CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 10-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2016 |
10-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1030 |
1.0940 |
-0.0090 |
-0.8% |
1.1003 |
| High |
1.1317 |
1.0969 |
-0.0348 |
-3.1% |
1.1163 |
| Low |
1.0920 |
1.0879 |
-0.0041 |
-0.4% |
1.0958 |
| Close |
1.0946 |
1.0906 |
-0.0040 |
-0.4% |
1.1138 |
| Range |
0.0397 |
0.0090 |
-0.0307 |
-77.3% |
0.0205 |
| ATR |
0.0096 |
0.0095 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
461,271 |
237,963 |
-223,308 |
-48.4% |
824,763 |
|
| Daily Pivots for day following 10-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1188 |
1.1137 |
1.0956 |
|
| R3 |
1.1098 |
1.1047 |
1.0931 |
|
| R2 |
1.1008 |
1.1008 |
1.0923 |
|
| R1 |
1.0957 |
1.0957 |
1.0914 |
1.0938 |
| PP |
1.0918 |
1.0918 |
1.0918 |
1.0908 |
| S1 |
1.0867 |
1.0867 |
1.0898 |
1.0848 |
| S2 |
1.0828 |
1.0828 |
1.0890 |
|
| S3 |
1.0738 |
1.0777 |
1.0881 |
|
| S4 |
1.0648 |
1.0687 |
1.0857 |
|
|
| 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 |
1.1317 |
1.0879 |
0.0438 |
4.0% |
0.0139 |
1.3% |
6% |
False |
True |
226,364 |
| 10 |
1.1317 |
1.0879 |
0.0438 |
4.0% |
0.0110 |
1.0% |
6% |
False |
True |
198,071 |
| 20 |
1.1317 |
1.0875 |
0.0442 |
4.1% |
0.0088 |
0.8% |
7% |
False |
False |
172,499 |
| 40 |
1.1320 |
1.0875 |
0.0445 |
4.1% |
0.0079 |
0.7% |
7% |
False |
False |
170,109 |
| 60 |
1.1423 |
1.0875 |
0.0548 |
5.0% |
0.0077 |
0.7% |
6% |
False |
False |
123,741 |
| 80 |
1.1423 |
1.0875 |
0.0548 |
5.0% |
0.0075 |
0.7% |
6% |
False |
False |
93,024 |
| 100 |
1.1498 |
1.0875 |
0.0623 |
5.7% |
0.0081 |
0.7% |
5% |
False |
False |
74,534 |
| 120 |
1.1498 |
1.0875 |
0.0623 |
5.7% |
0.0080 |
0.7% |
5% |
False |
False |
62,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1352 |
|
2.618 |
1.1205 |
|
1.618 |
1.1115 |
|
1.000 |
1.1059 |
|
0.618 |
1.1025 |
|
HIGH |
1.0969 |
|
0.618 |
1.0935 |
|
0.500 |
1.0924 |
|
0.382 |
1.0913 |
|
LOW |
1.0879 |
|
0.618 |
1.0823 |
|
1.000 |
1.0789 |
|
1.618 |
1.0733 |
|
2.618 |
1.0643 |
|
4.250 |
1.0497 |
|
|
| Fisher Pivots for day following 10-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0924 |
1.1098 |
| PP |
1.0918 |
1.1034 |
| S1 |
1.0912 |
1.0970 |
|