CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 30-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2016 |
30-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0457 |
1.0528 |
0.0071 |
0.7% |
1.0499 |
| High |
1.0531 |
1.0694 |
0.0163 |
1.5% |
1.0694 |
| Low |
1.0451 |
1.0520 |
0.0070 |
0.7% |
1.0421 |
| Close |
1.0521 |
1.0574 |
0.0053 |
0.5% |
1.0574 |
| Range |
0.0080 |
0.0174 |
0.0094 |
116.9% |
0.0273 |
| ATR |
0.0097 |
0.0102 |
0.0005 |
5.7% |
0.0000 |
| Volume |
139,611 |
175,634 |
36,023 |
25.8% |
498,088 |
|
| Daily Pivots for day following 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1116 |
1.1019 |
1.0669 |
|
| R3 |
1.0943 |
1.0845 |
1.0622 |
|
| R2 |
1.0769 |
1.0769 |
1.0606 |
|
| R1 |
1.0672 |
1.0672 |
1.0590 |
1.0721 |
| PP |
1.0596 |
1.0596 |
1.0596 |
1.0620 |
| S1 |
1.0498 |
1.0498 |
1.0558 |
1.0547 |
| S2 |
1.0422 |
1.0422 |
1.0542 |
|
| S3 |
1.0249 |
1.0325 |
1.0526 |
|
| S4 |
1.0075 |
1.0151 |
1.0479 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1382 |
1.1251 |
1.0724 |
|
| R3 |
1.1109 |
1.0978 |
1.0649 |
|
| R2 |
1.0836 |
1.0836 |
1.0624 |
|
| R1 |
1.0705 |
1.0705 |
1.0599 |
1.0770 |
| PP |
1.0563 |
1.0563 |
1.0563 |
1.0595 |
| S1 |
1.0432 |
1.0432 |
1.0549 |
1.0497 |
| S2 |
1.0290 |
1.0290 |
1.0524 |
|
| S3 |
1.0017 |
1.0159 |
1.0499 |
|
| S4 |
0.9744 |
0.9886 |
1.0424 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0694 |
1.0421 |
0.0273 |
2.6% |
0.0087 |
0.8% |
56% |
True |
False |
113,822 |
| 10 |
1.0694 |
1.0398 |
0.0296 |
2.8% |
0.0081 |
0.8% |
60% |
True |
False |
134,735 |
| 20 |
1.0924 |
1.0398 |
0.0526 |
5.0% |
0.0111 |
1.0% |
33% |
False |
False |
109,176 |
| 40 |
1.1361 |
1.0398 |
0.0963 |
9.1% |
0.0109 |
1.0% |
18% |
False |
False |
56,026 |
| 60 |
1.1361 |
1.0398 |
0.0963 |
9.1% |
0.0097 |
0.9% |
18% |
False |
False |
37,731 |
| 80 |
1.1416 |
1.0398 |
0.1018 |
9.6% |
0.0088 |
0.8% |
17% |
False |
False |
28,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1431 |
|
2.618 |
1.1148 |
|
1.618 |
1.0974 |
|
1.000 |
1.0867 |
|
0.618 |
1.0801 |
|
HIGH |
1.0694 |
|
0.618 |
1.0627 |
|
0.500 |
1.0607 |
|
0.382 |
1.0586 |
|
LOW |
1.0520 |
|
0.618 |
1.0413 |
|
1.000 |
1.0347 |
|
1.618 |
1.0239 |
|
2.618 |
1.0066 |
|
4.250 |
0.9783 |
|
|
| Fisher Pivots for day following 30-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0607 |
1.0568 |
| PP |
1.0596 |
1.0563 |
| S1 |
1.0585 |
1.0557 |
|