CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 27-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2016 |
27-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0479 |
1.0499 |
0.0020 |
0.2% |
1.0493 |
| High |
1.0514 |
1.0509 |
-0.0006 |
-0.1% |
1.0544 |
| Low |
1.0471 |
1.0474 |
0.0003 |
0.0% |
1.0398 |
| Close |
1.0491 |
1.0502 |
0.0011 |
0.1% |
1.0491 |
| Range |
0.0043 |
0.0035 |
-0.0009 |
-19.8% |
0.0146 |
| ATR |
0.0103 |
0.0098 |
-0.0005 |
-4.7% |
0.0000 |
| Volume |
71,023 |
55,644 |
-15,379 |
-21.7% |
634,065 |
|
| Daily Pivots for day following 27-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0598 |
1.0584 |
1.0520 |
|
| R3 |
1.0564 |
1.0550 |
1.0511 |
|
| R2 |
1.0529 |
1.0529 |
1.0508 |
|
| R1 |
1.0515 |
1.0515 |
1.0505 |
1.0522 |
| PP |
1.0495 |
1.0495 |
1.0495 |
1.0498 |
| S1 |
1.0481 |
1.0481 |
1.0498 |
1.0488 |
| S2 |
1.0460 |
1.0460 |
1.0495 |
|
| S3 |
1.0426 |
1.0446 |
1.0492 |
|
| S4 |
1.0391 |
1.0412 |
1.0483 |
|
|
| Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0914 |
1.0848 |
1.0571 |
|
| R3 |
1.0769 |
1.0703 |
1.0531 |
|
| R2 |
1.0623 |
1.0623 |
1.0518 |
|
| R1 |
1.0557 |
1.0557 |
1.0504 |
1.0517 |
| PP |
1.0478 |
1.0478 |
1.0478 |
1.0458 |
| S1 |
1.0412 |
1.0412 |
1.0478 |
1.0372 |
| S2 |
1.0332 |
1.0332 |
1.0464 |
|
| S3 |
1.0187 |
1.0266 |
1.0451 |
|
| S4 |
1.0041 |
1.0121 |
1.0411 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0544 |
1.0398 |
0.0146 |
1.4% |
0.0058 |
0.5% |
71% |
False |
False |
107,060 |
| 10 |
1.0718 |
1.0398 |
0.0320 |
3.0% |
0.0085 |
0.8% |
32% |
False |
False |
147,552 |
| 20 |
1.0924 |
1.0398 |
0.0526 |
5.0% |
0.0107 |
1.0% |
20% |
False |
False |
88,001 |
| 40 |
1.1361 |
1.0398 |
0.0963 |
9.2% |
0.0106 |
1.0% |
11% |
False |
False |
45,073 |
| 60 |
1.1361 |
1.0398 |
0.0963 |
9.2% |
0.0094 |
0.9% |
11% |
False |
False |
30,455 |
| 80 |
1.1416 |
1.0398 |
0.1018 |
9.7% |
0.0087 |
0.8% |
10% |
False |
False |
23,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0655 |
|
2.618 |
1.0599 |
|
1.618 |
1.0564 |
|
1.000 |
1.0543 |
|
0.618 |
1.0530 |
|
HIGH |
1.0509 |
|
0.618 |
1.0495 |
|
0.500 |
1.0491 |
|
0.382 |
1.0487 |
|
LOW |
1.0474 |
|
0.618 |
1.0453 |
|
1.000 |
1.0440 |
|
1.618 |
1.0418 |
|
2.618 |
1.0384 |
|
4.250 |
1.0327 |
|
|
| Fisher Pivots for day following 27-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0498 |
1.0506 |
| PP |
1.0495 |
1.0504 |
| S1 |
1.0491 |
1.0503 |
|