CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 15-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0675 |
1.0572 |
-0.0103 |
-1.0% |
1.0643 |
| High |
1.0718 |
1.0575 |
-0.0144 |
-1.3% |
1.0924 |
| Low |
1.0544 |
1.0413 |
-0.0131 |
-1.2% |
1.0556 |
| Close |
1.0606 |
1.0472 |
-0.0135 |
-1.3% |
1.0603 |
| Range |
0.0175 |
0.0162 |
-0.0013 |
-7.2% |
0.0368 |
| ATR |
0.0117 |
0.0122 |
0.0005 |
4.7% |
0.0000 |
| Volume |
207,305 |
252,467 |
45,162 |
21.8% |
153,621 |
|
| Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0972 |
1.0884 |
1.0561 |
|
| R3 |
1.0810 |
1.0722 |
1.0516 |
|
| R2 |
1.0648 |
1.0648 |
1.0501 |
|
| R1 |
1.0560 |
1.0560 |
1.0486 |
1.0523 |
| PP |
1.0486 |
1.0486 |
1.0486 |
1.0468 |
| S1 |
1.0398 |
1.0398 |
1.0457 |
1.0361 |
| S2 |
1.0324 |
1.0324 |
1.0442 |
|
| S3 |
1.0162 |
1.0236 |
1.0427 |
|
| S4 |
1.0000 |
1.0074 |
1.0382 |
|
|
| 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 |
1.0718 |
1.0413 |
0.0306 |
2.9% |
0.0125 |
1.2% |
19% |
False |
True |
146,545 |
| 10 |
1.0924 |
1.0413 |
0.0511 |
4.9% |
0.0141 |
1.3% |
12% |
False |
True |
83,617 |
| 20 |
1.0924 |
1.0413 |
0.0511 |
4.9% |
0.0119 |
1.1% |
12% |
False |
True |
43,667 |
| 40 |
1.1361 |
1.0413 |
0.0948 |
9.1% |
0.0107 |
1.0% |
6% |
False |
True |
22,668 |
| 60 |
1.1363 |
1.0413 |
0.0951 |
9.1% |
0.0094 |
0.9% |
6% |
False |
True |
15,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1263 |
|
2.618 |
1.0999 |
|
1.618 |
1.0837 |
|
1.000 |
1.0737 |
|
0.618 |
1.0675 |
|
HIGH |
1.0575 |
|
0.618 |
1.0513 |
|
0.500 |
1.0494 |
|
0.382 |
1.0474 |
|
LOW |
1.0413 |
|
0.618 |
1.0312 |
|
1.000 |
1.0251 |
|
1.618 |
1.0150 |
|
2.618 |
0.9988 |
|
4.250 |
0.9724 |
|
|
| Fisher Pivots for day following 15-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0494 |
1.0565 |
| PP |
1.0486 |
1.0534 |
| S1 |
1.0479 |
1.0503 |
|