CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 07-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2016 |
07-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0767 |
1.0724 |
-0.0043 |
-0.4% |
1.0609 |
| High |
1.0791 |
1.0773 |
-0.0018 |
-0.2% |
1.0696 |
| Low |
1.0703 |
1.0715 |
0.0012 |
0.1% |
1.0560 |
| Close |
1.0722 |
1.0764 |
0.0042 |
0.4% |
1.0665 |
| Range |
0.0088 |
0.0059 |
-0.0029 |
-33.1% |
0.0137 |
| ATR |
0.0109 |
0.0105 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
199,821 |
136,627 |
-63,194 |
-31.6% |
1,093,800 |
|
| Daily Pivots for day following 07-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0926 |
1.0903 |
1.0796 |
|
| R3 |
1.0867 |
1.0845 |
1.0780 |
|
| R2 |
1.0809 |
1.0809 |
1.0774 |
|
| R1 |
1.0786 |
1.0786 |
1.0769 |
1.0798 |
| PP |
1.0750 |
1.0750 |
1.0750 |
1.0756 |
| S1 |
1.0728 |
1.0728 |
1.0758 |
1.0739 |
| S2 |
1.0692 |
1.0692 |
1.0753 |
|
| S3 |
1.0633 |
1.0669 |
1.0747 |
|
| S4 |
1.0575 |
1.0611 |
1.0731 |
|
|
| 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% |
0.0118 |
1.1% |
87% |
False |
False |
212,658 |
| 10 |
1.0802 |
1.0510 |
0.0292 |
2.7% |
0.0114 |
1.1% |
87% |
False |
False |
222,255 |
| 20 |
1.1317 |
1.0510 |
0.0807 |
7.5% |
0.0120 |
1.1% |
31% |
False |
False |
231,304 |
| 40 |
1.1317 |
1.0510 |
0.0807 |
7.5% |
0.0095 |
0.9% |
31% |
False |
False |
193,771 |
| 60 |
1.1342 |
1.0510 |
0.0832 |
7.7% |
0.0087 |
0.8% |
30% |
False |
False |
184,512 |
| 80 |
1.1423 |
1.0510 |
0.0913 |
8.5% |
0.0084 |
0.8% |
28% |
False |
False |
141,946 |
| 100 |
1.1423 |
1.0510 |
0.0913 |
8.5% |
0.0081 |
0.7% |
28% |
False |
False |
113,696 |
| 120 |
1.1498 |
1.0510 |
0.0988 |
9.2% |
0.0085 |
0.8% |
26% |
False |
False |
94,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1022 |
|
2.618 |
1.0926 |
|
1.618 |
1.0868 |
|
1.000 |
1.0832 |
|
0.618 |
1.0809 |
|
HIGH |
1.0773 |
|
0.618 |
1.0751 |
|
0.500 |
1.0744 |
|
0.382 |
1.0737 |
|
LOW |
1.0715 |
|
0.618 |
1.0678 |
|
1.000 |
1.0656 |
|
1.618 |
1.0620 |
|
2.618 |
1.0561 |
|
4.250 |
1.0466 |
|
|
| Fisher Pivots for day following 07-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0757 |
1.0728 |
| PP |
1.0750 |
1.0692 |
| S1 |
1.0744 |
1.0656 |
|