CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 08-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2016 |
08-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0776 |
1.0809 |
0.0033 |
0.3% |
1.0656 |
| High |
1.0819 |
1.0924 |
0.0105 |
1.0% |
1.0744 |
| Low |
1.0761 |
1.0647 |
-0.0114 |
-1.1% |
1.0608 |
| Close |
1.0810 |
1.0662 |
-0.0148 |
-1.4% |
1.0713 |
| Range |
0.0059 |
0.0277 |
0.0219 |
373.5% |
0.0136 |
| ATR |
0.0104 |
0.0116 |
0.0012 |
11.9% |
0.0000 |
| Volume |
15,749 |
34,390 |
18,641 |
118.4% |
27,450 |
|
| Daily Pivots for day following 08-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1575 |
1.1396 |
1.0814 |
|
| R3 |
1.1298 |
1.1119 |
1.0738 |
|
| R2 |
1.1021 |
1.1021 |
1.0713 |
|
| R1 |
1.0842 |
1.0842 |
1.0687 |
1.0793 |
| PP |
1.0744 |
1.0744 |
1.0744 |
1.0720 |
| S1 |
1.0565 |
1.0565 |
1.0637 |
1.0516 |
| S2 |
1.0467 |
1.0467 |
1.0611 |
|
| S3 |
1.0190 |
1.0288 |
1.0586 |
|
| S4 |
0.9913 |
1.0011 |
1.0510 |
|
|
| 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 |
1.0924 |
1.0556 |
0.0368 |
3.4% |
0.0156 |
1.5% |
29% |
True |
False |
20,689 |
| 10 |
1.0924 |
1.0556 |
0.0368 |
3.4% |
0.0130 |
1.2% |
29% |
True |
False |
12,851 |
| 20 |
1.1012 |
1.0556 |
0.0456 |
4.3% |
0.0113 |
1.1% |
23% |
False |
False |
7,533 |
| 40 |
1.1361 |
1.0556 |
0.0805 |
7.5% |
0.0099 |
0.9% |
13% |
False |
False |
4,449 |
| 60 |
1.1363 |
1.0556 |
0.0807 |
7.6% |
0.0089 |
0.8% |
13% |
False |
False |
3,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2101 |
|
2.618 |
1.1649 |
|
1.618 |
1.1372 |
|
1.000 |
1.1201 |
|
0.618 |
1.1095 |
|
HIGH |
1.0924 |
|
0.618 |
1.0818 |
|
0.500 |
1.0785 |
|
0.382 |
1.0752 |
|
LOW |
1.0647 |
|
0.618 |
1.0475 |
|
1.000 |
1.0370 |
|
1.618 |
1.0198 |
|
2.618 |
0.9921 |
|
4.250 |
0.9469 |
|
|
| Fisher Pivots for day following 08-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0785 |
1.0785 |
| PP |
1.0744 |
1.0744 |
| S1 |
1.0703 |
1.0703 |
|