CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 19-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2016 |
19-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0422 |
1.0448 |
0.0026 |
0.2% |
1.0549 |
| High |
1.0475 |
1.0479 |
0.0004 |
0.0% |
1.0673 |
| Low |
1.0401 |
1.0411 |
0.0010 |
0.1% |
1.0368 |
| Close |
1.0433 |
1.0441 |
0.0008 |
0.1% |
1.0433 |
| Range |
0.0074 |
0.0068 |
-0.0006 |
-8.1% |
0.0305 |
| ATR |
0.0119 |
0.0116 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
68,085 |
4,267 |
-63,818 |
-93.7% |
1,276,973 |
|
| Daily Pivots for day following 19-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0648 |
1.0612 |
1.0478 |
|
| R3 |
1.0580 |
1.0544 |
1.0460 |
|
| R2 |
1.0512 |
1.0512 |
1.0453 |
|
| R1 |
1.0476 |
1.0476 |
1.0447 |
1.0460 |
| PP |
1.0444 |
1.0444 |
1.0444 |
1.0436 |
| S1 |
1.0408 |
1.0408 |
1.0435 |
1.0392 |
| S2 |
1.0376 |
1.0376 |
1.0429 |
|
| S3 |
1.0308 |
1.0340 |
1.0422 |
|
| S4 |
1.0240 |
1.0272 |
1.0404 |
|
|
| 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% |
0.0109 |
1.0% |
24% |
False |
False |
205,797 |
| 10 |
1.0878 |
1.0368 |
0.0511 |
4.9% |
0.0119 |
1.1% |
14% |
False |
False |
219,401 |
| 20 |
1.0878 |
1.0368 |
0.0511 |
4.9% |
0.0117 |
1.1% |
14% |
False |
False |
221,952 |
| 40 |
1.1317 |
1.0368 |
0.0950 |
9.1% |
0.0107 |
1.0% |
8% |
False |
False |
208,677 |
| 60 |
1.1320 |
1.0368 |
0.0953 |
9.1% |
0.0095 |
0.9% |
8% |
False |
False |
194,098 |
| 80 |
1.1395 |
1.0368 |
0.1028 |
9.8% |
0.0090 |
0.9% |
7% |
False |
False |
165,008 |
| 100 |
1.1423 |
1.0368 |
0.1055 |
10.1% |
0.0086 |
0.8% |
7% |
False |
False |
132,232 |
| 120 |
1.1423 |
1.0368 |
0.1055 |
10.1% |
0.0084 |
0.8% |
7% |
False |
False |
110,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0768 |
|
2.618 |
1.0657 |
|
1.618 |
1.0589 |
|
1.000 |
1.0547 |
|
0.618 |
1.0521 |
|
HIGH |
1.0479 |
|
0.618 |
1.0453 |
|
0.500 |
1.0445 |
|
0.382 |
1.0437 |
|
LOW |
1.0411 |
|
0.618 |
1.0369 |
|
1.000 |
1.0343 |
|
1.618 |
1.0301 |
|
2.618 |
1.0233 |
|
4.250 |
1.0122 |
|
|
| Fisher Pivots for day following 19-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0445 |
1.0449 |
| PP |
1.0444 |
1.0446 |
| S1 |
1.0442 |
1.0444 |
|