CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 28-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2016 |
28-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0499 |
1.0501 |
0.0003 |
0.0% |
1.0493 |
| High |
1.0509 |
1.0524 |
0.0016 |
0.1% |
1.0544 |
| Low |
1.0474 |
1.0421 |
-0.0054 |
-0.5% |
1.0398 |
| Close |
1.0502 |
1.0458 |
-0.0044 |
-0.4% |
1.0491 |
| Range |
0.0035 |
0.0104 |
0.0069 |
200.0% |
0.0146 |
| ATR |
0.0098 |
0.0098 |
0.0000 |
0.4% |
0.0000 |
| Volume |
55,644 |
127,199 |
71,555 |
128.6% |
634,065 |
|
| Daily Pivots for day following 28-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0778 |
1.0722 |
1.0515 |
|
| R3 |
1.0675 |
1.0618 |
1.0486 |
|
| R2 |
1.0571 |
1.0571 |
1.0477 |
|
| R1 |
1.0515 |
1.0515 |
1.0467 |
1.0491 |
| PP |
1.0468 |
1.0468 |
1.0468 |
1.0456 |
| S1 |
1.0411 |
1.0411 |
1.0449 |
1.0388 |
| S2 |
1.0364 |
1.0364 |
1.0439 |
|
| S3 |
1.0261 |
1.0308 |
1.0430 |
|
| S4 |
1.0157 |
1.0204 |
1.0401 |
|
|
| 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 |
1.0421 |
0.0123 |
1.2% |
0.0065 |
0.6% |
30% |
False |
True |
102,873 |
| 10 |
1.0718 |
1.0398 |
0.0320 |
3.1% |
0.0089 |
0.8% |
19% |
False |
False |
149,187 |
| 20 |
1.0924 |
1.0398 |
0.0526 |
5.0% |
0.0108 |
1.0% |
11% |
False |
False |
94,210 |
| 40 |
1.1361 |
1.0398 |
0.0963 |
9.2% |
0.0107 |
1.0% |
6% |
False |
False |
48,239 |
| 60 |
1.1361 |
1.0398 |
0.0963 |
9.2% |
0.0095 |
0.9% |
6% |
False |
False |
32,567 |
| 80 |
1.1416 |
1.0398 |
0.1018 |
9.7% |
0.0087 |
0.8% |
6% |
False |
False |
24,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0964 |
|
2.618 |
1.0795 |
|
1.618 |
1.0691 |
|
1.000 |
1.0628 |
|
0.618 |
1.0588 |
|
HIGH |
1.0524 |
|
0.618 |
1.0484 |
|
0.500 |
1.0472 |
|
0.382 |
1.0460 |
|
LOW |
1.0421 |
|
0.618 |
1.0357 |
|
1.000 |
1.0317 |
|
1.618 |
1.0253 |
|
2.618 |
1.0150 |
|
4.250 |
0.9981 |
|
|
| Fisher Pivots for day following 28-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0472 |
1.0472 |
| PP |
1.0468 |
1.0468 |
| S1 |
1.0463 |
1.0463 |
|