CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 11-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2016 |
11-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0940 |
1.0897 |
-0.0043 |
-0.4% |
1.1110 |
| High |
1.0969 |
1.0938 |
-0.0032 |
-0.3% |
1.1317 |
| Low |
1.0879 |
1.0844 |
-0.0035 |
-0.3% |
1.0844 |
| Close |
1.0906 |
1.0859 |
-0.0047 |
-0.4% |
1.0859 |
| Range |
0.0090 |
0.0094 |
0.0004 |
3.9% |
0.0473 |
| ATR |
0.0095 |
0.0095 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
237,963 |
187,179 |
-50,784 |
-21.3% |
1,164,503 |
|
| Daily Pivots for day following 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1161 |
1.1103 |
1.0910 |
|
| R3 |
1.1067 |
1.1010 |
1.0885 |
|
| R2 |
1.0974 |
1.0974 |
1.0876 |
|
| R1 |
1.0916 |
1.0916 |
1.0868 |
1.0898 |
| PP |
1.0880 |
1.0880 |
1.0880 |
1.0871 |
| S1 |
1.0823 |
1.0823 |
1.0850 |
1.0805 |
| S2 |
1.0787 |
1.0787 |
1.0842 |
|
| S3 |
1.0693 |
1.0729 |
1.0833 |
|
| S4 |
1.0600 |
1.0636 |
1.0808 |
|
|
| Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2426 |
1.2115 |
1.1119 |
|
| R3 |
1.1953 |
1.1642 |
1.0989 |
|
| R2 |
1.1480 |
1.1480 |
1.0946 |
|
| R1 |
1.1169 |
1.1169 |
1.0902 |
1.1088 |
| PP |
1.1007 |
1.1007 |
1.1007 |
1.0966 |
| S1 |
1.0696 |
1.0696 |
1.0816 |
1.0615 |
| S2 |
1.0534 |
1.0534 |
1.0772 |
|
| S3 |
1.0061 |
1.0223 |
1.0729 |
|
| S4 |
0.9588 |
0.9750 |
1.0599 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1317 |
1.0844 |
0.0473 |
4.4% |
0.0144 |
1.3% |
3% |
False |
True |
232,900 |
| 10 |
1.1317 |
1.0844 |
0.0473 |
4.4% |
0.0109 |
1.0% |
3% |
False |
True |
198,926 |
| 20 |
1.1317 |
1.0844 |
0.0473 |
4.4% |
0.0088 |
0.8% |
3% |
False |
True |
173,456 |
| 40 |
1.1320 |
1.0844 |
0.0476 |
4.4% |
0.0079 |
0.7% |
3% |
False |
True |
169,371 |
| 60 |
1.1415 |
1.0844 |
0.0571 |
5.3% |
0.0077 |
0.7% |
3% |
False |
True |
126,834 |
| 80 |
1.1423 |
1.0844 |
0.0579 |
5.3% |
0.0076 |
0.7% |
3% |
False |
True |
95,360 |
| 100 |
1.1498 |
1.0844 |
0.0654 |
6.0% |
0.0081 |
0.7% |
2% |
False |
True |
76,388 |
| 120 |
1.1498 |
1.0844 |
0.0654 |
6.0% |
0.0080 |
0.7% |
2% |
False |
True |
63,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1335 |
|
2.618 |
1.1182 |
|
1.618 |
1.1089 |
|
1.000 |
1.1031 |
|
0.618 |
1.0995 |
|
HIGH |
1.0938 |
|
0.618 |
1.0902 |
|
0.500 |
1.0891 |
|
0.382 |
1.0880 |
|
LOW |
1.0844 |
|
0.618 |
1.0786 |
|
1.000 |
1.0751 |
|
1.618 |
1.0693 |
|
2.618 |
1.0599 |
|
4.250 |
1.0447 |
|
|
| Fisher Pivots for day following 11-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0891 |
1.1081 |
| PP |
1.0880 |
1.1007 |
| S1 |
1.0870 |
1.0933 |
|