CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 09-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2016 |
09-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0809 |
1.0661 |
-0.0148 |
-1.4% |
1.0643 |
| High |
1.0924 |
1.0679 |
-0.0245 |
-2.2% |
1.0924 |
| Low |
1.0647 |
1.0580 |
-0.0067 |
-0.6% |
1.0556 |
| Close |
1.0662 |
1.0603 |
-0.0060 |
-0.6% |
1.0603 |
| Range |
0.0277 |
0.0100 |
-0.0178 |
-64.1% |
0.0368 |
| ATR |
0.0116 |
0.0115 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
34,390 |
54,816 |
20,426 |
59.4% |
153,621 |
|
| Daily Pivots for day following 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0919 |
1.0860 |
1.0657 |
|
| R3 |
1.0819 |
1.0761 |
1.0630 |
|
| R2 |
1.0720 |
1.0720 |
1.0621 |
|
| R1 |
1.0661 |
1.0661 |
1.0612 |
1.0641 |
| PP |
1.0620 |
1.0620 |
1.0620 |
1.0610 |
| S1 |
1.0562 |
1.0562 |
1.0593 |
1.0541 |
| S2 |
1.0521 |
1.0521 |
1.0584 |
|
| S3 |
1.0421 |
1.0462 |
1.0575 |
|
| S4 |
1.0322 |
1.0363 |
1.0548 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1797 |
1.1567 |
1.0805 |
|
| R3 |
1.1429 |
1.1200 |
1.0704 |
|
| R2 |
1.1062 |
1.1062 |
1.0670 |
|
| R1 |
1.0832 |
1.0832 |
1.0636 |
1.0763 |
| PP |
1.0694 |
1.0694 |
1.0694 |
1.0660 |
| S1 |
1.0465 |
1.0465 |
1.0569 |
1.0396 |
| S2 |
1.0327 |
1.0327 |
1.0535 |
|
| S3 |
0.9959 |
1.0097 |
1.0501 |
|
| S4 |
0.9592 |
0.9730 |
1.0400 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0924 |
1.0556 |
0.0368 |
3.5% |
0.0163 |
1.5% |
13% |
False |
False |
30,724 |
| 10 |
1.0924 |
1.0556 |
0.0368 |
3.5% |
0.0129 |
1.2% |
13% |
False |
False |
18,107 |
| 20 |
1.0981 |
1.0556 |
0.0425 |
4.0% |
0.0113 |
1.1% |
11% |
False |
False |
10,181 |
| 40 |
1.1361 |
1.0556 |
0.0805 |
7.6% |
0.0100 |
0.9% |
6% |
False |
False |
5,781 |
| 60 |
1.1363 |
1.0556 |
0.0807 |
7.6% |
0.0089 |
0.8% |
6% |
False |
False |
4,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1102 |
|
2.618 |
1.0939 |
|
1.618 |
1.0840 |
|
1.000 |
1.0779 |
|
0.618 |
1.0740 |
|
HIGH |
1.0679 |
|
0.618 |
1.0641 |
|
0.500 |
1.0629 |
|
0.382 |
1.0618 |
|
LOW |
1.0580 |
|
0.618 |
1.0518 |
|
1.000 |
1.0480 |
|
1.618 |
1.0419 |
|
2.618 |
1.0319 |
|
4.250 |
1.0157 |
|
|
| Fisher Pivots for day following 09-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0629 |
1.0752 |
| PP |
1.0620 |
1.0702 |
| S1 |
1.0611 |
1.0652 |
|