CME Euro FX (E) Future December 2016
| 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 |
|
|
|
| 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 |
|