CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 15-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2016 |
15-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0850 |
1.0759 |
-0.0092 |
-0.8% |
1.1110 |
| High |
1.0856 |
1.0830 |
-0.0026 |
-0.2% |
1.1317 |
| Low |
1.0723 |
1.0728 |
0.0005 |
0.0% |
1.0844 |
| Close |
1.0739 |
1.0730 |
-0.0009 |
-0.1% |
1.0859 |
| Range |
0.0134 |
0.0103 |
-0.0031 |
-23.2% |
0.0473 |
| ATR |
0.0098 |
0.0098 |
0.0000 |
0.3% |
0.0000 |
| Volume |
247,721 |
213,822 |
-33,899 |
-13.7% |
1,164,503 |
|
| Daily Pivots for day following 15-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1070 |
1.1003 |
1.0786 |
|
| R3 |
1.0968 |
1.0900 |
1.0758 |
|
| R2 |
1.0865 |
1.0865 |
1.0749 |
|
| R1 |
1.0798 |
1.0798 |
1.0739 |
1.0780 |
| PP |
1.0763 |
1.0763 |
1.0763 |
1.0754 |
| S1 |
1.0695 |
1.0695 |
1.0721 |
1.0678 |
| S2 |
1.0660 |
1.0660 |
1.0711 |
|
| S3 |
1.0558 |
1.0593 |
1.0702 |
|
| S4 |
1.0455 |
1.0490 |
1.0674 |
|
|
| Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2426 |
1.2115 |
1.1119 |
|
| R3 |
1.1953 |
1.1642 |
1.0989 |
|
| R2 |
1.1480 |
1.1480 |
1.0946 |
|
| R1 |
1.1169 |
1.1169 |
1.0902 |
1.1088 |
| PP |
1.1007 |
1.1007 |
1.1007 |
1.0966 |
| S1 |
1.0696 |
1.0696 |
1.0816 |
1.0615 |
| S2 |
1.0534 |
1.0534 |
1.0772 |
|
| S3 |
1.0061 |
1.0223 |
1.0729 |
|
| S4 |
0.9588 |
0.9750 |
1.0599 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1317 |
1.0723 |
0.0595 |
5.5% |
0.0163 |
1.5% |
1% |
False |
False |
269,591 |
| 10 |
1.1317 |
1.0723 |
0.0595 |
5.5% |
0.0116 |
1.1% |
1% |
False |
False |
215,667 |
| 20 |
1.1317 |
1.0723 |
0.0595 |
5.5% |
0.0095 |
0.9% |
1% |
False |
False |
184,413 |
| 40 |
1.1320 |
1.0723 |
0.0598 |
5.6% |
0.0082 |
0.8% |
1% |
False |
False |
174,706 |
| 60 |
1.1412 |
1.0723 |
0.0689 |
6.4% |
0.0079 |
0.7% |
1% |
False |
False |
134,474 |
| 80 |
1.1423 |
1.0723 |
0.0700 |
6.5% |
0.0077 |
0.7% |
1% |
False |
False |
101,113 |
| 100 |
1.1423 |
1.0723 |
0.0700 |
6.5% |
0.0077 |
0.7% |
1% |
False |
False |
80,984 |
| 120 |
1.1498 |
1.0723 |
0.0776 |
7.2% |
0.0081 |
0.8% |
1% |
False |
False |
67,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1266 |
|
2.618 |
1.1098 |
|
1.618 |
1.0996 |
|
1.000 |
1.0933 |
|
0.618 |
1.0893 |
|
HIGH |
1.0830 |
|
0.618 |
1.0791 |
|
0.500 |
1.0779 |
|
0.382 |
1.0767 |
|
LOW |
1.0728 |
|
0.618 |
1.0664 |
|
1.000 |
1.0625 |
|
1.618 |
1.0562 |
|
2.618 |
1.0459 |
|
4.250 |
1.0292 |
|
|
| Fisher Pivots for day following 15-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0779 |
1.0830 |
| PP |
1.0763 |
1.0797 |
| S1 |
1.0746 |
1.0763 |
|