CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 23-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2016 |
23-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0694 |
1.0689 |
-0.0006 |
-0.1% |
1.0898 |
| High |
1.0715 |
1.0701 |
-0.0014 |
-0.1% |
1.0899 |
| Low |
1.0642 |
1.0585 |
-0.0057 |
-0.5% |
1.0627 |
| Close |
1.0682 |
1.0606 |
-0.0077 |
-0.7% |
1.0658 |
| Range |
0.0073 |
0.0117 |
0.0044 |
59.6% |
0.0272 |
| ATR |
0.0093 |
0.0095 |
0.0002 |
1.8% |
0.0000 |
| Volume |
2,052 |
4,784 |
2,732 |
133.1% |
10,290 |
|
| Daily Pivots for day following 23-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0980 |
1.0909 |
1.0670 |
|
| R3 |
1.0863 |
1.0793 |
1.0638 |
|
| R2 |
1.0747 |
1.0747 |
1.0627 |
|
| R1 |
1.0676 |
1.0676 |
1.0616 |
1.0653 |
| PP |
1.0630 |
1.0630 |
1.0630 |
1.0619 |
| S1 |
1.0560 |
1.0560 |
1.0595 |
1.0537 |
| S2 |
1.0514 |
1.0514 |
1.0584 |
|
| S3 |
1.0397 |
1.0443 |
1.0573 |
|
| S4 |
1.0281 |
1.0327 |
1.0541 |
|
|
| 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 |
1.0803 |
1.0585 |
0.0218 |
2.1% |
0.0091 |
0.9% |
10% |
False |
True |
2,421 |
| 10 |
1.1012 |
1.0585 |
0.0428 |
4.0% |
0.0096 |
0.9% |
5% |
False |
True |
2,215 |
| 20 |
1.1361 |
1.0585 |
0.0776 |
7.3% |
0.0101 |
0.9% |
3% |
False |
True |
1,911 |
| 40 |
1.1361 |
1.0585 |
0.0776 |
7.3% |
0.0085 |
0.8% |
3% |
False |
True |
1,598 |
| 60 |
1.1416 |
1.0585 |
0.0831 |
7.8% |
0.0078 |
0.7% |
3% |
False |
True |
1,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1196 |
|
2.618 |
1.1006 |
|
1.618 |
1.0889 |
|
1.000 |
1.0818 |
|
0.618 |
1.0773 |
|
HIGH |
1.0701 |
|
0.618 |
1.0656 |
|
0.500 |
1.0643 |
|
0.382 |
1.0629 |
|
LOW |
1.0585 |
|
0.618 |
1.0513 |
|
1.000 |
1.0468 |
|
1.618 |
1.0396 |
|
2.618 |
1.0280 |
|
4.250 |
1.0089 |
|
|
| Fisher Pivots for day following 23-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0643 |
1.0650 |
| PP |
1.0630 |
1.0635 |
| S1 |
1.0618 |
1.0620 |
|