CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 20-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2016 |
20-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0493 |
1.0447 |
-0.0046 |
-0.4% |
1.0595 |
| High |
1.0526 |
1.0464 |
-0.0062 |
-0.6% |
1.0718 |
| Low |
1.0439 |
1.0398 |
-0.0041 |
-0.4% |
1.0413 |
| Close |
1.0449 |
1.0436 |
-0.0014 |
-0.1% |
1.0479 |
| Range |
0.0087 |
0.0066 |
-0.0021 |
-23.7% |
0.0306 |
| ATR |
0.0116 |
0.0113 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
154,407 |
148,136 |
-6,271 |
-4.1% |
893,109 |
|
| Daily Pivots for day following 20-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0631 |
1.0599 |
1.0472 |
|
| R3 |
1.0565 |
1.0533 |
1.0454 |
|
| R2 |
1.0499 |
1.0499 |
1.0448 |
|
| R1 |
1.0467 |
1.0467 |
1.0442 |
1.0450 |
| PP |
1.0433 |
1.0433 |
1.0433 |
1.0424 |
| S1 |
1.0401 |
1.0401 |
1.0429 |
1.0384 |
| S2 |
1.0367 |
1.0367 |
1.0423 |
|
| S3 |
1.0301 |
1.0335 |
1.0417 |
|
| S4 |
1.0235 |
1.0269 |
1.0399 |
|
|
| 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 |
1.0398 |
0.0320 |
3.1% |
0.0113 |
1.1% |
12% |
False |
True |
195,502 |
| 10 |
1.0924 |
1.0398 |
0.0526 |
5.0% |
0.0119 |
1.1% |
7% |
False |
True |
130,060 |
| 20 |
1.0924 |
1.0398 |
0.0526 |
5.0% |
0.0117 |
1.1% |
7% |
False |
True |
69,291 |
| 40 |
1.1361 |
1.0398 |
0.0963 |
9.2% |
0.0107 |
1.0% |
4% |
False |
True |
35,489 |
| 60 |
1.1361 |
1.0398 |
0.0963 |
9.2% |
0.0094 |
0.9% |
4% |
False |
True |
24,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0745 |
|
2.618 |
1.0637 |
|
1.618 |
1.0571 |
|
1.000 |
1.0530 |
|
0.618 |
1.0505 |
|
HIGH |
1.0464 |
|
0.618 |
1.0439 |
|
0.500 |
1.0431 |
|
0.382 |
1.0423 |
|
LOW |
1.0398 |
|
0.618 |
1.0357 |
|
1.000 |
1.0332 |
|
1.618 |
1.0291 |
|
2.618 |
1.0225 |
|
4.250 |
1.0118 |
|
|
| Fisher Pivots for day following 20-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0434 |
1.0462 |
| PP |
1.0433 |
1.0453 |
| S1 |
1.0431 |
1.0444 |
|