CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 14-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2016 |
14-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0646 |
1.0629 |
-0.0018 |
-0.2% |
1.0550 |
| High |
1.0670 |
1.0673 |
0.0003 |
0.0% |
1.0878 |
| Low |
1.0607 |
1.0499 |
-0.0108 |
-1.0% |
1.0510 |
| Close |
1.0623 |
1.0561 |
-0.0063 |
-0.6% |
1.0557 |
| Range |
0.0064 |
0.0174 |
0.0111 |
174.0% |
0.0368 |
| ATR |
0.0113 |
0.0117 |
0.0004 |
3.9% |
0.0000 |
| Volume |
209,256 |
391,800 |
182,544 |
87.2% |
1,217,512 |
|
| Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1099 |
1.1004 |
1.0656 |
|
| R3 |
1.0925 |
1.0830 |
1.0608 |
|
| R2 |
1.0751 |
1.0751 |
1.0592 |
|
| R1 |
1.0656 |
1.0656 |
1.0576 |
1.0617 |
| PP |
1.0577 |
1.0577 |
1.0577 |
1.0558 |
| S1 |
1.0482 |
1.0482 |
1.0545 |
1.0443 |
| S2 |
1.0403 |
1.0403 |
1.0529 |
|
| S3 |
1.0229 |
1.0308 |
1.0513 |
|
| S4 |
1.0055 |
1.0134 |
1.0465 |
|
|
| 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 |
1.0499 |
0.0380 |
3.6% |
0.0148 |
1.4% |
16% |
False |
True |
285,926 |
| 10 |
1.0878 |
1.0499 |
0.0380 |
3.6% |
0.0133 |
1.3% |
16% |
False |
True |
249,292 |
| 20 |
1.0878 |
1.0499 |
0.0380 |
3.6% |
0.0116 |
1.1% |
16% |
False |
True |
235,388 |
| 40 |
1.1317 |
1.0499 |
0.0819 |
7.8% |
0.0106 |
1.0% |
8% |
False |
True |
209,900 |
| 60 |
1.1320 |
1.0499 |
0.0822 |
7.8% |
0.0094 |
0.9% |
8% |
False |
True |
194,933 |
| 80 |
1.1412 |
1.0499 |
0.0913 |
8.6% |
0.0088 |
0.8% |
7% |
False |
True |
159,703 |
| 100 |
1.1423 |
1.0499 |
0.0924 |
8.7% |
0.0085 |
0.8% |
7% |
False |
True |
127,968 |
| 120 |
1.1423 |
1.0499 |
0.0924 |
8.7% |
0.0084 |
0.8% |
7% |
False |
True |
106,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1412 |
|
2.618 |
1.1128 |
|
1.618 |
1.0954 |
|
1.000 |
1.0847 |
|
0.618 |
1.0780 |
|
HIGH |
1.0673 |
|
0.618 |
1.0606 |
|
0.500 |
1.0586 |
|
0.382 |
1.0565 |
|
LOW |
1.0499 |
|
0.618 |
1.0391 |
|
1.000 |
1.0325 |
|
1.618 |
1.0217 |
|
2.618 |
1.0043 |
|
4.250 |
0.9759 |
|
|
| Fisher Pivots for day following 14-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0586 |
1.0586 |
| PP |
1.0577 |
1.0577 |
| S1 |
1.0569 |
1.0569 |
|