CME Euro FX (E) Future March 2017
| 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 |
1.0644 |
1.0694 |
0.0050 |
0.5% |
1.0898 |
| High |
1.0706 |
1.0715 |
0.0009 |
0.1% |
1.0899 |
| Low |
1.0637 |
1.0642 |
0.0005 |
0.0% |
1.0627 |
| Close |
1.0667 |
1.0682 |
0.0015 |
0.1% |
1.0658 |
| Range |
0.0069 |
0.0073 |
0.0004 |
5.8% |
0.0272 |
| ATR |
0.0094 |
0.0093 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
1,965 |
2,052 |
87 |
4.4% |
10,290 |
|
| Daily Pivots for day following 22-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0898 |
1.0863 |
1.0722 |
|
| R3 |
1.0825 |
1.0790 |
1.0702 |
|
| R2 |
1.0752 |
1.0752 |
1.0695 |
|
| R1 |
1.0717 |
1.0717 |
1.0689 |
1.0698 |
| PP |
1.0679 |
1.0679 |
1.0679 |
1.0670 |
| S1 |
1.0644 |
1.0644 |
1.0675 |
1.0625 |
| S2 |
1.0606 |
1.0606 |
1.0669 |
|
| S3 |
1.0533 |
1.0571 |
1.0662 |
|
| S4 |
1.0460 |
1.0498 |
1.0642 |
|
|
| Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1544 |
1.1373 |
1.0807 |
|
| R3 |
1.1272 |
1.1101 |
1.0732 |
|
| R2 |
1.1000 |
1.1000 |
1.0707 |
|
| R1 |
1.0829 |
1.0829 |
1.0682 |
1.0778 |
| PP |
1.0728 |
1.0728 |
1.0728 |
1.0703 |
| S1 |
1.0557 |
1.0557 |
1.0633 |
1.0506 |
| S2 |
1.0456 |
1.0456 |
1.0608 |
|
| S3 |
1.0184 |
1.0285 |
1.0583 |
|
| S4 |
0.9912 |
1.0013 |
1.0508 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0818 |
1.0627 |
0.0191 |
1.8% |
0.0086 |
0.8% |
29% |
False |
False |
1,843 |
| 10 |
1.1361 |
1.0627 |
0.0734 |
6.9% |
0.0124 |
1.2% |
7% |
False |
False |
2,333 |
| 20 |
1.1361 |
1.0627 |
0.0734 |
6.9% |
0.0098 |
0.9% |
7% |
False |
False |
1,724 |
| 40 |
1.1361 |
1.0627 |
0.0734 |
6.9% |
0.0083 |
0.8% |
7% |
False |
False |
1,516 |
| 60 |
1.1416 |
1.0627 |
0.0789 |
7.4% |
0.0077 |
0.7% |
7% |
False |
False |
1,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1025 |
|
2.618 |
1.0906 |
|
1.618 |
1.0833 |
|
1.000 |
1.0788 |
|
0.618 |
1.0760 |
|
HIGH |
1.0715 |
|
0.618 |
1.0687 |
|
0.500 |
1.0678 |
|
0.382 |
1.0669 |
|
LOW |
1.0642 |
|
0.618 |
1.0596 |
|
1.000 |
1.0569 |
|
1.618 |
1.0523 |
|
2.618 |
1.0450 |
|
4.250 |
1.0331 |
|
|
| Fisher Pivots for day following 22-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0681 |
1.0678 |
| PP |
1.0679 |
1.0675 |
| S1 |
1.0678 |
1.0671 |
|