CME Euro FX (E) Future March 2017
| 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 |
1.0656 |
1.0669 |
0.0013 |
0.1% |
1.0644 |
| High |
1.0741 |
1.0711 |
-0.0030 |
-0.3% |
1.0715 |
| Low |
1.0621 |
1.0622 |
0.0002 |
0.0% |
1.0575 |
| Close |
1.0653 |
1.0704 |
0.0051 |
0.5% |
1.0648 |
| Range |
0.0120 |
0.0089 |
-0.0031 |
-25.8% |
0.0140 |
| ATR |
0.0097 |
0.0097 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
3,858 |
3,013 |
-845 |
-21.9% |
11,063 |
|
| Daily Pivots for day following 29-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0946 |
1.0914 |
1.0752 |
|
| R3 |
1.0857 |
1.0825 |
1.0728 |
|
| R2 |
1.0768 |
1.0768 |
1.0720 |
|
| R1 |
1.0736 |
1.0736 |
1.0712 |
1.0752 |
| PP |
1.0679 |
1.0679 |
1.0679 |
1.0687 |
| S1 |
1.0647 |
1.0647 |
1.0695 |
1.0663 |
| S2 |
1.0590 |
1.0590 |
1.0687 |
|
| S3 |
1.0501 |
1.0558 |
1.0679 |
|
| S4 |
1.0412 |
1.0469 |
1.0655 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1066 |
1.0997 |
1.0725 |
|
| R3 |
1.0926 |
1.0857 |
1.0686 |
|
| R2 |
1.0786 |
1.0786 |
1.0673 |
|
| R1 |
1.0717 |
1.0717 |
1.0660 |
1.0751 |
| PP |
1.0646 |
1.0646 |
1.0646 |
1.0663 |
| S1 |
1.0577 |
1.0577 |
1.0635 |
1.0611 |
| S2 |
1.0506 |
1.0506 |
1.0622 |
|
| S3 |
1.0366 |
1.0437 |
1.0609 |
|
| S4 |
1.0226 |
1.0297 |
1.0571 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0741 |
1.0575 |
0.0166 |
1.6% |
0.0101 |
0.9% |
78% |
False |
False |
3,193 |
| 10 |
1.0875 |
1.0575 |
0.0300 |
2.8% |
0.0097 |
0.9% |
43% |
False |
False |
2,529 |
| 20 |
1.1361 |
1.0575 |
0.0786 |
7.3% |
0.0106 |
1.0% |
16% |
False |
False |
2,268 |
| 40 |
1.1361 |
1.0575 |
0.0786 |
7.3% |
0.0088 |
0.8% |
16% |
False |
False |
1,745 |
| 60 |
1.1416 |
1.0575 |
0.0841 |
7.9% |
0.0080 |
0.7% |
15% |
False |
False |
1,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1089 |
|
2.618 |
1.0944 |
|
1.618 |
1.0855 |
|
1.000 |
1.0800 |
|
0.618 |
1.0766 |
|
HIGH |
1.0711 |
|
0.618 |
1.0677 |
|
0.500 |
1.0667 |
|
0.382 |
1.0656 |
|
LOW |
1.0622 |
|
0.618 |
1.0567 |
|
1.000 |
1.0533 |
|
1.618 |
1.0478 |
|
2.618 |
1.0389 |
|
4.250 |
1.0244 |
|
|
| Fisher Pivots for day following 29-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0691 |
1.0688 |
| PP |
1.0679 |
1.0673 |
| S1 |
1.0667 |
1.0658 |
|