CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 22-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2016 |
22-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0437 |
1.0470 |
0.0033 |
0.3% |
1.0595 |
| High |
1.0497 |
1.0544 |
0.0047 |
0.4% |
1.0718 |
| Low |
1.0428 |
1.0468 |
0.0040 |
0.4% |
1.0413 |
| Close |
1.0472 |
1.0479 |
0.0008 |
0.1% |
1.0479 |
| Range |
0.0069 |
0.0076 |
0.0008 |
10.9% |
0.0306 |
| ATR |
0.0110 |
0.0107 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
119,956 |
140,543 |
20,587 |
17.2% |
893,109 |
|
| Daily Pivots for day following 22-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0725 |
1.0678 |
1.0521 |
|
| R3 |
1.0649 |
1.0602 |
1.0500 |
|
| R2 |
1.0573 |
1.0573 |
1.0493 |
|
| R1 |
1.0526 |
1.0526 |
1.0486 |
1.0549 |
| PP |
1.0497 |
1.0497 |
1.0497 |
1.0508 |
| S1 |
1.0450 |
1.0450 |
1.0472 |
1.0473 |
| S2 |
1.0421 |
1.0421 |
1.0465 |
|
| S3 |
1.0345 |
1.0374 |
1.0458 |
|
| S4 |
1.0269 |
1.0298 |
1.0437 |
|
|
| 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 |
1.0544 |
1.0398 |
0.0146 |
1.4% |
0.0074 |
0.7% |
56% |
True |
False |
155,647 |
| 10 |
1.0718 |
1.0398 |
0.0320 |
3.1% |
0.0100 |
1.0% |
25% |
False |
False |
151,096 |
| 20 |
1.0924 |
1.0398 |
0.0526 |
5.0% |
0.0115 |
1.1% |
15% |
False |
False |
81,974 |
| 40 |
1.1361 |
1.0398 |
0.0963 |
9.2% |
0.0108 |
1.0% |
8% |
False |
False |
41,942 |
| 60 |
1.1361 |
1.0398 |
0.0963 |
9.2% |
0.0095 |
0.9% |
8% |
False |
False |
28,390 |
| 80 |
1.1416 |
1.0398 |
0.1018 |
9.7% |
0.0087 |
0.8% |
8% |
False |
False |
21,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0867 |
|
2.618 |
1.0742 |
|
1.618 |
1.0666 |
|
1.000 |
1.0620 |
|
0.618 |
1.0590 |
|
HIGH |
1.0544 |
|
0.618 |
1.0514 |
|
0.500 |
1.0506 |
|
0.382 |
1.0497 |
|
LOW |
1.0468 |
|
0.618 |
1.0421 |
|
1.000 |
1.0392 |
|
1.618 |
1.0345 |
|
2.618 |
1.0269 |
|
4.250 |
1.0145 |
|
|
| Fisher Pivots for day following 22-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0506 |
1.0476 |
| PP |
1.0497 |
1.0474 |
| S1 |
1.0488 |
1.0471 |
|