CME Euro FX (E) Future March 2017
| 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 |
1.0651 |
1.0712 |
0.0061 |
0.6% |
1.0656 |
| High |
1.0723 |
1.0744 |
0.0021 |
0.2% |
1.0744 |
| Low |
1.0638 |
1.0680 |
0.0042 |
0.4% |
1.0608 |
| Close |
1.0701 |
1.0713 |
0.0012 |
0.1% |
1.0713 |
| Range |
0.0085 |
0.0064 |
-0.0021 |
-24.9% |
0.0136 |
| ATR |
0.0097 |
0.0095 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
10,631 |
4,641 |
-5,990 |
-56.3% |
27,450 |
|
| Daily Pivots for day following 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0903 |
1.0871 |
1.0747 |
|
| R3 |
1.0839 |
1.0808 |
1.0730 |
|
| R2 |
1.0776 |
1.0776 |
1.0724 |
|
| R1 |
1.0744 |
1.0744 |
1.0718 |
1.0760 |
| PP |
1.0712 |
1.0712 |
1.0712 |
1.0720 |
| S1 |
1.0681 |
1.0681 |
1.0707 |
1.0696 |
| S2 |
1.0649 |
1.0649 |
1.0701 |
|
| S3 |
1.0585 |
1.0617 |
1.0695 |
|
| S4 |
1.0522 |
1.0554 |
1.0678 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1096 |
1.1040 |
1.0787 |
|
| R3 |
1.0960 |
1.0904 |
1.0750 |
|
| R2 |
1.0824 |
1.0824 |
1.0737 |
|
| R1 |
1.0768 |
1.0768 |
1.0725 |
1.0796 |
| PP |
1.0688 |
1.0688 |
1.0688 |
1.0702 |
| S1 |
1.0632 |
1.0632 |
1.0700 |
1.0660 |
| S2 |
1.0552 |
1.0552 |
1.0688 |
|
| S3 |
1.0416 |
1.0496 |
1.0675 |
|
| S4 |
1.0280 |
1.0360 |
1.0638 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0744 |
1.0608 |
0.0136 |
1.3% |
0.0094 |
0.9% |
77% |
True |
False |
5,490 |
| 10 |
1.0744 |
1.0575 |
0.0169 |
1.6% |
0.0091 |
0.8% |
82% |
True |
False |
4,035 |
| 20 |
1.1361 |
1.0575 |
0.0786 |
7.3% |
0.0107 |
1.0% |
18% |
False |
False |
3,089 |
| 40 |
1.1361 |
1.0575 |
0.0786 |
7.3% |
0.0089 |
0.8% |
18% |
False |
False |
2,091 |
| 60 |
1.1371 |
1.0575 |
0.0797 |
7.4% |
0.0081 |
0.8% |
17% |
False |
False |
1,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1013 |
|
2.618 |
1.0910 |
|
1.618 |
1.0846 |
|
1.000 |
1.0807 |
|
0.618 |
1.0783 |
|
HIGH |
1.0744 |
|
0.618 |
1.0719 |
|
0.500 |
1.0712 |
|
0.382 |
1.0704 |
|
LOW |
1.0680 |
|
0.618 |
1.0641 |
|
1.000 |
1.0617 |
|
1.618 |
1.0577 |
|
2.618 |
1.0514 |
|
4.250 |
1.0410 |
|
|
| Fisher Pivots for day following 02-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0712 |
1.0700 |
| PP |
1.0712 |
1.0688 |
| S1 |
1.0712 |
1.0676 |
|