CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 15-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0629 |
1.0531 |
-0.0098 |
-0.9% |
1.0550 |
| High |
1.0673 |
1.0531 |
-0.0142 |
-1.3% |
1.0878 |
| Low |
1.0499 |
1.0368 |
-0.0131 |
-1.2% |
1.0510 |
| Close |
1.0561 |
1.0426 |
-0.0135 |
-1.3% |
1.0557 |
| Range |
0.0174 |
0.0163 |
-0.0011 |
-6.3% |
0.0368 |
| ATR |
0.0117 |
0.0123 |
0.0005 |
4.6% |
0.0000 |
| Volume |
391,800 |
355,581 |
-36,219 |
-9.2% |
1,217,512 |
|
| Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0930 |
1.0841 |
1.0516 |
|
| R3 |
1.0767 |
1.0678 |
1.0471 |
|
| R2 |
1.0604 |
1.0604 |
1.0456 |
|
| R1 |
1.0515 |
1.0515 |
1.0441 |
1.0478 |
| PP |
1.0441 |
1.0441 |
1.0441 |
1.0423 |
| S1 |
1.0352 |
1.0352 |
1.0411 |
1.0315 |
| S2 |
1.0278 |
1.0278 |
1.0396 |
|
| S3 |
1.0115 |
1.0189 |
1.0381 |
|
| S4 |
0.9952 |
1.0026 |
1.0336 |
|
|
| 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 |
1.0673 |
1.0368 |
0.0305 |
2.9% |
0.0126 |
1.2% |
19% |
False |
True |
285,780 |
| 10 |
1.0878 |
1.0368 |
0.0511 |
4.9% |
0.0141 |
1.4% |
11% |
False |
True |
262,158 |
| 20 |
1.0878 |
1.0368 |
0.0511 |
4.9% |
0.0120 |
1.1% |
11% |
False |
True |
242,004 |
| 40 |
1.1317 |
1.0368 |
0.0950 |
9.1% |
0.0108 |
1.0% |
6% |
False |
True |
215,828 |
| 60 |
1.1320 |
1.0368 |
0.0953 |
9.1% |
0.0095 |
0.9% |
6% |
False |
True |
197,803 |
| 80 |
1.1395 |
1.0368 |
0.1028 |
9.9% |
0.0090 |
0.9% |
6% |
False |
True |
164,135 |
| 100 |
1.1423 |
1.0368 |
0.1055 |
10.1% |
0.0086 |
0.8% |
6% |
False |
True |
131,521 |
| 120 |
1.1423 |
1.0368 |
0.1055 |
10.1% |
0.0084 |
0.8% |
6% |
False |
True |
109,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1223 |
|
2.618 |
1.0957 |
|
1.618 |
1.0794 |
|
1.000 |
1.0694 |
|
0.618 |
1.0631 |
|
HIGH |
1.0531 |
|
0.618 |
1.0468 |
|
0.500 |
1.0449 |
|
0.382 |
1.0430 |
|
LOW |
1.0368 |
|
0.618 |
1.0267 |
|
1.000 |
1.0205 |
|
1.618 |
1.0104 |
|
2.618 |
0.9941 |
|
4.250 |
0.9675 |
|
|
| Fisher Pivots for day following 15-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0449 |
1.0520 |
| PP |
1.0441 |
1.0489 |
| S1 |
1.0434 |
1.0457 |
|