CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 22-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2016 |
22-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0599 |
1.0640 |
0.0042 |
0.4% |
1.0850 |
| High |
1.0660 |
1.0669 |
0.0009 |
0.1% |
1.0856 |
| Low |
1.0590 |
1.0594 |
0.0004 |
0.0% |
1.0580 |
| Close |
1.0620 |
1.0635 |
0.0015 |
0.1% |
1.0611 |
| Range |
0.0070 |
0.0075 |
0.0005 |
7.1% |
0.0276 |
| ATR |
0.0096 |
0.0095 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
181,472 |
177,466 |
-4,006 |
-2.2% |
1,158,189 |
|
| Daily Pivots for day following 22-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0857 |
1.0821 |
1.0676 |
|
| R3 |
1.0782 |
1.0746 |
1.0655 |
|
| R2 |
1.0707 |
1.0707 |
1.0648 |
|
| R1 |
1.0671 |
1.0671 |
1.0641 |
1.0652 |
| PP |
1.0632 |
1.0632 |
1.0632 |
1.0623 |
| S1 |
1.0596 |
1.0596 |
1.0628 |
1.0577 |
| S2 |
1.0557 |
1.0557 |
1.0621 |
|
| S3 |
1.0482 |
1.0521 |
1.0614 |
|
| S4 |
1.0407 |
1.0446 |
1.0593 |
|
|
| 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 |
1.0773 |
1.0580 |
0.0193 |
1.8% |
0.0088 |
0.8% |
28% |
False |
False |
211,116 |
| 10 |
1.1317 |
1.0580 |
0.0737 |
6.9% |
0.0126 |
1.2% |
7% |
False |
False |
240,354 |
| 20 |
1.1317 |
1.0580 |
0.0737 |
6.9% |
0.0100 |
0.9% |
7% |
False |
False |
199,895 |
| 40 |
1.1317 |
1.0580 |
0.0737 |
6.9% |
0.0085 |
0.8% |
7% |
False |
False |
181,909 |
| 60 |
1.1373 |
1.0580 |
0.0793 |
7.5% |
0.0080 |
0.8% |
7% |
False |
False |
151,938 |
| 80 |
1.1423 |
1.0580 |
0.0843 |
7.9% |
0.0078 |
0.7% |
6% |
False |
False |
114,274 |
| 100 |
1.1423 |
1.0580 |
0.0843 |
7.9% |
0.0077 |
0.7% |
6% |
False |
False |
91,509 |
| 120 |
1.1498 |
1.0580 |
0.0918 |
8.6% |
0.0082 |
0.8% |
6% |
False |
False |
76,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0987 |
|
2.618 |
1.0865 |
|
1.618 |
1.0790 |
|
1.000 |
1.0744 |
|
0.618 |
1.0715 |
|
HIGH |
1.0669 |
|
0.618 |
1.0640 |
|
0.500 |
1.0631 |
|
0.382 |
1.0622 |
|
LOW |
1.0594 |
|
0.618 |
1.0547 |
|
1.000 |
1.0519 |
|
1.618 |
1.0472 |
|
2.618 |
1.0397 |
|
4.250 |
1.0275 |
|
|
| Fisher Pivots for day following 22-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0633 |
1.0631 |
| PP |
1.0632 |
1.0628 |
| S1 |
1.0631 |
1.0624 |
|