CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 11-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2016 |
11-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0979 |
1.0946 |
-0.0033 |
-0.3% |
1.1152 |
| High |
1.1012 |
1.0981 |
-0.0032 |
-0.3% |
1.1361 |
| Low |
1.0924 |
1.0889 |
-0.0035 |
-0.3% |
1.0889 |
| Close |
1.0951 |
1.0904 |
-0.0048 |
-0.4% |
1.0904 |
| Range |
0.0089 |
0.0092 |
0.0003 |
3.4% |
0.0472 |
| ATR |
0.0093 |
0.0093 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
1,863 |
1,199 |
-664 |
-35.6% |
11,953 |
|
| Daily Pivots for day following 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1199 |
1.1143 |
1.0954 |
|
| R3 |
1.1107 |
1.1051 |
1.0929 |
|
| R2 |
1.1016 |
1.1016 |
1.0920 |
|
| R1 |
1.0960 |
1.0960 |
1.0912 |
1.0942 |
| PP |
1.0924 |
1.0924 |
1.0924 |
1.0916 |
| S1 |
1.0868 |
1.0868 |
1.0895 |
1.0851 |
| S2 |
1.0833 |
1.0833 |
1.0887 |
|
| S3 |
1.0741 |
1.0777 |
1.0878 |
|
| S4 |
1.0650 |
1.0685 |
1.0853 |
|
|
| Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2466 |
1.2156 |
1.1163 |
|
| R3 |
1.1994 |
1.1685 |
1.1033 |
|
| R2 |
1.1523 |
1.1523 |
1.0990 |
|
| R1 |
1.1213 |
1.1213 |
1.0947 |
1.1132 |
| PP |
1.1051 |
1.1051 |
1.1051 |
1.1011 |
| S1 |
1.0742 |
1.0742 |
1.0860 |
1.0661 |
| S2 |
1.0580 |
1.0580 |
1.0817 |
|
| S3 |
1.0108 |
1.0270 |
1.0774 |
|
| S4 |
0.9637 |
0.9799 |
1.0644 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1369 |
|
2.618 |
1.1220 |
|
1.618 |
1.1129 |
|
1.000 |
1.1072 |
|
0.618 |
1.1037 |
|
HIGH |
1.0981 |
|
0.618 |
1.0946 |
|
0.500 |
1.0935 |
|
0.382 |
1.0924 |
|
LOW |
1.0889 |
|
0.618 |
1.0832 |
|
1.000 |
1.0798 |
|
1.618 |
1.0741 |
|
2.618 |
1.0649 |
|
4.250 |
1.0500 |
|
|
| Fisher Pivots for day following 11-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0935 |
1.1125 |
| PP |
1.0924 |
1.1051 |
| S1 |
1.0914 |
1.0977 |
|