CME Euro FX (E) Future December 2016


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Trading Metrics calculated at close of trading on 10-Nov-2016
Day Change Summary
Previous Current
09-Nov-2016 10-Nov-2016 Change Change % Previous Week
Open 1.1030 1.0940 -0.0090 -0.8% 1.1003
High 1.1317 1.0969 -0.0348 -3.1% 1.1163
Low 1.0920 1.0879 -0.0041 -0.4% 1.0958
Close 1.0946 1.0906 -0.0040 -0.4% 1.1138
Range 0.0397 0.0090 -0.0307 -77.3% 0.0205
ATR 0.0096 0.0095 0.0000 -0.4% 0.0000
Volume 461,271 237,963 -223,308 -48.4% 824,763
Daily Pivots for day following 10-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.1188 1.1137 1.0956
R3 1.1098 1.1047 1.0931
R2 1.1008 1.1008 1.0923
R1 1.0957 1.0957 1.0914 1.0938
PP 1.0918 1.0918 1.0918 1.0908
S1 1.0867 1.0867 1.0898 1.0848
S2 1.0828 1.0828 1.0890
S3 1.0738 1.0777 1.0881
S4 1.0648 1.0687 1.0857
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 1.0879 0.0438 4.0% 0.0139 1.3% 6% False True 226,364
10 1.1317 1.0879 0.0438 4.0% 0.0110 1.0% 6% False True 198,071
20 1.1317 1.0875 0.0442 4.1% 0.0088 0.8% 7% False False 172,499
40 1.1320 1.0875 0.0445 4.1% 0.0079 0.7% 7% False False 170,109
60 1.1423 1.0875 0.0548 5.0% 0.0077 0.7% 6% False False 123,741
80 1.1423 1.0875 0.0548 5.0% 0.0075 0.7% 6% False False 93,024
100 1.1498 1.0875 0.0623 5.7% 0.0081 0.7% 5% False False 74,534
120 1.1498 1.0875 0.0623 5.7% 0.0080 0.7% 5% False False 62,187
Crabel Price Patterns
NR True
NR4 False
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 0.0028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1352
2.618 1.1205
1.618 1.1115
1.000 1.1059
0.618 1.1025
HIGH 1.0969
0.618 1.0935
0.500 1.0924
0.382 1.0913
LOW 1.0879
0.618 1.0823
1.000 1.0789
1.618 1.0733
2.618 1.0643
4.250 1.0497
Fisher Pivots for day following 10-Nov-2016
Pivot 1 day 3 day
R1 1.0924 1.1098
PP 1.0918 1.1034
S1 1.0912 1.0970

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

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