CME Euro FX (E) Future March 2017
Trading Metrics calculated at close of trading on 08-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2016 |
08-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1.1152 |
1.1105 |
-0.0047 |
-0.4% |
1.1057 |
High |
1.1174 |
1.1129 |
-0.0045 |
-0.4% |
1.1206 |
Low |
1.1091 |
1.1072 |
-0.0019 |
-0.2% |
1.1003 |
Close |
1.1102 |
1.1092 |
-0.0010 |
-0.1% |
1.1183 |
Range |
0.0083 |
0.0057 |
-0.0026 |
-30.9% |
0.0203 |
ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
1,893 |
1,037 |
-856 |
-45.2% |
5,728 |
|
Daily Pivots for day following 08-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1269 |
1.1237 |
1.1123 |
|
R3 |
1.1212 |
1.1180 |
1.1108 |
|
R2 |
1.1155 |
1.1155 |
1.1102 |
|
R1 |
1.1123 |
1.1123 |
1.1097 |
1.1111 |
PP |
1.1098 |
1.1098 |
1.1098 |
1.1091 |
S1 |
1.1066 |
1.1066 |
1.1087 |
1.1054 |
S2 |
1.1041 |
1.1041 |
1.1082 |
|
S3 |
1.0984 |
1.1009 |
1.1076 |
|
S4 |
1.0927 |
1.0952 |
1.1061 |
|
|
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 |
1.1371 |
2.618 |
1.1278 |
1.618 |
1.1221 |
1.000 |
1.1186 |
0.618 |
1.1164 |
HIGH |
1.1129 |
0.618 |
1.1107 |
0.500 |
1.1101 |
0.382 |
1.1094 |
LOW |
1.1072 |
0.618 |
1.1037 |
1.000 |
1.1015 |
1.618 |
1.0980 |
2.618 |
1.0923 |
4.250 |
1.0830 |
|
|
Fisher Pivots for day following 08-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1.1101 |
1.1139 |
PP |
1.1098 |
1.1123 |
S1 |
1.1095 |
1.1108 |
|