CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 29-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2016 |
29-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0501 |
1.0457 |
-0.0044 |
-0.4% |
1.0493 |
| High |
1.0524 |
1.0531 |
0.0007 |
0.1% |
1.0544 |
| Low |
1.0421 |
1.0451 |
0.0030 |
0.3% |
1.0398 |
| Close |
1.0458 |
1.0521 |
0.0063 |
0.6% |
1.0491 |
| Range |
0.0104 |
0.0080 |
-0.0024 |
-22.7% |
0.0146 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
127,199 |
139,611 |
12,412 |
9.8% |
634,065 |
|
| Daily Pivots for day following 29-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0741 |
1.0711 |
1.0565 |
|
| R3 |
1.0661 |
1.0631 |
1.0543 |
|
| R2 |
1.0581 |
1.0581 |
1.0536 |
|
| R1 |
1.0551 |
1.0551 |
1.0528 |
1.0566 |
| PP |
1.0501 |
1.0501 |
1.0501 |
1.0508 |
| S1 |
1.0471 |
1.0471 |
1.0514 |
1.0486 |
| S2 |
1.0421 |
1.0421 |
1.0506 |
|
| S3 |
1.0341 |
1.0391 |
1.0499 |
|
| S4 |
1.0261 |
1.0311 |
1.0477 |
|
|
| 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% |
0.0067 |
0.6% |
82% |
False |
False |
106,804 |
| 10 |
1.0575 |
1.0398 |
0.0177 |
1.7% |
0.0079 |
0.8% |
70% |
False |
False |
142,418 |
| 20 |
1.0924 |
1.0398 |
0.0526 |
5.0% |
0.0106 |
1.0% |
23% |
False |
False |
100,926 |
| 40 |
1.1361 |
1.0398 |
0.0963 |
9.1% |
0.0106 |
1.0% |
13% |
False |
False |
51,709 |
| 60 |
1.1361 |
1.0398 |
0.0963 |
9.1% |
0.0094 |
0.9% |
13% |
False |
False |
34,847 |
| 80 |
1.1416 |
1.0398 |
0.1018 |
9.7% |
0.0087 |
0.8% |
12% |
False |
False |
26,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0871 |
|
2.618 |
1.0740 |
|
1.618 |
1.0660 |
|
1.000 |
1.0611 |
|
0.618 |
1.0580 |
|
HIGH |
1.0531 |
|
0.618 |
1.0500 |
|
0.500 |
1.0491 |
|
0.382 |
1.0481 |
|
LOW |
1.0451 |
|
0.618 |
1.0401 |
|
1.000 |
1.0371 |
|
1.618 |
1.0321 |
|
2.618 |
1.0241 |
|
4.250 |
1.0111 |
|
|
| Fisher Pivots for day following 29-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0511 |
1.0506 |
| PP |
1.0501 |
1.0491 |
| S1 |
1.0491 |
1.0476 |
|