CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 28-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2016 |
28-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0560 |
1.0609 |
0.0049 |
0.5% |
1.0599 |
| High |
1.0637 |
1.0695 |
0.0058 |
0.5% |
1.0669 |
| Low |
1.0527 |
1.0573 |
0.0046 |
0.4% |
1.0527 |
| Close |
1.0601 |
1.0605 |
0.0004 |
0.0% |
1.0601 |
| Range |
0.0110 |
0.0122 |
0.0013 |
11.4% |
0.0142 |
| ATR |
0.0097 |
0.0099 |
0.0002 |
1.8% |
0.0000 |
| Volume |
247,723 |
209,003 |
-38,720 |
-15.6% |
846,507 |
|
| Daily Pivots for day following 28-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0990 |
1.0919 |
1.0672 |
|
| R3 |
1.0868 |
1.0797 |
1.0638 |
|
| R2 |
1.0746 |
1.0746 |
1.0627 |
|
| R1 |
1.0675 |
1.0675 |
1.0616 |
1.0650 |
| PP |
1.0624 |
1.0624 |
1.0624 |
1.0611 |
| S1 |
1.0553 |
1.0553 |
1.0593 |
1.0528 |
| S2 |
1.0502 |
1.0502 |
1.0582 |
|
| S3 |
1.0380 |
1.0431 |
1.0571 |
|
| S4 |
1.0258 |
1.0309 |
1.0537 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1023 |
1.0953 |
1.0678 |
|
| R3 |
1.0882 |
1.0812 |
1.0639 |
|
| R2 |
1.0740 |
1.0740 |
1.0626 |
|
| R1 |
1.0670 |
1.0670 |
1.0613 |
1.0705 |
| PP |
1.0599 |
1.0599 |
1.0599 |
1.0616 |
| S1 |
1.0529 |
1.0529 |
1.0588 |
1.0564 |
| S2 |
1.0457 |
1.0457 |
1.0575 |
|
| S3 |
1.0316 |
1.0387 |
1.0562 |
|
| S4 |
1.0174 |
1.0246 |
1.0523 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0695 |
1.0527 |
0.0168 |
1.6% |
0.0099 |
0.9% |
46% |
True |
False |
211,102 |
| 10 |
1.0856 |
1.0527 |
0.0329 |
3.1% |
0.0102 |
1.0% |
24% |
False |
False |
221,369 |
| 20 |
1.1317 |
1.0527 |
0.0790 |
7.4% |
0.0106 |
1.0% |
10% |
False |
False |
210,148 |
| 40 |
1.1317 |
1.0527 |
0.0790 |
7.4% |
0.0089 |
0.8% |
10% |
False |
False |
185,302 |
| 60 |
1.1373 |
1.0527 |
0.0846 |
8.0% |
0.0083 |
0.8% |
9% |
False |
False |
163,404 |
| 80 |
1.1423 |
1.0527 |
0.0896 |
8.4% |
0.0080 |
0.8% |
9% |
False |
False |
122,963 |
| 100 |
1.1423 |
1.0527 |
0.0896 |
8.4% |
0.0078 |
0.7% |
9% |
False |
False |
98,467 |
| 120 |
1.1498 |
1.0527 |
0.0971 |
9.2% |
0.0084 |
0.8% |
8% |
False |
False |
82,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1213 |
|
2.618 |
1.1014 |
|
1.618 |
1.0892 |
|
1.000 |
1.0817 |
|
0.618 |
1.0770 |
|
HIGH |
1.0695 |
|
0.618 |
1.0648 |
|
0.500 |
1.0634 |
|
0.382 |
1.0619 |
|
LOW |
1.0573 |
|
0.618 |
1.0497 |
|
1.000 |
1.0451 |
|
1.618 |
1.0375 |
|
2.618 |
1.0253 |
|
4.250 |
1.0054 |
|
|
| Fisher Pivots for day following 28-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0634 |
1.0611 |
| PP |
1.0624 |
1.0609 |
| S1 |
1.0614 |
1.0607 |
|