CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 06-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2016 |
06-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0643 |
1.0812 |
0.0169 |
1.6% |
1.0656 |
| High |
1.0851 |
1.0838 |
-0.0013 |
-0.1% |
1.0744 |
| Low |
1.0556 |
1.0752 |
0.0196 |
1.9% |
1.0608 |
| Close |
1.0822 |
1.0769 |
-0.0053 |
-0.5% |
1.0713 |
| Range |
0.0295 |
0.0087 |
-0.0208 |
-70.6% |
0.0136 |
| ATR |
0.0109 |
0.0107 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
17,111 |
31,555 |
14,444 |
84.4% |
27,450 |
|
| Daily Pivots for day following 06-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1046 |
1.0994 |
1.0817 |
|
| R3 |
1.0959 |
1.0907 |
1.0793 |
|
| R2 |
1.0873 |
1.0873 |
1.0785 |
|
| R1 |
1.0821 |
1.0821 |
1.0777 |
1.0804 |
| PP |
1.0786 |
1.0786 |
1.0786 |
1.0778 |
| S1 |
1.0734 |
1.0734 |
1.0761 |
1.0717 |
| S2 |
1.0700 |
1.0700 |
1.0753 |
|
| S3 |
1.0613 |
1.0648 |
1.0745 |
|
| S4 |
1.0527 |
1.0561 |
1.0721 |
|
|
| 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 |
1.0851 |
1.0556 |
0.0295 |
2.7% |
0.0129 |
1.2% |
72% |
False |
False |
13,849 |
| 10 |
1.0851 |
1.0556 |
0.0295 |
2.7% |
0.0115 |
1.1% |
72% |
False |
False |
8,521 |
| 20 |
1.1361 |
1.0556 |
0.0805 |
7.5% |
0.0119 |
1.1% |
26% |
False |
False |
5,376 |
| 40 |
1.1361 |
1.0556 |
0.0805 |
7.5% |
0.0095 |
0.9% |
26% |
False |
False |
3,247 |
| 60 |
1.1363 |
1.0556 |
0.0807 |
7.5% |
0.0085 |
0.8% |
26% |
False |
False |
2,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1206 |
|
2.618 |
1.1064 |
|
1.618 |
1.0978 |
|
1.000 |
1.0925 |
|
0.618 |
1.0891 |
|
HIGH |
1.0838 |
|
0.618 |
1.0805 |
|
0.500 |
1.0795 |
|
0.382 |
1.0785 |
|
LOW |
1.0752 |
|
0.618 |
1.0698 |
|
1.000 |
1.0665 |
|
1.618 |
1.0612 |
|
2.618 |
1.0525 |
|
4.250 |
1.0384 |
|
|
| Fisher Pivots for day following 06-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0795 |
1.0747 |
| PP |
1.0786 |
1.0725 |
| S1 |
1.0778 |
1.0703 |
|