CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 18-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2016 |
18-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0712 |
1.0637 |
-0.0075 |
-0.7% |
1.0850 |
| High |
1.0757 |
1.0654 |
-0.0103 |
-1.0% |
1.0856 |
| Low |
1.0631 |
1.0580 |
-0.0051 |
-0.5% |
1.0580 |
| Close |
1.0639 |
1.0611 |
-0.0028 |
-0.3% |
1.0611 |
| Range |
0.0126 |
0.0074 |
-0.0052 |
-41.3% |
0.0276 |
| ATR |
0.0100 |
0.0098 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
226,961 |
246,421 |
19,460 |
8.6% |
1,158,189 |
|
| Daily Pivots for day following 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0837 |
1.0798 |
1.0652 |
|
| R3 |
1.0763 |
1.0724 |
1.0631 |
|
| R2 |
1.0689 |
1.0689 |
1.0625 |
|
| R1 |
1.0650 |
1.0650 |
1.0618 |
1.0633 |
| PP |
1.0615 |
1.0615 |
1.0615 |
1.0606 |
| S1 |
1.0576 |
1.0576 |
1.0604 |
1.0559 |
| S2 |
1.0541 |
1.0541 |
1.0597 |
|
| S3 |
1.0467 |
1.0502 |
1.0591 |
|
| S4 |
1.0393 |
1.0428 |
1.0570 |
|
|
| Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1510 |
1.1337 |
1.0763 |
|
| R3 |
1.1234 |
1.1061 |
1.0687 |
|
| R2 |
1.0958 |
1.0958 |
1.0662 |
|
| R1 |
1.0785 |
1.0785 |
1.0636 |
1.0734 |
| PP |
1.0682 |
1.0682 |
1.0682 |
1.0657 |
| S1 |
1.0509 |
1.0509 |
1.0586 |
1.0458 |
| S2 |
1.0406 |
1.0406 |
1.0560 |
|
| S3 |
1.0130 |
1.0233 |
1.0535 |
|
| S4 |
0.9854 |
0.9957 |
1.0459 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0856 |
1.0580 |
0.0276 |
2.6% |
0.0106 |
1.0% |
11% |
False |
True |
231,637 |
| 10 |
1.1317 |
1.0580 |
0.0737 |
6.9% |
0.0125 |
1.2% |
4% |
False |
True |
232,269 |
| 20 |
1.1317 |
1.0580 |
0.0737 |
6.9% |
0.0097 |
0.9% |
4% |
False |
True |
195,401 |
| 40 |
1.1320 |
1.0580 |
0.0740 |
7.0% |
0.0085 |
0.8% |
4% |
False |
True |
180,171 |
| 60 |
1.1395 |
1.0580 |
0.0815 |
7.7% |
0.0081 |
0.8% |
4% |
False |
True |
146,026 |
| 80 |
1.1423 |
1.0580 |
0.0843 |
7.9% |
0.0078 |
0.7% |
4% |
False |
True |
109,801 |
| 100 |
1.1423 |
1.0580 |
0.0843 |
7.9% |
0.0078 |
0.7% |
4% |
False |
True |
87,936 |
| 120 |
1.1498 |
1.0580 |
0.0918 |
8.7% |
0.0083 |
0.8% |
3% |
False |
True |
73,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0969 |
|
2.618 |
1.0848 |
|
1.618 |
1.0774 |
|
1.000 |
1.0728 |
|
0.618 |
1.0700 |
|
HIGH |
1.0654 |
|
0.618 |
1.0626 |
|
0.500 |
1.0617 |
|
0.382 |
1.0608 |
|
LOW |
1.0580 |
|
0.618 |
1.0534 |
|
1.000 |
1.0506 |
|
1.618 |
1.0460 |
|
2.618 |
1.0386 |
|
4.250 |
1.0266 |
|
|
| Fisher Pivots for day following 18-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0617 |
1.0677 |
| PP |
1.0615 |
1.0655 |
| S1 |
1.0613 |
1.0633 |
|