CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 30-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2016 |
30-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0619 |
1.0656 |
0.0038 |
0.4% |
1.0599 |
| High |
1.0663 |
1.0675 |
0.0012 |
0.1% |
1.0669 |
| Low |
1.0574 |
1.0560 |
-0.0014 |
-0.1% |
1.0527 |
| Close |
1.0656 |
1.0605 |
-0.0052 |
-0.5% |
1.0601 |
| Range |
0.0090 |
0.0115 |
0.0026 |
28.5% |
0.0142 |
| ATR |
0.0098 |
0.0100 |
0.0001 |
1.2% |
0.0000 |
| Volume |
195,819 |
266,875 |
71,056 |
36.3% |
846,507 |
|
| Daily Pivots for day following 30-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0958 |
1.0896 |
1.0668 |
|
| R3 |
1.0843 |
1.0781 |
1.0636 |
|
| R2 |
1.0728 |
1.0728 |
1.0626 |
|
| R1 |
1.0666 |
1.0666 |
1.0615 |
1.0640 |
| PP |
1.0613 |
1.0613 |
1.0613 |
1.0600 |
| S1 |
1.0551 |
1.0551 |
1.0594 |
1.0525 |
| S2 |
1.0498 |
1.0498 |
1.0583 |
|
| S3 |
1.0383 |
1.0436 |
1.0573 |
|
| S4 |
1.0268 |
1.0321 |
1.0541 |
|
|
| 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 |
1.0695 |
1.0527 |
0.0168 |
1.6% |
0.0111 |
1.0% |
46% |
False |
False |
231,853 |
| 10 |
1.0773 |
1.0527 |
0.0246 |
2.3% |
0.0099 |
0.9% |
32% |
False |
False |
221,485 |
| 20 |
1.1317 |
1.0527 |
0.0790 |
7.4% |
0.0108 |
1.0% |
10% |
False |
False |
218,576 |
| 40 |
1.1317 |
1.0527 |
0.0790 |
7.4% |
0.0090 |
0.8% |
10% |
False |
False |
187,825 |
| 60 |
1.1373 |
1.0527 |
0.0846 |
8.0% |
0.0083 |
0.8% |
9% |
False |
False |
170,488 |
| 80 |
1.1423 |
1.0527 |
0.0896 |
8.4% |
0.0081 |
0.8% |
9% |
False |
False |
128,728 |
| 100 |
1.1423 |
1.0527 |
0.0896 |
8.4% |
0.0079 |
0.7% |
9% |
False |
False |
103,080 |
| 120 |
1.1498 |
1.0527 |
0.0971 |
9.2% |
0.0084 |
0.8% |
8% |
False |
False |
86,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1163 |
|
2.618 |
1.0976 |
|
1.618 |
1.0861 |
|
1.000 |
1.0790 |
|
0.618 |
1.0746 |
|
HIGH |
1.0675 |
|
0.618 |
1.0631 |
|
0.500 |
1.0617 |
|
0.382 |
1.0603 |
|
LOW |
1.0560 |
|
0.618 |
1.0488 |
|
1.000 |
1.0445 |
|
1.618 |
1.0373 |
|
2.618 |
1.0258 |
|
4.250 |
1.0071 |
|
|
| Fisher Pivots for day following 30-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0617 |
1.0627 |
| PP |
1.0613 |
1.0620 |
| S1 |
1.0609 |
1.0612 |
|