CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 30-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2016 |
30-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0669 |
1.0706 |
0.0037 |
0.3% |
1.0644 |
| High |
1.0711 |
1.0722 |
0.0011 |
0.1% |
1.0715 |
| Low |
1.0622 |
1.0608 |
-0.0015 |
-0.1% |
1.0575 |
| Close |
1.0704 |
1.0652 |
-0.0052 |
-0.5% |
1.0648 |
| Range |
0.0089 |
0.0114 |
0.0025 |
28.1% |
0.0140 |
| ATR |
0.0097 |
0.0098 |
0.0001 |
1.3% |
0.0000 |
| Volume |
3,013 |
5,307 |
2,294 |
76.1% |
11,063 |
|
| Daily Pivots for day following 30-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1002 |
1.0941 |
1.0714 |
|
| R3 |
1.0888 |
1.0827 |
1.0683 |
|
| R2 |
1.0774 |
1.0774 |
1.0672 |
|
| R1 |
1.0713 |
1.0713 |
1.0662 |
1.0687 |
| PP |
1.0660 |
1.0660 |
1.0660 |
1.0647 |
| S1 |
1.0599 |
1.0599 |
1.0641 |
1.0573 |
| S2 |
1.0546 |
1.0546 |
1.0631 |
|
| S3 |
1.0432 |
1.0485 |
1.0620 |
|
| S4 |
1.0318 |
1.0371 |
1.0589 |
|
|
| 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% |
0.0110 |
1.0% |
46% |
False |
False |
3,844 |
| 10 |
1.0818 |
1.0575 |
0.0243 |
2.3% |
0.0098 |
0.9% |
32% |
False |
False |
2,844 |
| 20 |
1.1361 |
1.0575 |
0.0786 |
7.4% |
0.0106 |
1.0% |
10% |
False |
False |
2,493 |
| 40 |
1.1361 |
1.0575 |
0.0786 |
7.4% |
0.0089 |
0.8% |
10% |
False |
False |
1,807 |
| 60 |
1.1416 |
1.0575 |
0.0841 |
7.9% |
0.0080 |
0.8% |
9% |
False |
False |
1,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1206 |
|
2.618 |
1.1020 |
|
1.618 |
1.0906 |
|
1.000 |
1.0836 |
|
0.618 |
1.0792 |
|
HIGH |
1.0722 |
|
0.618 |
1.0678 |
|
0.500 |
1.0665 |
|
0.382 |
1.0651 |
|
LOW |
1.0608 |
|
0.618 |
1.0537 |
|
1.000 |
1.0494 |
|
1.618 |
1.0423 |
|
2.618 |
1.0309 |
|
4.250 |
1.0123 |
|
|
| Fisher Pivots for day following 30-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0665 |
1.0674 |
| PP |
1.0660 |
1.0667 |
| S1 |
1.0656 |
1.0659 |
|