CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 16-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2016 |
16-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0759 |
1.0735 |
-0.0024 |
-0.2% |
1.1110 |
| High |
1.0830 |
1.0773 |
-0.0057 |
-0.5% |
1.1317 |
| Low |
1.0728 |
1.0680 |
-0.0048 |
-0.4% |
1.0844 |
| Close |
1.0730 |
1.0695 |
-0.0036 |
-0.3% |
1.0859 |
| Range |
0.0103 |
0.0094 |
-0.0009 |
-8.8% |
0.0473 |
| ATR |
0.0098 |
0.0098 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
213,822 |
223,264 |
9,442 |
4.4% |
1,164,503 |
|
| Daily Pivots for day following 16-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0996 |
1.0939 |
1.0746 |
|
| R3 |
1.0903 |
1.0845 |
1.0720 |
|
| R2 |
1.0809 |
1.0809 |
1.0712 |
|
| R1 |
1.0752 |
1.0752 |
1.0703 |
1.0734 |
| PP |
1.0716 |
1.0716 |
1.0716 |
1.0707 |
| S1 |
1.0658 |
1.0658 |
1.0686 |
1.0640 |
| S2 |
1.0622 |
1.0622 |
1.0677 |
|
| S3 |
1.0529 |
1.0565 |
1.0669 |
|
| S4 |
1.0435 |
1.0471 |
1.0643 |
|
|
| 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 |
1.0969 |
1.0680 |
0.0290 |
2.7% |
0.0103 |
1.0% |
5% |
False |
True |
221,989 |
| 10 |
1.1317 |
1.0680 |
0.0638 |
6.0% |
0.0118 |
1.1% |
2% |
False |
True |
217,635 |
| 20 |
1.1317 |
1.0680 |
0.0638 |
6.0% |
0.0097 |
0.9% |
2% |
False |
True |
189,651 |
| 40 |
1.1320 |
1.0680 |
0.0641 |
6.0% |
0.0083 |
0.8% |
2% |
False |
True |
175,703 |
| 60 |
1.1395 |
1.0680 |
0.0716 |
6.7% |
0.0080 |
0.7% |
2% |
False |
True |
138,179 |
| 80 |
1.1423 |
1.0680 |
0.0743 |
6.9% |
0.0077 |
0.7% |
2% |
False |
True |
103,900 |
| 100 |
1.1423 |
1.0680 |
0.0743 |
6.9% |
0.0077 |
0.7% |
2% |
False |
True |
83,214 |
| 120 |
1.1498 |
1.0680 |
0.0819 |
7.7% |
0.0082 |
0.8% |
2% |
False |
True |
69,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1170 |
|
2.618 |
1.1018 |
|
1.618 |
1.0924 |
|
1.000 |
1.0867 |
|
0.618 |
1.0831 |
|
HIGH |
1.0773 |
|
0.618 |
1.0737 |
|
0.500 |
1.0726 |
|
0.382 |
1.0715 |
|
LOW |
1.0680 |
|
0.618 |
1.0622 |
|
1.000 |
1.0586 |
|
1.618 |
1.0528 |
|
2.618 |
1.0435 |
|
4.250 |
1.0282 |
|
|
| Fisher Pivots for day following 16-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0726 |
1.0768 |
| PP |
1.0716 |
1.0743 |
| S1 |
1.0705 |
1.0719 |
|