CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 13-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2016 |
13-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0595 |
1.0690 |
0.0095 |
0.9% |
1.0643 |
| High |
1.0701 |
1.0716 |
0.0015 |
0.1% |
1.0924 |
| Low |
1.0574 |
1.0653 |
0.0079 |
0.7% |
1.0556 |
| Close |
1.0679 |
1.0669 |
-0.0010 |
-0.1% |
1.0603 |
| Range |
0.0127 |
0.0063 |
-0.0064 |
-50.4% |
0.0368 |
| ATR |
0.0116 |
0.0112 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
107,295 |
110,845 |
3,550 |
3.3% |
153,621 |
|
| Daily Pivots for day following 13-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0868 |
1.0832 |
1.0704 |
|
| R3 |
1.0805 |
1.0769 |
1.0686 |
|
| R2 |
1.0742 |
1.0742 |
1.0681 |
|
| R1 |
1.0706 |
1.0706 |
1.0675 |
1.0693 |
| PP |
1.0679 |
1.0679 |
1.0679 |
1.0673 |
| S1 |
1.0643 |
1.0643 |
1.0663 |
1.0630 |
| S2 |
1.0616 |
1.0616 |
1.0657 |
|
| S3 |
1.0553 |
1.0580 |
1.0652 |
|
| S4 |
1.0490 |
1.0517 |
1.0634 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1797 |
1.1567 |
1.0805 |
|
| R3 |
1.1429 |
1.1200 |
1.0704 |
|
| R2 |
1.1062 |
1.1062 |
1.0670 |
|
| R1 |
1.0832 |
1.0832 |
1.0636 |
1.0763 |
| PP |
1.0694 |
1.0694 |
1.0694 |
1.0660 |
| S1 |
1.0465 |
1.0465 |
1.0569 |
1.0396 |
| S2 |
1.0327 |
1.0327 |
1.0535 |
|
| S3 |
0.9959 |
1.0097 |
1.0501 |
|
| S4 |
0.9592 |
0.9730 |
1.0400 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0924 |
1.0574 |
0.0350 |
3.3% |
0.0125 |
1.2% |
27% |
False |
False |
64,619 |
| 10 |
1.0924 |
1.0556 |
0.0368 |
3.4% |
0.0127 |
1.2% |
31% |
False |
False |
39,234 |
| 20 |
1.0924 |
1.0556 |
0.0368 |
3.4% |
0.0112 |
1.0% |
31% |
False |
False |
20,881 |
| 40 |
1.1361 |
1.0556 |
0.0805 |
7.5% |
0.0101 |
1.0% |
14% |
False |
False |
11,213 |
| 60 |
1.1363 |
1.0556 |
0.0807 |
7.6% |
0.0090 |
0.8% |
14% |
False |
False |
7,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0984 |
|
2.618 |
1.0881 |
|
1.618 |
1.0818 |
|
1.000 |
1.0779 |
|
0.618 |
1.0755 |
|
HIGH |
1.0716 |
|
0.618 |
1.0692 |
|
0.500 |
1.0685 |
|
0.382 |
1.0677 |
|
LOW |
1.0653 |
|
0.618 |
1.0614 |
|
1.000 |
1.0590 |
|
1.618 |
1.0551 |
|
2.618 |
1.0488 |
|
4.250 |
1.0385 |
|
|
| Fisher Pivots for day following 13-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0685 |
1.0661 |
| PP |
1.0679 |
1.0653 |
| S1 |
1.0674 |
1.0645 |
|