CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 23-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2016 |
23-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0640 |
1.0635 |
-0.0005 |
0.0% |
1.0850 |
| High |
1.0669 |
1.0654 |
-0.0015 |
-0.1% |
1.0856 |
| Low |
1.0594 |
1.0537 |
-0.0057 |
-0.5% |
1.0580 |
| Close |
1.0635 |
1.0558 |
-0.0077 |
-0.7% |
1.0611 |
| Range |
0.0075 |
0.0118 |
0.0043 |
56.7% |
0.0276 |
| ATR |
0.0095 |
0.0096 |
0.0002 |
1.7% |
0.0000 |
| Volume |
177,466 |
239,846 |
62,380 |
35.2% |
1,158,189 |
|
| Daily Pivots for day following 23-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0935 |
1.0864 |
1.0623 |
|
| R3 |
1.0818 |
1.0747 |
1.0590 |
|
| R2 |
1.0700 |
1.0700 |
1.0580 |
|
| R1 |
1.0629 |
1.0629 |
1.0569 |
1.0606 |
| PP |
1.0583 |
1.0583 |
1.0583 |
1.0571 |
| S1 |
1.0512 |
1.0512 |
1.0547 |
1.0489 |
| S2 |
1.0465 |
1.0465 |
1.0536 |
|
| S3 |
1.0348 |
1.0394 |
1.0526 |
|
| S4 |
1.0230 |
1.0277 |
1.0493 |
|
|
| 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 |
1.0757 |
1.0537 |
0.0221 |
2.1% |
0.0093 |
0.9% |
10% |
False |
True |
214,433 |
| 10 |
1.0969 |
1.0537 |
0.0433 |
4.1% |
0.0098 |
0.9% |
5% |
False |
True |
218,211 |
| 20 |
1.1317 |
1.0537 |
0.0781 |
7.4% |
0.0102 |
1.0% |
3% |
False |
True |
203,837 |
| 40 |
1.1317 |
1.0537 |
0.0781 |
7.4% |
0.0087 |
0.8% |
3% |
False |
True |
184,094 |
| 60 |
1.1373 |
1.0537 |
0.0837 |
7.9% |
0.0081 |
0.8% |
3% |
False |
True |
155,913 |
| 80 |
1.1423 |
1.0537 |
0.0886 |
8.4% |
0.0079 |
0.7% |
2% |
False |
True |
117,268 |
| 100 |
1.1423 |
1.0537 |
0.0886 |
8.4% |
0.0077 |
0.7% |
2% |
False |
True |
93,904 |
| 120 |
1.1498 |
1.0537 |
0.0962 |
9.1% |
0.0082 |
0.8% |
2% |
False |
True |
78,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1153 |
|
2.618 |
1.0962 |
|
1.618 |
1.0844 |
|
1.000 |
1.0772 |
|
0.618 |
1.0727 |
|
HIGH |
1.0654 |
|
0.618 |
1.0609 |
|
0.500 |
1.0595 |
|
0.382 |
1.0581 |
|
LOW |
1.0537 |
|
0.618 |
1.0464 |
|
1.000 |
1.0419 |
|
1.618 |
1.0346 |
|
2.618 |
1.0229 |
|
4.250 |
1.0037 |
|
|
| Fisher Pivots for day following 23-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0595 |
1.0603 |
| PP |
1.0583 |
1.0588 |
| S1 |
1.0570 |
1.0573 |
|