CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 09-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2016 |
09-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1062 |
1.1030 |
-0.0032 |
-0.3% |
1.1003 |
| High |
1.1085 |
1.1317 |
0.0233 |
2.1% |
1.1163 |
| Low |
1.1027 |
1.0920 |
-0.0107 |
-1.0% |
1.0958 |
| Close |
1.1047 |
1.0946 |
-0.0101 |
-0.9% |
1.1138 |
| Range |
0.0058 |
0.0397 |
0.0339 |
584.5% |
0.0205 |
| ATR |
0.0072 |
0.0096 |
0.0023 |
32.0% |
0.0000 |
| Volume |
126,449 |
461,271 |
334,822 |
264.8% |
824,763 |
|
| Daily Pivots for day following 09-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2252 |
1.1996 |
1.1164 |
|
| R3 |
1.1855 |
1.1599 |
1.1055 |
|
| R2 |
1.1458 |
1.1458 |
1.1019 |
|
| R1 |
1.1202 |
1.1202 |
1.0982 |
1.1132 |
| PP |
1.1061 |
1.1061 |
1.1061 |
1.1026 |
| S1 |
1.0805 |
1.0805 |
1.0910 |
1.0735 |
| S2 |
1.0664 |
1.0664 |
1.0873 |
|
| S3 |
1.0267 |
1.0408 |
1.0837 |
|
| S4 |
0.9870 |
1.0011 |
1.0728 |
|
|
| 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 |
1.1317 |
1.0920 |
0.0397 |
3.6% |
0.0134 |
1.2% |
7% |
True |
True |
213,280 |
| 10 |
1.1317 |
1.0905 |
0.0413 |
3.8% |
0.0107 |
1.0% |
10% |
True |
False |
189,463 |
| 20 |
1.1317 |
1.0875 |
0.0442 |
4.0% |
0.0087 |
0.8% |
16% |
True |
False |
169,793 |
| 40 |
1.1342 |
1.0875 |
0.0467 |
4.3% |
0.0079 |
0.7% |
15% |
False |
False |
167,999 |
| 60 |
1.1423 |
1.0875 |
0.0548 |
5.0% |
0.0077 |
0.7% |
13% |
False |
False |
119,793 |
| 80 |
1.1423 |
1.0875 |
0.0548 |
5.0% |
0.0075 |
0.7% |
13% |
False |
False |
90,054 |
| 100 |
1.1498 |
1.0875 |
0.0623 |
5.7% |
0.0081 |
0.7% |
11% |
False |
False |
72,174 |
| 120 |
1.1498 |
1.0875 |
0.0623 |
5.7% |
0.0079 |
0.7% |
11% |
False |
False |
60,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3004 |
|
2.618 |
1.2356 |
|
1.618 |
1.1959 |
|
1.000 |
1.1714 |
|
0.618 |
1.1562 |
|
HIGH |
1.1317 |
|
0.618 |
1.1165 |
|
0.500 |
1.1119 |
|
0.382 |
1.1072 |
|
LOW |
1.0920 |
|
0.618 |
1.0675 |
|
1.000 |
1.0523 |
|
1.618 |
1.0278 |
|
2.618 |
0.9881 |
|
4.250 |
0.9233 |
|
|
| Fisher Pivots for day following 09-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1119 |
1.1119 |
| PP |
1.1061 |
1.1061 |
| S1 |
1.1004 |
1.1004 |
|