CME Euro FX (E) Future December 2016
| 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 |
|
|
|
| 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 |
|