CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 07-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2016 |
07-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0812 |
1.0776 |
-0.0036 |
-0.3% |
1.0656 |
| High |
1.0838 |
1.0819 |
-0.0019 |
-0.2% |
1.0744 |
| Low |
1.0752 |
1.0761 |
0.0009 |
0.1% |
1.0608 |
| Close |
1.0769 |
1.0810 |
0.0041 |
0.4% |
1.0713 |
| Range |
0.0087 |
0.0059 |
-0.0028 |
-32.4% |
0.0136 |
| ATR |
0.0107 |
0.0104 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
31,555 |
15,749 |
-15,806 |
-50.1% |
27,450 |
|
| Daily Pivots for day following 07-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0972 |
1.0949 |
1.0842 |
|
| R3 |
1.0913 |
1.0891 |
1.0826 |
|
| R2 |
1.0855 |
1.0855 |
1.0820 |
|
| R1 |
1.0832 |
1.0832 |
1.0815 |
1.0844 |
| PP |
1.0796 |
1.0796 |
1.0796 |
1.0802 |
| S1 |
1.0774 |
1.0774 |
1.0804 |
1.0785 |
| S2 |
1.0738 |
1.0738 |
1.0799 |
|
| S3 |
1.0679 |
1.0715 |
1.0793 |
|
| S4 |
1.0621 |
1.0657 |
1.0777 |
|
|
| 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% |
0.0118 |
1.1% |
86% |
False |
False |
15,937 |
| 10 |
1.0851 |
1.0556 |
0.0295 |
2.7% |
0.0114 |
1.1% |
86% |
False |
False |
9,891 |
| 20 |
1.1361 |
1.0556 |
0.0805 |
7.4% |
0.0119 |
1.1% |
32% |
False |
False |
6,112 |
| 40 |
1.1361 |
1.0556 |
0.0805 |
7.4% |
0.0094 |
0.9% |
32% |
False |
False |
3,621 |
| 60 |
1.1363 |
1.0556 |
0.0807 |
7.5% |
0.0085 |
0.8% |
31% |
False |
False |
2,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1068 |
|
2.618 |
1.0972 |
|
1.618 |
1.0914 |
|
1.000 |
1.0878 |
|
0.618 |
1.0855 |
|
HIGH |
1.0819 |
|
0.618 |
1.0797 |
|
0.500 |
1.0790 |
|
0.382 |
1.0783 |
|
LOW |
1.0761 |
|
0.618 |
1.0724 |
|
1.000 |
1.0702 |
|
1.618 |
1.0666 |
|
2.618 |
1.0607 |
|
4.250 |
1.0512 |
|
|
| Fisher Pivots for day following 07-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0803 |
1.0774 |
| PP |
1.0796 |
1.0739 |
| S1 |
1.0790 |
1.0703 |
|