CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 12-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2016 |
12-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0617 |
1.0549 |
-0.0068 |
-0.6% |
1.0550 |
| High |
1.0634 |
1.0655 |
0.0022 |
0.2% |
1.0878 |
| Low |
1.0534 |
1.0528 |
-0.0006 |
-0.1% |
1.0510 |
| Close |
1.0557 |
1.0633 |
0.0076 |
0.7% |
1.0557 |
| Range |
0.0100 |
0.0127 |
0.0027 |
27.0% |
0.0368 |
| ATR |
0.0116 |
0.0117 |
0.0001 |
0.7% |
0.0000 |
| Volume |
220,016 |
252,251 |
32,235 |
14.7% |
1,217,512 |
|
| Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0986 |
1.0937 |
1.0703 |
|
| R3 |
1.0859 |
1.0810 |
1.0668 |
|
| R2 |
1.0732 |
1.0732 |
1.0656 |
|
| R1 |
1.0683 |
1.0683 |
1.0645 |
1.0708 |
| PP |
1.0605 |
1.0605 |
1.0605 |
1.0618 |
| S1 |
1.0556 |
1.0556 |
1.0621 |
1.0581 |
| S2 |
1.0478 |
1.0478 |
1.0610 |
|
| S3 |
1.0351 |
1.0429 |
1.0598 |
|
| S4 |
1.0224 |
1.0302 |
1.0563 |
|
|
| 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 |
1.0528 |
0.0350 |
3.3% |
0.0130 |
1.2% |
30% |
False |
True |
233,004 |
| 10 |
1.0878 |
1.0510 |
0.0368 |
3.5% |
0.0130 |
1.2% |
33% |
False |
False |
235,456 |
| 20 |
1.0878 |
1.0510 |
0.0368 |
3.5% |
0.0116 |
1.1% |
33% |
False |
False |
228,412 |
| 40 |
1.1317 |
1.0510 |
0.0807 |
7.6% |
0.0102 |
1.0% |
15% |
False |
False |
200,934 |
| 60 |
1.1320 |
1.0510 |
0.0810 |
7.6% |
0.0091 |
0.9% |
15% |
False |
False |
189,051 |
| 80 |
1.1415 |
1.0510 |
0.0905 |
8.5% |
0.0087 |
0.8% |
14% |
False |
False |
152,228 |
| 100 |
1.1423 |
1.0510 |
0.0913 |
8.6% |
0.0084 |
0.8% |
13% |
False |
False |
121,970 |
| 120 |
1.1498 |
1.0510 |
0.0988 |
9.3% |
0.0087 |
0.8% |
12% |
False |
False |
101,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1195 |
|
2.618 |
1.0987 |
|
1.618 |
1.0860 |
|
1.000 |
1.0782 |
|
0.618 |
1.0733 |
|
HIGH |
1.0655 |
|
0.618 |
1.0606 |
|
0.500 |
1.0592 |
|
0.382 |
1.0577 |
|
LOW |
1.0528 |
|
0.618 |
1.0450 |
|
1.000 |
1.0401 |
|
1.618 |
1.0323 |
|
2.618 |
1.0196 |
|
4.250 |
0.9988 |
|
|
| Fisher Pivots for day following 12-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0619 |
1.0703 |
| PP |
1.0605 |
1.0680 |
| S1 |
1.0592 |
1.0656 |
|