CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 09-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2016 |
09-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0762 |
1.0617 |
-0.0145 |
-1.3% |
1.0550 |
| High |
1.0878 |
1.0634 |
-0.0245 |
-2.2% |
1.0878 |
| Low |
1.0601 |
1.0534 |
-0.0068 |
-0.6% |
1.0510 |
| Close |
1.0617 |
1.0557 |
-0.0060 |
-0.6% |
1.0557 |
| Range |
0.0277 |
0.0100 |
-0.0177 |
-63.9% |
0.0368 |
| ATR |
0.0117 |
0.0116 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
356,309 |
220,016 |
-136,293 |
-38.3% |
1,217,512 |
|
| Daily Pivots for day following 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0875 |
1.0816 |
1.0612 |
|
| R3 |
1.0775 |
1.0716 |
1.0585 |
|
| R2 |
1.0675 |
1.0675 |
1.0575 |
|
| R1 |
1.0616 |
1.0616 |
1.0566 |
1.0595 |
| PP |
1.0575 |
1.0575 |
1.0575 |
1.0564 |
| S1 |
1.0516 |
1.0516 |
1.0548 |
1.0495 |
| S2 |
1.0475 |
1.0475 |
1.0539 |
|
| S3 |
1.0375 |
1.0416 |
1.0530 |
|
| S4 |
1.0275 |
1.0316 |
1.0502 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1752 |
1.1523 |
1.0759 |
|
| R3 |
1.1384 |
1.1155 |
1.0658 |
|
| R2 |
1.1016 |
1.1016 |
1.0624 |
|
| R1 |
1.0787 |
1.0787 |
1.0591 |
1.0902 |
| PP |
1.0648 |
1.0648 |
1.0648 |
1.0706 |
| S1 |
1.0419 |
1.0419 |
1.0523 |
1.0534 |
| S2 |
1.0280 |
1.0280 |
1.0490 |
|
| S3 |
0.9912 |
1.0051 |
1.0456 |
|
| S4 |
0.9544 |
0.9683 |
1.0355 |
|
|
| 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% |
0.0163 |
1.5% |
13% |
False |
False |
243,502 |
| 10 |
1.0878 |
1.0510 |
0.0368 |
3.5% |
0.0129 |
1.2% |
13% |
False |
False |
231,131 |
| 20 |
1.0938 |
1.0510 |
0.0428 |
4.0% |
0.0114 |
1.1% |
11% |
False |
False |
225,159 |
| 40 |
1.1317 |
1.0510 |
0.0807 |
7.6% |
0.0101 |
1.0% |
6% |
False |
False |
198,829 |
| 60 |
1.1320 |
1.0510 |
0.0810 |
7.7% |
0.0091 |
0.9% |
6% |
False |
False |
188,459 |
| 80 |
1.1423 |
1.0510 |
0.0913 |
8.6% |
0.0086 |
0.8% |
5% |
False |
False |
149,095 |
| 100 |
1.1423 |
1.0510 |
0.0913 |
8.6% |
0.0083 |
0.8% |
5% |
False |
False |
119,451 |
| 120 |
1.1498 |
1.0510 |
0.0988 |
9.4% |
0.0086 |
0.8% |
5% |
False |
False |
99,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1059 |
|
2.618 |
1.0895 |
|
1.618 |
1.0795 |
|
1.000 |
1.0734 |
|
0.618 |
1.0695 |
|
HIGH |
1.0634 |
|
0.618 |
1.0595 |
|
0.500 |
1.0584 |
|
0.382 |
1.0572 |
|
LOW |
1.0534 |
|
0.618 |
1.0472 |
|
1.000 |
1.0434 |
|
1.618 |
1.0372 |
|
2.618 |
1.0272 |
|
4.250 |
1.0109 |
|
|
| Fisher Pivots for day following 09-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0584 |
1.0706 |
| PP |
1.0575 |
1.0656 |
| S1 |
1.0566 |
1.0607 |
|