CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 07-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2016 |
07-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1155 |
1.1152 |
-0.0004 |
0.0% |
1.1057 |
| High |
1.1206 |
1.1174 |
-0.0033 |
-0.3% |
1.1206 |
| Low |
1.1145 |
1.1091 |
-0.0054 |
-0.5% |
1.1003 |
| Close |
1.1183 |
1.1102 |
-0.0082 |
-0.7% |
1.1183 |
| Range |
0.0062 |
0.0083 |
0.0021 |
34.1% |
0.0203 |
| ATR |
0.0070 |
0.0071 |
0.0002 |
2.3% |
0.0000 |
| Volume |
1,031 |
1,893 |
862 |
83.6% |
5,728 |
|
| Daily Pivots for day following 07-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1370 |
1.1318 |
1.1147 |
|
| R3 |
1.1287 |
1.1236 |
1.1124 |
|
| R2 |
1.1205 |
1.1205 |
1.1117 |
|
| R1 |
1.1153 |
1.1153 |
1.1109 |
1.1138 |
| PP |
1.1122 |
1.1122 |
1.1122 |
1.1114 |
| S1 |
1.1071 |
1.1071 |
1.1094 |
1.1055 |
| S2 |
1.1040 |
1.1040 |
1.1086 |
|
| S3 |
1.0957 |
1.0988 |
1.1079 |
|
| S4 |
1.0875 |
1.0906 |
1.1056 |
|
|
| Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1740 |
1.1664 |
1.1295 |
|
| R3 |
1.1537 |
1.1461 |
1.1239 |
|
| R2 |
1.1334 |
1.1334 |
1.1220 |
|
| R1 |
1.1258 |
1.1258 |
1.1202 |
1.1296 |
| PP |
1.1131 |
1.1131 |
1.1131 |
1.1150 |
| S1 |
1.1055 |
1.1055 |
1.1164 |
1.1093 |
| S2 |
1.0928 |
1.0928 |
1.1146 |
|
| S3 |
1.0725 |
1.0852 |
1.1127 |
|
| S4 |
1.0522 |
1.0649 |
1.1071 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1524 |
|
2.618 |
1.1389 |
|
1.618 |
1.1307 |
|
1.000 |
1.1256 |
|
0.618 |
1.1224 |
|
HIGH |
1.1174 |
|
0.618 |
1.1142 |
|
0.500 |
1.1132 |
|
0.382 |
1.1123 |
|
LOW |
1.1091 |
|
0.618 |
1.1040 |
|
1.000 |
1.1009 |
|
1.618 |
1.0958 |
|
2.618 |
1.0875 |
|
4.250 |
1.0740 |
|
|
| Fisher Pivots for day following 07-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1132 |
1.1149 |
| PP |
1.1122 |
1.1133 |
| S1 |
1.1112 |
1.1117 |
|