CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 16-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2016 |
16-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0572 |
1.0469 |
-0.0103 |
-1.0% |
1.0595 |
| High |
1.0575 |
1.0521 |
-0.0054 |
-0.5% |
1.0718 |
| Low |
1.0413 |
1.0447 |
0.0035 |
0.3% |
1.0413 |
| Close |
1.0472 |
1.0479 |
0.0007 |
0.1% |
1.0479 |
| Range |
0.0162 |
0.0074 |
-0.0088 |
-54.3% |
0.0306 |
| ATR |
0.0122 |
0.0119 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
252,467 |
215,197 |
-37,270 |
-14.8% |
893,109 |
|
| Daily Pivots for day following 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0704 |
1.0665 |
1.0519 |
|
| R3 |
1.0630 |
1.0591 |
1.0499 |
|
| R2 |
1.0556 |
1.0556 |
1.0492 |
|
| R1 |
1.0517 |
1.0517 |
1.0485 |
1.0537 |
| PP |
1.0482 |
1.0482 |
1.0482 |
1.0492 |
| S1 |
1.0443 |
1.0443 |
1.0472 |
1.0463 |
| S2 |
1.0408 |
1.0408 |
1.0465 |
|
| S3 |
1.0334 |
1.0369 |
1.0458 |
|
| S4 |
1.0260 |
1.0295 |
1.0438 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1453 |
1.1271 |
1.0647 |
|
| R3 |
1.1147 |
1.0966 |
1.0563 |
|
| R2 |
1.0842 |
1.0842 |
1.0535 |
|
| R1 |
1.0660 |
1.0660 |
1.0507 |
1.0598 |
| PP |
1.0536 |
1.0536 |
1.0536 |
1.0505 |
| S1 |
1.0355 |
1.0355 |
1.0450 |
1.0293 |
| S2 |
1.0231 |
1.0231 |
1.0422 |
|
| S3 |
0.9925 |
1.0049 |
1.0394 |
|
| S4 |
0.9620 |
0.9744 |
1.0310 |
|
|
| 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% |
0.0120 |
1.1% |
22% |
False |
False |
178,621 |
| 10 |
1.0924 |
1.0413 |
0.0511 |
4.9% |
0.0142 |
1.4% |
13% |
False |
False |
104,673 |
| 20 |
1.0924 |
1.0413 |
0.0511 |
4.9% |
0.0116 |
1.1% |
13% |
False |
False |
54,354 |
| 40 |
1.1361 |
1.0413 |
0.0948 |
9.0% |
0.0106 |
1.0% |
7% |
False |
False |
27,985 |
| 60 |
1.1363 |
1.0413 |
0.0951 |
9.1% |
0.0094 |
0.9% |
7% |
False |
False |
19,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0836 |
|
2.618 |
1.0715 |
|
1.618 |
1.0641 |
|
1.000 |
1.0595 |
|
0.618 |
1.0567 |
|
HIGH |
1.0521 |
|
0.618 |
1.0493 |
|
0.500 |
1.0484 |
|
0.382 |
1.0475 |
|
LOW |
1.0447 |
|
0.618 |
1.0401 |
|
1.000 |
1.0373 |
|
1.618 |
1.0327 |
|
2.618 |
1.0253 |
|
4.250 |
1.0133 |
|
|
| Fisher Pivots for day following 16-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0484 |
1.0565 |
| PP |
1.0482 |
1.0536 |
| S1 |
1.0480 |
1.0507 |
|