CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 29-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2016 |
29-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0609 |
1.0619 |
0.0010 |
0.1% |
1.0599 |
| High |
1.0695 |
1.0663 |
-0.0032 |
-0.3% |
1.0669 |
| Low |
1.0573 |
1.0574 |
0.0001 |
0.0% |
1.0527 |
| Close |
1.0605 |
1.0656 |
0.0052 |
0.5% |
1.0601 |
| Range |
0.0122 |
0.0090 |
-0.0033 |
-26.6% |
0.0142 |
| ATR |
0.0099 |
0.0098 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
209,003 |
195,819 |
-13,184 |
-6.3% |
846,507 |
|
| Daily Pivots for day following 29-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0899 |
1.0867 |
1.0705 |
|
| R3 |
1.0810 |
1.0778 |
1.0681 |
|
| R2 |
1.0720 |
1.0720 |
1.0672 |
|
| R1 |
1.0688 |
1.0688 |
1.0664 |
1.0704 |
| PP |
1.0631 |
1.0631 |
1.0631 |
1.0639 |
| S1 |
1.0599 |
1.0599 |
1.0648 |
1.0615 |
| S2 |
1.0541 |
1.0541 |
1.0640 |
|
| S3 |
1.0452 |
1.0509 |
1.0631 |
|
| S4 |
1.0362 |
1.0420 |
1.0607 |
|
|
| 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% |
0.0103 |
1.0% |
77% |
False |
False |
213,971 |
| 10 |
1.0830 |
1.0527 |
0.0303 |
2.8% |
0.0098 |
0.9% |
43% |
False |
False |
216,179 |
| 20 |
1.1317 |
1.0527 |
0.0790 |
7.4% |
0.0107 |
1.0% |
16% |
False |
False |
213,826 |
| 40 |
1.1317 |
1.0527 |
0.0790 |
7.4% |
0.0090 |
0.8% |
16% |
False |
False |
187,526 |
| 60 |
1.1373 |
1.0527 |
0.0846 |
7.9% |
0.0083 |
0.8% |
15% |
False |
False |
166,616 |
| 80 |
1.1423 |
1.0527 |
0.0896 |
8.4% |
0.0080 |
0.7% |
14% |
False |
False |
125,396 |
| 100 |
1.1423 |
1.0527 |
0.0896 |
8.4% |
0.0078 |
0.7% |
14% |
False |
False |
100,414 |
| 120 |
1.1498 |
1.0527 |
0.0971 |
9.1% |
0.0084 |
0.8% |
13% |
False |
False |
83,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1043 |
|
2.618 |
1.0897 |
|
1.618 |
1.0808 |
|
1.000 |
1.0753 |
|
0.618 |
1.0718 |
|
HIGH |
1.0663 |
|
0.618 |
1.0629 |
|
0.500 |
1.0618 |
|
0.382 |
1.0608 |
|
LOW |
1.0574 |
|
0.618 |
1.0518 |
|
1.000 |
1.0484 |
|
1.618 |
1.0429 |
|
2.618 |
1.0339 |
|
4.250 |
1.0193 |
|
|
| Fisher Pivots for day following 29-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0643 |
1.0641 |
| PP |
1.0631 |
1.0626 |
| S1 |
1.0618 |
1.0611 |
|