 |
|
1.000 |
1.0554 |
|
1.618 |
1.0501 |
|
2.618 |
1.0417 |
|
4.250 |
1.0279 |
|
|
| Fisher Pivots for day following 01-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0694 |
1.0689 |
| PP |
1.0687 |
1.0677 |
| S1 |
1.0680 |
1.0665 |
|