CME Euro FX (E) Future December 2016


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Trading Metrics calculated at close of trading on 17-Nov-2016
Day Change Summary
Previous Current
16-Nov-2016 17-Nov-2016 Change Change % Previous Week
Open 1.0735 1.0712 -0.0024 -0.2% 1.1110
High 1.0773 1.0757 -0.0016 -0.1% 1.1317
Low 1.0680 1.0631 -0.0049 -0.5% 1.0844
Close 1.0695 1.0639 -0.0056 -0.5% 1.0859
Range 0.0094 0.0126 0.0033 34.8% 0.0473
ATR 0.0098 0.0100 0.0002 2.0% 0.0000
Volume 223,264 226,961 3,697 1.7% 1,164,503
Daily Pivots for day following 17-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.1054 1.0972 1.0708
R3 1.0928 1.0846 1.0673
R2 1.0802 1.0802 1.0662
R1 1.0720 1.0720 1.0650 1.0698
PP 1.0676 1.0676 1.0676 1.0664
S1 1.0594 1.0594 1.0627 1.0572
S2 1.0550 1.0550 1.0615
S3 1.0424 1.0468 1.0604
S4 1.0298 1.0342 1.0569
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 1.0938 1.0631 0.0307 2.9% 0.0110 1.0% 2% False True 219,789
10 1.1317 1.0631 0.0686 6.4% 0.0124 1.2% 1% False True 223,076
20 1.1317 1.0631 0.0686 6.4% 0.0097 0.9% 1% False True 190,591
40 1.1320 1.0631 0.0689 6.5% 0.0084 0.8% 1% False True 177,256
60 1.1395 1.0631 0.0764 7.2% 0.0081 0.8% 1% False True 141,940
80 1.1423 1.0631 0.0792 7.4% 0.0078 0.7% 1% False True 106,733
100 1.1423 1.0631 0.0792 7.4% 0.0078 0.7% 1% False True 85,481
120 1.1498 1.0631 0.0867 8.1% 0.0083 0.8% 1% False True 71,343
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0037
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1293
2.618 1.1087
1.618 1.0961
1.000 1.0883
0.618 1.0835
HIGH 1.0757
0.618 1.0709
0.500 1.0694
0.382 1.0679
LOW 1.0631
0.618 1.0553
1.000 1.0505
1.618 1.0427
2.618 1.0301
4.250 1.0096
Fisher Pivots for day following 17-Nov-2016
Pivot 1 day 3 day
R1 1.0694 1.0731
PP 1.0676 1.0700
S1 1.0657 1.0669

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

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