CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 23-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2016 |
23-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0470 |
1.0479 |
0.0009 |
0.1% |
1.0493 |
| High |
1.0544 |
1.0514 |
-0.0030 |
-0.3% |
1.0544 |
| Low |
1.0468 |
1.0471 |
0.0004 |
0.0% |
1.0398 |
| Close |
1.0479 |
1.0491 |
0.0012 |
0.1% |
1.0491 |
| Range |
0.0076 |
0.0043 |
-0.0033 |
-43.4% |
0.0146 |
| ATR |
0.0107 |
0.0103 |
-0.0005 |
-4.3% |
0.0000 |
| Volume |
140,543 |
71,023 |
-69,520 |
-49.5% |
634,065 |
|
| Daily Pivots for day following 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0621 |
1.0599 |
1.0515 |
|
| R3 |
1.0578 |
1.0556 |
1.0503 |
|
| R2 |
1.0535 |
1.0535 |
1.0499 |
|
| R1 |
1.0513 |
1.0513 |
1.0495 |
1.0524 |
| PP |
1.0492 |
1.0492 |
1.0492 |
1.0498 |
| S1 |
1.0470 |
1.0470 |
1.0487 |
1.0481 |
| S2 |
1.0449 |
1.0449 |
1.0483 |
|
| S3 |
1.0406 |
1.0427 |
1.0479 |
|
| S4 |
1.0363 |
1.0384 |
1.0467 |
|
|
| Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0914 |
1.0848 |
1.0571 |
|
| R3 |
1.0769 |
1.0703 |
1.0531 |
|
| R2 |
1.0623 |
1.0623 |
1.0518 |
|
| R1 |
1.0557 |
1.0557 |
1.0504 |
1.0517 |
| PP |
1.0478 |
1.0478 |
1.0478 |
1.0458 |
| S1 |
1.0412 |
1.0412 |
1.0478 |
1.0372 |
| S2 |
1.0332 |
1.0332 |
1.0464 |
|
| S3 |
1.0187 |
1.0266 |
1.0451 |
|
| S4 |
1.0041 |
1.0121 |
1.0411 |
|
|
| 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% |
0.0068 |
0.6% |
64% |
False |
False |
126,813 |
| 10 |
1.0718 |
1.0398 |
0.0320 |
3.1% |
0.0094 |
0.9% |
29% |
False |
False |
152,717 |
| 20 |
1.0924 |
1.0398 |
0.0526 |
5.0% |
0.0111 |
1.1% |
18% |
False |
False |
85,412 |
| 40 |
1.1361 |
1.0398 |
0.0963 |
9.2% |
0.0107 |
1.0% |
10% |
False |
False |
43,708 |
| 60 |
1.1361 |
1.0398 |
0.0963 |
9.2% |
0.0095 |
0.9% |
10% |
False |
False |
29,556 |
| 80 |
1.1416 |
1.0398 |
0.1018 |
9.7% |
0.0087 |
0.8% |
9% |
False |
False |
22,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0697 |
|
2.618 |
1.0627 |
|
1.618 |
1.0584 |
|
1.000 |
1.0557 |
|
0.618 |
1.0541 |
|
HIGH |
1.0514 |
|
0.618 |
1.0498 |
|
0.500 |
1.0493 |
|
0.382 |
1.0487 |
|
LOW |
1.0471 |
|
0.618 |
1.0444 |
|
1.000 |
1.0428 |
|
1.618 |
1.0401 |
|
2.618 |
1.0358 |
|
4.250 |
1.0288 |
|
|
| Fisher Pivots for day following 23-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0493 |
1.0489 |
| PP |
1.0492 |
1.0488 |
| S1 |
1.0492 |
1.0486 |
|