CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 14-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2016 |
14-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0690 |
1.0675 |
-0.0016 |
-0.1% |
1.0643 |
| High |
1.0716 |
1.0718 |
0.0002 |
0.0% |
1.0924 |
| Low |
1.0653 |
1.0544 |
-0.0110 |
-1.0% |
1.0556 |
| Close |
1.0669 |
1.0606 |
-0.0063 |
-0.6% |
1.0603 |
| Range |
0.0063 |
0.0175 |
0.0112 |
177.0% |
0.0368 |
| ATR |
0.0112 |
0.0117 |
0.0004 |
4.0% |
0.0000 |
| Volume |
110,845 |
207,305 |
96,460 |
87.0% |
153,621 |
|
| Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1146 |
1.1051 |
1.0702 |
|
| R3 |
1.0972 |
1.0876 |
1.0654 |
|
| R2 |
1.0797 |
1.0797 |
1.0638 |
|
| R1 |
1.0702 |
1.0702 |
1.0622 |
1.0662 |
| PP |
1.0623 |
1.0623 |
1.0623 |
1.0603 |
| S1 |
1.0527 |
1.0527 |
1.0590 |
1.0488 |
| S2 |
1.0448 |
1.0448 |
1.0574 |
|
| S3 |
1.0274 |
1.0353 |
1.0558 |
|
| S4 |
1.0099 |
1.0178 |
1.0510 |
|
|
| 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 |
1.0544 |
0.0380 |
3.6% |
0.0148 |
1.4% |
16% |
False |
True |
102,930 |
| 10 |
1.0924 |
1.0544 |
0.0380 |
3.6% |
0.0133 |
1.3% |
16% |
False |
True |
59,433 |
| 20 |
1.0924 |
1.0544 |
0.0380 |
3.6% |
0.0115 |
1.1% |
16% |
False |
True |
31,138 |
| 40 |
1.1361 |
1.0544 |
0.0817 |
7.7% |
0.0104 |
1.0% |
8% |
False |
True |
16,370 |
| 60 |
1.1363 |
1.0544 |
0.0820 |
7.7% |
0.0092 |
0.9% |
8% |
False |
True |
11,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1460 |
|
2.618 |
1.1175 |
|
1.618 |
1.1000 |
|
1.000 |
1.0893 |
|
0.618 |
1.0826 |
|
HIGH |
1.0718 |
|
0.618 |
1.0651 |
|
0.500 |
1.0631 |
|
0.382 |
1.0610 |
|
LOW |
1.0544 |
|
0.618 |
1.0436 |
|
1.000 |
1.0369 |
|
1.618 |
1.0261 |
|
2.618 |
1.0087 |
|
4.250 |
0.9802 |
|
|
| Fisher Pivots for day following 14-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0631 |
1.0631 |
| PP |
1.0623 |
1.0623 |
| S1 |
1.0614 |
1.0614 |
|