CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 25-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2016 |
25-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0635 |
1.0560 |
-0.0075 |
-0.7% |
1.0599 |
| High |
1.0654 |
1.0637 |
-0.0018 |
-0.2% |
1.0669 |
| Low |
1.0537 |
1.0527 |
-0.0010 |
-0.1% |
1.0527 |
| Close |
1.0558 |
1.0601 |
0.0043 |
0.4% |
1.0601 |
| Range |
0.0118 |
0.0110 |
-0.0008 |
-6.8% |
0.0142 |
| ATR |
0.0096 |
0.0097 |
0.0001 |
1.0% |
0.0000 |
| Volume |
239,846 |
247,723 |
7,877 |
3.3% |
846,507 |
|
| Daily Pivots for day following 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0917 |
1.0868 |
1.0661 |
|
| R3 |
1.0807 |
1.0759 |
1.0631 |
|
| R2 |
1.0698 |
1.0698 |
1.0621 |
|
| R1 |
1.0649 |
1.0649 |
1.0611 |
1.0673 |
| PP |
1.0588 |
1.0588 |
1.0588 |
1.0600 |
| S1 |
1.0540 |
1.0540 |
1.0590 |
1.0564 |
| S2 |
1.0479 |
1.0479 |
1.0580 |
|
| S3 |
1.0369 |
1.0430 |
1.0570 |
|
| S4 |
1.0260 |
1.0321 |
1.0540 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1023 |
1.0953 |
1.0678 |
|
| R3 |
1.0882 |
1.0812 |
1.0639 |
|
| R2 |
1.0740 |
1.0740 |
1.0626 |
|
| R1 |
1.0670 |
1.0670 |
1.0613 |
1.0705 |
| PP |
1.0599 |
1.0599 |
1.0599 |
1.0616 |
| S1 |
1.0529 |
1.0529 |
1.0588 |
1.0564 |
| S2 |
1.0457 |
1.0457 |
1.0575 |
|
| S3 |
1.0316 |
1.0387 |
1.0562 |
|
| S4 |
1.0174 |
1.0246 |
1.0523 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0669 |
1.0527 |
0.0142 |
1.3% |
0.0089 |
0.8% |
52% |
False |
True |
218,585 |
| 10 |
1.0938 |
1.0527 |
0.0411 |
3.9% |
0.0100 |
0.9% |
18% |
False |
True |
219,187 |
| 20 |
1.1317 |
1.0527 |
0.0790 |
7.5% |
0.0105 |
1.0% |
9% |
False |
True |
208,629 |
| 40 |
1.1317 |
1.0527 |
0.0790 |
7.5% |
0.0088 |
0.8% |
9% |
False |
True |
186,399 |
| 60 |
1.1373 |
1.0527 |
0.0846 |
8.0% |
0.0083 |
0.8% |
9% |
False |
True |
159,983 |
| 80 |
1.1423 |
1.0527 |
0.0896 |
8.4% |
0.0079 |
0.7% |
8% |
False |
True |
120,360 |
| 100 |
1.1423 |
1.0527 |
0.0896 |
8.4% |
0.0077 |
0.7% |
8% |
False |
True |
96,379 |
| 120 |
1.1498 |
1.0527 |
0.0971 |
9.2% |
0.0083 |
0.8% |
8% |
False |
True |
80,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1102 |
|
2.618 |
1.0923 |
|
1.618 |
1.0814 |
|
1.000 |
1.0746 |
|
0.618 |
1.0704 |
|
HIGH |
1.0637 |
|
0.618 |
1.0595 |
|
0.500 |
1.0582 |
|
0.382 |
1.0569 |
|
LOW |
1.0527 |
|
0.618 |
1.0459 |
|
1.000 |
1.0418 |
|
1.618 |
1.0350 |
|
2.618 |
1.0240 |
|
4.250 |
1.0062 |
|
|
| Fisher Pivots for day following 25-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0594 |
1.0600 |
| PP |
1.0588 |
1.0599 |
| S1 |
1.0582 |
1.0598 |
|