CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 21-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2016 |
21-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0637 |
1.0599 |
-0.0039 |
-0.4% |
1.0850 |
| High |
1.0654 |
1.0660 |
0.0006 |
0.1% |
1.0856 |
| Low |
1.0580 |
1.0590 |
0.0010 |
0.1% |
1.0580 |
| Close |
1.0611 |
1.0620 |
0.0009 |
0.1% |
1.0611 |
| Range |
0.0074 |
0.0070 |
-0.0004 |
-5.4% |
0.0276 |
| ATR |
0.0098 |
0.0096 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
246,421 |
181,472 |
-64,949 |
-26.4% |
1,158,189 |
|
| Daily Pivots for day following 21-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0833 |
1.0797 |
1.0659 |
|
| R3 |
1.0763 |
1.0727 |
1.0639 |
|
| R2 |
1.0693 |
1.0693 |
1.0633 |
|
| R1 |
1.0657 |
1.0657 |
1.0626 |
1.0675 |
| PP |
1.0623 |
1.0623 |
1.0623 |
1.0632 |
| S1 |
1.0587 |
1.0587 |
1.0614 |
1.0605 |
| S2 |
1.0553 |
1.0553 |
1.0607 |
|
| S3 |
1.0483 |
1.0517 |
1.0601 |
|
| S4 |
1.0413 |
1.0447 |
1.0582 |
|
|
| Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1510 |
1.1337 |
1.0763 |
|
| R3 |
1.1234 |
1.1061 |
1.0687 |
|
| R2 |
1.0958 |
1.0958 |
1.0662 |
|
| R1 |
1.0785 |
1.0785 |
1.0636 |
1.0734 |
| PP |
1.0682 |
1.0682 |
1.0682 |
1.0657 |
| S1 |
1.0509 |
1.0509 |
1.0586 |
1.0458 |
| S2 |
1.0406 |
1.0406 |
1.0560 |
|
| S3 |
1.0130 |
1.0233 |
1.0535 |
|
| S4 |
0.9854 |
0.9957 |
1.0459 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0830 |
1.0580 |
0.0250 |
2.4% |
0.0093 |
0.9% |
16% |
False |
False |
218,388 |
| 10 |
1.1317 |
1.0580 |
0.0737 |
6.9% |
0.0124 |
1.2% |
5% |
False |
False |
235,252 |
| 20 |
1.1317 |
1.0580 |
0.0737 |
6.9% |
0.0099 |
0.9% |
5% |
False |
False |
198,692 |
| 40 |
1.1317 |
1.0580 |
0.0737 |
6.9% |
0.0085 |
0.8% |
5% |
False |
False |
181,731 |
| 60 |
1.1373 |
1.0580 |
0.0793 |
7.5% |
0.0080 |
0.8% |
5% |
False |
False |
149,007 |
| 80 |
1.1423 |
1.0580 |
0.0843 |
7.9% |
0.0077 |
0.7% |
5% |
False |
False |
112,059 |
| 100 |
1.1423 |
1.0580 |
0.0843 |
7.9% |
0.0077 |
0.7% |
5% |
False |
False |
89,740 |
| 120 |
1.1498 |
1.0580 |
0.0918 |
8.6% |
0.0083 |
0.8% |
4% |
False |
False |
74,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0957 |
|
2.618 |
1.0843 |
|
1.618 |
1.0773 |
|
1.000 |
1.0730 |
|
0.618 |
1.0703 |
|
HIGH |
1.0660 |
|
0.618 |
1.0633 |
|
0.500 |
1.0625 |
|
0.382 |
1.0616 |
|
LOW |
1.0590 |
|
0.618 |
1.0546 |
|
1.000 |
1.0520 |
|
1.618 |
1.0476 |
|
2.618 |
1.0406 |
|
4.250 |
1.0292 |
|
|
| Fisher Pivots for day following 21-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0625 |
1.0669 |
| PP |
1.0623 |
1.0652 |
| S1 |
1.0622 |
1.0636 |
|