CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 16-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2016 |
16-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0531 |
1.0422 |
-0.0109 |
-1.0% |
1.0549 |
| High |
1.0531 |
1.0475 |
-0.0056 |
-0.5% |
1.0673 |
| Low |
1.0368 |
1.0401 |
0.0034 |
0.3% |
1.0368 |
| Close |
1.0426 |
1.0433 |
0.0007 |
0.1% |
1.0433 |
| Range |
0.0163 |
0.0074 |
-0.0089 |
-54.6% |
0.0305 |
| ATR |
0.0123 |
0.0119 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
355,581 |
68,085 |
-287,496 |
-80.9% |
1,276,973 |
|
| Daily Pivots for day following 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0658 |
1.0620 |
1.0474 |
|
| R3 |
1.0584 |
1.0546 |
1.0453 |
|
| R2 |
1.0510 |
1.0510 |
1.0447 |
|
| R1 |
1.0472 |
1.0472 |
1.0440 |
1.0491 |
| PP |
1.0436 |
1.0436 |
1.0436 |
1.0446 |
| S1 |
1.0398 |
1.0398 |
1.0426 |
1.0417 |
| S2 |
1.0362 |
1.0362 |
1.0419 |
|
| S3 |
1.0288 |
1.0324 |
1.0413 |
|
| S4 |
1.0214 |
1.0250 |
1.0392 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1406 |
1.1225 |
1.0601 |
|
| R3 |
1.1101 |
1.0920 |
1.0517 |
|
| R2 |
1.0796 |
1.0796 |
1.0489 |
|
| R1 |
1.0615 |
1.0615 |
1.0461 |
1.0553 |
| PP |
1.0491 |
1.0491 |
1.0491 |
1.0460 |
| S1 |
1.0310 |
1.0310 |
1.0405 |
1.0248 |
| S2 |
1.0186 |
1.0186 |
1.0377 |
|
| S3 |
0.9881 |
1.0005 |
1.0349 |
|
| S4 |
0.9576 |
0.9700 |
1.0265 |
|
|
| 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% |
0.0120 |
1.2% |
21% |
False |
False |
255,394 |
| 10 |
1.0878 |
1.0368 |
0.0511 |
4.9% |
0.0142 |
1.4% |
13% |
False |
False |
249,448 |
| 20 |
1.0878 |
1.0368 |
0.0511 |
4.9% |
0.0117 |
1.1% |
13% |
False |
False |
234,060 |
| 40 |
1.1317 |
1.0368 |
0.0950 |
9.1% |
0.0107 |
1.0% |
7% |
False |
False |
212,326 |
| 60 |
1.1320 |
1.0368 |
0.0953 |
9.1% |
0.0095 |
0.9% |
7% |
False |
False |
196,190 |
| 80 |
1.1395 |
1.0368 |
0.1028 |
9.8% |
0.0090 |
0.9% |
6% |
False |
False |
164,970 |
| 100 |
1.1423 |
1.0368 |
0.1055 |
10.1% |
0.0086 |
0.8% |
6% |
False |
False |
132,199 |
| 120 |
1.1423 |
1.0368 |
0.1055 |
10.1% |
0.0084 |
0.8% |
6% |
False |
False |
110,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0790 |
|
2.618 |
1.0669 |
|
1.618 |
1.0595 |
|
1.000 |
1.0549 |
|
0.618 |
1.0521 |
|
HIGH |
1.0475 |
|
0.618 |
1.0447 |
|
0.500 |
1.0438 |
|
0.382 |
1.0429 |
|
LOW |
1.0401 |
|
0.618 |
1.0355 |
|
1.000 |
1.0327 |
|
1.618 |
1.0281 |
|
2.618 |
1.0207 |
|
4.250 |
1.0087 |
|
|
| Fisher Pivots for day following 16-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0438 |
1.0520 |
| PP |
1.0436 |
1.0491 |
| S1 |
1.0435 |
1.0462 |
|