CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 14-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2016 |
14-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0897 |
1.0850 |
-0.0047 |
-0.4% |
1.1110 |
| High |
1.0938 |
1.0856 |
-0.0082 |
-0.7% |
1.1317 |
| Low |
1.0844 |
1.0723 |
-0.0122 |
-1.1% |
1.0844 |
| Close |
1.0859 |
1.0739 |
-0.0120 |
-1.1% |
1.0859 |
| Range |
0.0094 |
0.0134 |
0.0040 |
42.8% |
0.0473 |
| ATR |
0.0095 |
0.0098 |
0.0003 |
3.1% |
0.0000 |
| Volume |
187,179 |
247,721 |
60,542 |
32.3% |
1,164,503 |
|
| Daily Pivots for day following 14-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1173 |
1.1090 |
1.0812 |
|
| R3 |
1.1040 |
1.0956 |
1.0776 |
|
| R2 |
1.0906 |
1.0906 |
1.0763 |
|
| R1 |
1.0823 |
1.0823 |
1.0751 |
1.0798 |
| PP |
1.0773 |
1.0773 |
1.0773 |
1.0760 |
| S1 |
1.0689 |
1.0689 |
1.0727 |
1.0664 |
| S2 |
1.0639 |
1.0639 |
1.0715 |
|
| S3 |
1.0506 |
1.0556 |
1.0702 |
|
| S4 |
1.0372 |
1.0422 |
1.0666 |
|
|
| 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 |
1.0723 |
0.0595 |
5.5% |
0.0154 |
1.4% |
3% |
False |
True |
252,116 |
| 10 |
1.1317 |
1.0723 |
0.0595 |
5.5% |
0.0117 |
1.1% |
3% |
False |
True |
211,473 |
| 20 |
1.1317 |
1.0723 |
0.0595 |
5.5% |
0.0093 |
0.9% |
3% |
False |
True |
180,307 |
| 40 |
1.1320 |
1.0723 |
0.0598 |
5.6% |
0.0081 |
0.8% |
3% |
False |
True |
172,642 |
| 60 |
1.1412 |
1.0723 |
0.0689 |
6.4% |
0.0078 |
0.7% |
2% |
False |
True |
130,928 |
| 80 |
1.1423 |
1.0723 |
0.0700 |
6.5% |
0.0076 |
0.7% |
2% |
False |
True |
98,453 |
| 100 |
1.1486 |
1.0723 |
0.0763 |
7.1% |
0.0081 |
0.8% |
2% |
False |
True |
78,861 |
| 120 |
1.1498 |
1.0723 |
0.0776 |
7.2% |
0.0081 |
0.8% |
2% |
False |
True |
65,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1423 |
|
2.618 |
1.1206 |
|
1.618 |
1.1072 |
|
1.000 |
1.0990 |
|
0.618 |
1.0939 |
|
HIGH |
1.0856 |
|
0.618 |
1.0805 |
|
0.500 |
1.0789 |
|
0.382 |
1.0773 |
|
LOW |
1.0723 |
|
0.618 |
1.0640 |
|
1.000 |
1.0589 |
|
1.618 |
1.0506 |
|
2.618 |
1.0373 |
|
4.250 |
1.0155 |
|
|
| Fisher Pivots for day following 14-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0789 |
1.0846 |
| PP |
1.0773 |
1.0810 |
| S1 |
1.0756 |
1.0775 |
|