CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 08-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2016 |
08-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1110 |
1.1062 |
-0.0048 |
-0.4% |
1.1003 |
| High |
1.1129 |
1.1085 |
-0.0045 |
-0.4% |
1.1163 |
| Low |
1.1046 |
1.1027 |
-0.0019 |
-0.2% |
1.0958 |
| Close |
1.1057 |
1.1047 |
-0.0010 |
-0.1% |
1.1138 |
| Range |
0.0084 |
0.0058 |
-0.0026 |
-30.5% |
0.0205 |
| ATR |
0.0074 |
0.0072 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
151,641 |
126,449 |
-25,192 |
-16.6% |
824,763 |
|
| Daily Pivots for day following 08-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1227 |
1.1195 |
1.1079 |
|
| R3 |
1.1169 |
1.1137 |
1.1063 |
|
| R2 |
1.1111 |
1.1111 |
1.1058 |
|
| R1 |
1.1079 |
1.1079 |
1.1052 |
1.1066 |
| PP |
1.1053 |
1.1053 |
1.1053 |
1.1046 |
| S1 |
1.1021 |
1.1021 |
1.1042 |
1.1008 |
| S2 |
1.0995 |
1.0995 |
1.1036 |
|
| S3 |
1.0937 |
1.0963 |
1.1031 |
|
| S4 |
1.0879 |
1.0905 |
1.1015 |
|
|
| 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 |
1.1027 |
0.0137 |
1.2% |
0.0069 |
0.6% |
15% |
False |
True |
161,743 |
| 10 |
1.1163 |
1.0898 |
0.0265 |
2.4% |
0.0074 |
0.7% |
56% |
False |
False |
159,436 |
| 20 |
1.1163 |
1.0875 |
0.0288 |
2.6% |
0.0071 |
0.6% |
60% |
False |
False |
156,238 |
| 40 |
1.1342 |
1.0875 |
0.0467 |
4.2% |
0.0071 |
0.6% |
37% |
False |
False |
161,116 |
| 60 |
1.1423 |
1.0875 |
0.0548 |
5.0% |
0.0072 |
0.7% |
31% |
False |
False |
112,160 |
| 80 |
1.1423 |
1.0875 |
0.0548 |
5.0% |
0.0071 |
0.6% |
31% |
False |
False |
84,294 |
| 100 |
1.1498 |
1.0875 |
0.0623 |
5.6% |
0.0078 |
0.7% |
28% |
False |
False |
67,575 |
| 120 |
1.1498 |
1.0875 |
0.0623 |
5.6% |
0.0076 |
0.7% |
28% |
False |
False |
56,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1331 |
|
2.618 |
1.1236 |
|
1.618 |
1.1178 |
|
1.000 |
1.1143 |
|
0.618 |
1.1120 |
|
HIGH |
1.1085 |
|
0.618 |
1.1062 |
|
0.500 |
1.1056 |
|
0.382 |
1.1049 |
|
LOW |
1.1027 |
|
0.618 |
1.0991 |
|
1.000 |
1.0969 |
|
1.618 |
1.0933 |
|
2.618 |
1.0875 |
|
4.250 |
1.0780 |
|
|
| Fisher Pivots for day following 08-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1056 |
1.1095 |
| PP |
1.1053 |
1.1079 |
| S1 |
1.1050 |
1.1063 |
|