CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 08-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2016 |
08-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0724 |
1.0762 |
0.0038 |
0.4% |
1.0609 |
| High |
1.0773 |
1.0878 |
0.0105 |
1.0% |
1.0696 |
| Low |
1.0715 |
1.0601 |
-0.0114 |
-1.1% |
1.0560 |
| Close |
1.0764 |
1.0617 |
-0.0147 |
-1.4% |
1.0665 |
| Range |
0.0059 |
0.0277 |
0.0219 |
373.5% |
0.0137 |
| ATR |
0.0105 |
0.0117 |
0.0012 |
11.7% |
0.0000 |
| Volume |
136,627 |
356,309 |
219,682 |
160.8% |
1,093,800 |
|
| Daily Pivots for day following 08-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1530 |
1.1350 |
1.0769 |
|
| R3 |
1.1253 |
1.1073 |
1.0693 |
|
| R2 |
1.0976 |
1.0976 |
1.0668 |
|
| R1 |
1.0796 |
1.0796 |
1.0642 |
1.0748 |
| PP |
1.0699 |
1.0699 |
1.0699 |
1.0674 |
| S1 |
1.0519 |
1.0519 |
1.0592 |
1.0471 |
| S2 |
1.0422 |
1.0422 |
1.0566 |
|
| S3 |
1.0145 |
1.0242 |
1.0541 |
|
| S4 |
0.9868 |
0.9965 |
1.0465 |
|
|
| 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 |
1.0878 |
1.0510 |
0.0368 |
3.5% |
0.0156 |
1.5% |
29% |
True |
False |
238,536 |
| 10 |
1.0878 |
1.0510 |
0.0368 |
3.5% |
0.0130 |
1.2% |
29% |
True |
False |
233,901 |
| 20 |
1.0969 |
1.0510 |
0.0459 |
4.3% |
0.0114 |
1.1% |
23% |
False |
False |
226,056 |
| 40 |
1.1317 |
1.0510 |
0.0807 |
7.6% |
0.0101 |
0.9% |
13% |
False |
False |
197,925 |
| 60 |
1.1342 |
1.0510 |
0.0832 |
7.8% |
0.0091 |
0.9% |
13% |
False |
False |
187,351 |
| 80 |
1.1423 |
1.0510 |
0.0913 |
8.6% |
0.0086 |
0.8% |
12% |
False |
False |
146,359 |
| 100 |
1.1423 |
1.0510 |
0.0913 |
8.6% |
0.0083 |
0.8% |
12% |
False |
False |
117,254 |
| 120 |
1.1498 |
1.0510 |
0.0988 |
9.3% |
0.0086 |
0.8% |
11% |
False |
False |
97,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2055 |
|
2.618 |
1.1603 |
|
1.618 |
1.1326 |
|
1.000 |
1.1155 |
|
0.618 |
1.1049 |
|
HIGH |
1.0878 |
|
0.618 |
1.0772 |
|
0.500 |
1.0740 |
|
0.382 |
1.0707 |
|
LOW |
1.0601 |
|
0.618 |
1.0430 |
|
1.000 |
1.0324 |
|
1.618 |
1.0153 |
|
2.618 |
0.9876 |
|
4.250 |
0.9424 |
|
|
| Fisher Pivots for day following 08-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0740 |
1.0740 |
| PP |
1.0699 |
1.0699 |
| S1 |
1.0658 |
1.0658 |
|