CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 07-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2016 |
07-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1124 |
1.1110 |
-0.0014 |
-0.1% |
1.1003 |
| High |
1.1163 |
1.1129 |
-0.0034 |
-0.3% |
1.1163 |
| Low |
1.1099 |
1.1046 |
-0.0053 |
-0.5% |
1.0958 |
| Close |
1.1138 |
1.1057 |
-0.0082 |
-0.7% |
1.1138 |
| Range |
0.0065 |
0.0084 |
0.0019 |
29.5% |
0.0205 |
| ATR |
0.0072 |
0.0074 |
0.0001 |
2.0% |
0.0000 |
| Volume |
154,498 |
151,641 |
-2,857 |
-1.8% |
824,763 |
|
| Daily Pivots for day following 07-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1328 |
1.1276 |
1.1102 |
|
| R3 |
1.1244 |
1.1192 |
1.1079 |
|
| R2 |
1.1161 |
1.1161 |
1.1072 |
|
| R1 |
1.1109 |
1.1109 |
1.1064 |
1.1093 |
| PP |
1.1077 |
1.1077 |
1.1077 |
1.1069 |
| S1 |
1.1025 |
1.1025 |
1.1049 |
1.1009 |
| S2 |
1.0994 |
1.0994 |
1.1041 |
|
| S3 |
1.0910 |
1.0942 |
1.1034 |
|
| S4 |
1.0827 |
1.0858 |
1.1011 |
|
|
| Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1701 |
1.1625 |
1.1251 |
|
| R3 |
1.1496 |
1.1420 |
1.1194 |
|
| R2 |
1.1291 |
1.1291 |
1.1176 |
|
| R1 |
1.1215 |
1.1215 |
1.1157 |
1.1253 |
| PP |
1.1086 |
1.1086 |
1.1086 |
1.1106 |
| S1 |
1.1010 |
1.1010 |
1.1119 |
1.1048 |
| S2 |
1.0881 |
1.0881 |
1.1100 |
|
| S3 |
1.0676 |
1.0805 |
1.1082 |
|
| S4 |
1.0471 |
1.0600 |
1.1025 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1163 |
1.0982 |
0.0182 |
1.6% |
0.0079 |
0.7% |
41% |
False |
False |
170,829 |
| 10 |
1.1163 |
1.0875 |
0.0288 |
2.6% |
0.0074 |
0.7% |
63% |
False |
False |
162,133 |
| 20 |
1.1173 |
1.0875 |
0.0298 |
2.7% |
0.0073 |
0.7% |
61% |
False |
False |
159,224 |
| 40 |
1.1342 |
1.0875 |
0.0467 |
4.2% |
0.0071 |
0.6% |
39% |
False |
False |
160,484 |
| 60 |
1.1423 |
1.0875 |
0.0548 |
5.0% |
0.0072 |
0.7% |
33% |
False |
False |
110,063 |
| 80 |
1.1423 |
1.0875 |
0.0548 |
5.0% |
0.0071 |
0.6% |
33% |
False |
False |
82,716 |
| 100 |
1.1498 |
1.0875 |
0.0623 |
5.6% |
0.0078 |
0.7% |
29% |
False |
False |
66,321 |
| 120 |
1.1498 |
1.0875 |
0.0623 |
5.6% |
0.0076 |
0.7% |
29% |
False |
False |
55,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1484 |
|
2.618 |
1.1348 |
|
1.618 |
1.1264 |
|
1.000 |
1.1213 |
|
0.618 |
1.1181 |
|
HIGH |
1.1129 |
|
0.618 |
1.1097 |
|
0.500 |
1.1087 |
|
0.382 |
1.1077 |
|
LOW |
1.1046 |
|
0.618 |
1.0994 |
|
1.000 |
1.0962 |
|
1.618 |
1.0910 |
|
2.618 |
1.0827 |
|
4.250 |
1.0691 |
|
|
| Fisher Pivots for day following 07-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1087 |
1.1104 |
| PP |
1.1077 |
1.1088 |
| S1 |
1.1067 |
1.1072 |
|