CME Euro FX (E) Future March 2017
| 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 |
1.0469 |
1.0493 |
0.0024 |
0.2% |
1.0595 |
| High |
1.0521 |
1.0526 |
0.0005 |
0.0% |
1.0718 |
| Low |
1.0447 |
1.0439 |
-0.0008 |
-0.1% |
1.0413 |
| Close |
1.0479 |
1.0449 |
-0.0030 |
-0.3% |
1.0479 |
| Range |
0.0074 |
0.0087 |
0.0013 |
16.9% |
0.0306 |
| ATR |
0.0119 |
0.0116 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
215,197 |
154,407 |
-60,790 |
-28.2% |
893,109 |
|
| Daily Pivots for day following 19-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0731 |
1.0676 |
1.0497 |
|
| R3 |
1.0644 |
1.0590 |
1.0473 |
|
| R2 |
1.0558 |
1.0558 |
1.0465 |
|
| R1 |
1.0503 |
1.0503 |
1.0457 |
1.0487 |
| PP |
1.0471 |
1.0471 |
1.0471 |
1.0463 |
| S1 |
1.0417 |
1.0417 |
1.0441 |
1.0401 |
| S2 |
1.0385 |
1.0385 |
1.0433 |
|
| S3 |
1.0298 |
1.0330 |
1.0425 |
|
| S4 |
1.0212 |
1.0244 |
1.0401 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1453 |
1.1271 |
1.0647 |
|
| R3 |
1.1147 |
1.0966 |
1.0563 |
|
| R2 |
1.0842 |
1.0842 |
1.0535 |
|
| R1 |
1.0660 |
1.0660 |
1.0507 |
1.0598 |
| PP |
1.0536 |
1.0536 |
1.0536 |
1.0505 |
| S1 |
1.0355 |
1.0355 |
1.0450 |
1.0293 |
| S2 |
1.0231 |
1.0231 |
1.0422 |
|
| S3 |
0.9925 |
1.0049 |
1.0394 |
|
| S4 |
0.9620 |
0.9744 |
1.0310 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0718 |
1.0413 |
0.0306 |
2.9% |
0.0112 |
1.1% |
12% |
False |
False |
188,044 |
| 10 |
1.0924 |
1.0413 |
0.0511 |
4.9% |
0.0121 |
1.2% |
7% |
False |
False |
118,402 |
| 20 |
1.0924 |
1.0413 |
0.0511 |
4.9% |
0.0117 |
1.1% |
7% |
False |
False |
61,982 |
| 40 |
1.1361 |
1.0413 |
0.0948 |
9.1% |
0.0106 |
1.0% |
4% |
False |
False |
31,791 |
| 60 |
1.1363 |
1.0413 |
0.0951 |
9.1% |
0.0094 |
0.9% |
4% |
False |
False |
21,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0893 |
|
2.618 |
1.0752 |
|
1.618 |
1.0665 |
|
1.000 |
1.0612 |
|
0.618 |
1.0579 |
|
HIGH |
1.0526 |
|
0.618 |
1.0492 |
|
0.500 |
1.0482 |
|
0.382 |
1.0472 |
|
LOW |
1.0439 |
|
0.618 |
1.0386 |
|
1.000 |
1.0353 |
|
1.618 |
1.0299 |
|
2.618 |
1.0213 |
|
4.250 |
1.0071 |
|
|
| Fisher Pivots for day following 19-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0482 |
1.0494 |
| PP |
1.0471 |
1.0479 |
| S1 |
1.0460 |
1.0464 |
|