CME Euro FX (E) Future December 2016


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Trading Metrics calculated at close of trading on 04-Nov-2016
Day Change Summary
Previous Current
03-Nov-2016 04-Nov-2016 Change Change % Previous Week
Open 1.1118 1.1124 0.0006 0.1% 1.1003
High 1.1145 1.1163 0.0018 0.2% 1.1163
Low 1.1078 1.1099 0.0021 0.2% 1.0958
Close 1.1124 1.1138 0.0014 0.1% 1.1138
Range 0.0067 0.0065 -0.0003 -3.7% 0.0205
ATR 0.0073 0.0072 -0.0001 -0.8% 0.0000
Volume 172,545 154,498 -18,047 -10.5% 824,763
Daily Pivots for day following 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.1327 1.1297 1.1173
R3 1.1262 1.1232 1.1156
R2 1.1198 1.1198 1.1150
R1 1.1168 1.1168 1.1144 1.1183
PP 1.1133 1.1133 1.1133 1.1141
S1 1.1103 1.1103 1.1132 1.1118
S2 1.1069 1.1069 1.1126
S3 1.1004 1.1039 1.1120
S4 1.0940 1.0974 1.1103
Weekly Pivots for week ending 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.1701 1.1625 1.1251
R3 1.1496 1.1420 1.1194
R2 1.1291 1.1291 1.1176
R1 1.1215 1.1215 1.1157 1.1253
PP 1.1086 1.1086 1.1086 1.1106
S1 1.1010 1.1010 1.1119 1.1048
S2 1.0881 1.0881 1.1100
S3 1.0676 1.0805 1.1082
S4 1.0471 1.0600 1.1025
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1163 1.0958 0.0205 1.8% 0.0074 0.7% 88% True False 164,952
10 1.1163 1.0875 0.0288 2.6% 0.0070 0.6% 91% True False 158,534
20 1.1232 1.0875 0.0357 3.2% 0.0072 0.6% 74% False False 156,057
40 1.1342 1.0875 0.0467 4.2% 0.0070 0.6% 56% False False 157,890
60 1.1423 1.0875 0.0548 4.9% 0.0072 0.6% 48% False False 107,567
80 1.1423 1.0875 0.0548 4.9% 0.0071 0.6% 48% False False 80,829
100 1.1498 1.0875 0.0623 5.6% 0.0079 0.7% 42% False False 64,816
120 1.1498 1.0875 0.0623 5.6% 0.0076 0.7% 42% False False 54,044
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1437
2.618 1.1332
1.618 1.1267
1.000 1.1228
0.618 1.1203
HIGH 1.1163
0.618 1.1138
0.500 1.1131
0.382 1.1123
LOW 1.1099
0.618 1.1059
1.000 1.1034
1.618 1.0994
2.618 1.0930
4.250 1.0824
Fisher Pivots for day following 04-Nov-2016
Pivot 1 day 3 day
R1 1.1136 1.1131
PP 1.1133 1.1124
S1 1.1131 1.1117

These figures are updated between 7pm and 10pm EST after a trading day.

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