CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 06-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2016 |
06-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0550 |
1.0767 |
0.0217 |
2.1% |
1.0609 |
| High |
1.0802 |
1.0791 |
-0.0012 |
-0.1% |
1.0696 |
| Low |
1.0510 |
1.0703 |
0.0193 |
1.8% |
1.0560 |
| Close |
1.0775 |
1.0722 |
-0.0053 |
-0.5% |
1.0665 |
| Range |
0.0292 |
0.0088 |
-0.0205 |
-70.0% |
0.0137 |
| ATR |
0.0110 |
0.0109 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
304,739 |
199,821 |
-104,918 |
-34.4% |
1,093,800 |
|
| Daily Pivots for day following 06-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1001 |
1.0949 |
1.0770 |
|
| R3 |
1.0913 |
1.0861 |
1.0746 |
|
| R2 |
1.0826 |
1.0826 |
1.0738 |
|
| R1 |
1.0774 |
1.0774 |
1.0730 |
1.0756 |
| PP |
1.0738 |
1.0738 |
1.0738 |
1.0730 |
| S1 |
1.0686 |
1.0686 |
1.0713 |
1.0669 |
| S2 |
1.0651 |
1.0651 |
1.0705 |
|
| S3 |
1.0563 |
1.0599 |
1.0697 |
|
| S4 |
1.0476 |
1.0511 |
1.0673 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1050 |
1.0994 |
1.0740 |
|
| R3 |
1.0913 |
1.0857 |
1.0702 |
|
| R2 |
1.0777 |
1.0777 |
1.0690 |
|
| R1 |
1.0721 |
1.0721 |
1.0677 |
1.0749 |
| PP |
1.0640 |
1.0640 |
1.0640 |
1.0654 |
| S1 |
1.0584 |
1.0584 |
1.0652 |
1.0612 |
| S2 |
1.0504 |
1.0504 |
1.0639 |
|
| S3 |
1.0367 |
1.0448 |
1.0627 |
|
| S4 |
1.0231 |
1.0311 |
1.0589 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0802 |
1.0510 |
0.0292 |
2.7% |
0.0129 |
1.2% |
72% |
False |
False |
238,707 |
| 10 |
1.0802 |
1.0510 |
0.0292 |
2.7% |
0.0116 |
1.1% |
72% |
False |
False |
226,339 |
| 20 |
1.1317 |
1.0510 |
0.0807 |
7.5% |
0.0120 |
1.1% |
26% |
False |
False |
230,795 |
| 40 |
1.1317 |
1.0510 |
0.0807 |
7.5% |
0.0096 |
0.9% |
26% |
False |
False |
195,010 |
| 60 |
1.1342 |
1.0510 |
0.0832 |
7.8% |
0.0087 |
0.8% |
25% |
False |
False |
183,921 |
| 80 |
1.1423 |
1.0510 |
0.0913 |
8.5% |
0.0084 |
0.8% |
23% |
False |
False |
140,246 |
| 100 |
1.1423 |
1.0510 |
0.0913 |
8.5% |
0.0081 |
0.8% |
23% |
False |
False |
112,332 |
| 120 |
1.1498 |
1.0510 |
0.0988 |
9.2% |
0.0085 |
0.8% |
21% |
False |
False |
93,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1162 |
|
2.618 |
1.1020 |
|
1.618 |
1.0932 |
|
1.000 |
1.0878 |
|
0.618 |
1.0845 |
|
HIGH |
1.0791 |
|
0.618 |
1.0757 |
|
0.500 |
1.0747 |
|
0.382 |
1.0736 |
|
LOW |
1.0703 |
|
0.618 |
1.0649 |
|
1.000 |
1.0616 |
|
1.618 |
1.0561 |
|
2.618 |
1.0474 |
|
4.250 |
1.0331 |
|
|
| Fisher Pivots for day following 06-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0747 |
1.0700 |
| PP |
1.0738 |
1.0678 |
| S1 |
1.0730 |
1.0656 |
|