CME Euro FX (E) Future March 2017
Trading Metrics calculated at close of trading on 10-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2016 |
10-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1.1067 |
1.0979 |
-0.0088 |
-0.8% |
1.1057 |
High |
1.1361 |
1.1012 |
-0.0349 |
-3.1% |
1.1206 |
Low |
1.0967 |
1.0924 |
-0.0044 |
-0.4% |
1.1003 |
Close |
1.0991 |
1.0951 |
-0.0040 |
-0.4% |
1.1183 |
Range |
0.0394 |
0.0089 |
-0.0305 |
-77.5% |
0.0203 |
ATR |
0.0093 |
0.0093 |
0.0000 |
-0.4% |
0.0000 |
Volume |
5,961 |
1,863 |
-4,098 |
-68.7% |
5,728 |
|
Daily Pivots for day following 10-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1228 |
1.1178 |
1.1000 |
|
R3 |
1.1139 |
1.1089 |
1.0975 |
|
R2 |
1.1051 |
1.1051 |
1.0967 |
|
R1 |
1.1001 |
1.1001 |
1.0959 |
1.0982 |
PP |
1.0962 |
1.0962 |
1.0962 |
1.0953 |
S1 |
1.0912 |
1.0912 |
1.0943 |
1.0893 |
S2 |
1.0874 |
1.0874 |
1.0935 |
|
S3 |
1.0785 |
1.0824 |
1.0927 |
|
S4 |
1.0697 |
1.0735 |
1.0902 |
|
|
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 |
1.1388 |
2.618 |
1.1244 |
1.618 |
1.1155 |
1.000 |
1.1101 |
0.618 |
1.1067 |
HIGH |
1.1012 |
0.618 |
1.0978 |
0.500 |
1.0968 |
0.382 |
1.0957 |
LOW |
1.0924 |
0.618 |
1.0869 |
1.000 |
1.0835 |
1.618 |
1.0780 |
2.618 |
1.0692 |
4.250 |
1.0547 |
|
|
Fisher Pivots for day following 10-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1.0968 |
1.1142 |
PP |
1.0962 |
1.1078 |
S1 |
1.0957 |
1.1015 |
|