CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 05-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2016 |
05-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0712 |
1.0643 |
-0.0069 |
-0.6% |
1.0656 |
| High |
1.0744 |
1.0851 |
0.0107 |
1.0% |
1.0744 |
| Low |
1.0680 |
1.0556 |
-0.0124 |
-1.2% |
1.0608 |
| Close |
1.0713 |
1.0822 |
0.0110 |
1.0% |
1.0713 |
| Range |
0.0064 |
0.0295 |
0.0231 |
363.8% |
0.0136 |
| ATR |
0.0095 |
0.0109 |
0.0014 |
15.1% |
0.0000 |
| Volume |
4,641 |
17,111 |
12,470 |
268.7% |
27,450 |
|
| Daily Pivots for day following 05-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1626 |
1.1519 |
1.0984 |
|
| R3 |
1.1332 |
1.1224 |
1.0903 |
|
| R2 |
1.1037 |
1.1037 |
1.0876 |
|
| R1 |
1.0930 |
1.0930 |
1.0849 |
1.0984 |
| PP |
1.0743 |
1.0743 |
1.0743 |
1.0770 |
| S1 |
1.0635 |
1.0635 |
1.0795 |
1.0689 |
| S2 |
1.0448 |
1.0448 |
1.0768 |
|
| S3 |
1.0154 |
1.0341 |
1.0741 |
|
| S4 |
0.9859 |
1.0046 |
1.0660 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1096 |
1.1040 |
1.0787 |
|
| R3 |
1.0960 |
1.0904 |
1.0750 |
|
| R2 |
1.0824 |
1.0824 |
1.0737 |
|
| R1 |
1.0768 |
1.0768 |
1.0725 |
1.0796 |
| PP |
1.0688 |
1.0688 |
1.0688 |
1.0702 |
| S1 |
1.0632 |
1.0632 |
1.0700 |
1.0660 |
| S2 |
1.0552 |
1.0552 |
1.0688 |
|
| S3 |
1.0416 |
1.0496 |
1.0675 |
|
| S4 |
1.0280 |
1.0360 |
1.0638 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0851 |
1.0556 |
0.0295 |
2.7% |
0.0129 |
1.2% |
90% |
True |
True |
8,140 |
| 10 |
1.0851 |
1.0556 |
0.0295 |
2.7% |
0.0113 |
1.0% |
90% |
True |
True |
5,562 |
| 20 |
1.1361 |
1.0556 |
0.0805 |
7.4% |
0.0118 |
1.1% |
33% |
False |
True |
3,893 |
| 40 |
1.1361 |
1.0556 |
0.0805 |
7.4% |
0.0094 |
0.9% |
33% |
False |
True |
2,474 |
| 60 |
1.1363 |
1.0556 |
0.0807 |
7.5% |
0.0084 |
0.8% |
33% |
False |
True |
2,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2102 |
|
2.618 |
1.1622 |
|
1.618 |
1.1327 |
|
1.000 |
1.1145 |
|
0.618 |
1.1033 |
|
HIGH |
1.0851 |
|
0.618 |
1.0738 |
|
0.500 |
1.0703 |
|
0.382 |
1.0668 |
|
LOW |
1.0556 |
|
0.618 |
1.0374 |
|
1.000 |
1.0262 |
|
1.618 |
1.0079 |
|
2.618 |
0.9785 |
|
4.250 |
0.9304 |
|
|
| Fisher Pivots for day following 05-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0782 |
1.0782 |
| PP |
1.0743 |
1.0743 |
| S1 |
1.0703 |
1.0703 |
|