CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 14-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2016 |
14-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0946 |
1.0898 |
-0.0048 |
-0.4% |
1.1152 |
| High |
1.0981 |
1.0899 |
-0.0082 |
-0.7% |
1.1361 |
| Low |
1.0889 |
1.0768 |
-0.0121 |
-1.1% |
1.0889 |
| Close |
1.0904 |
1.0784 |
-0.0120 |
-1.1% |
1.0904 |
| Range |
0.0092 |
0.0131 |
0.0040 |
43.2% |
0.0472 |
| ATR |
0.0093 |
0.0096 |
0.0003 |
3.3% |
0.0000 |
| Volume |
1,199 |
2,927 |
1,728 |
144.1% |
11,953 |
|
| Daily Pivots for day following 14-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1210 |
1.1128 |
1.0856 |
|
| R3 |
1.1079 |
1.0997 |
1.0820 |
|
| R2 |
1.0948 |
1.0948 |
1.0808 |
|
| R1 |
1.0866 |
1.0866 |
1.0796 |
1.0842 |
| PP |
1.0817 |
1.0817 |
1.0817 |
1.0805 |
| S1 |
1.0735 |
1.0735 |
1.0772 |
1.0711 |
| S2 |
1.0686 |
1.0686 |
1.0760 |
|
| S3 |
1.0555 |
1.0604 |
1.0748 |
|
| S4 |
1.0424 |
1.0473 |
1.0712 |
|
|
| 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 |
1.1456 |
|
2.618 |
1.1242 |
|
1.618 |
1.1111 |
|
1.000 |
1.1030 |
|
0.618 |
1.0980 |
|
HIGH |
1.0899 |
|
0.618 |
1.0849 |
|
0.500 |
1.0834 |
|
0.382 |
1.0818 |
|
LOW |
1.0768 |
|
0.618 |
1.0687 |
|
1.000 |
1.0637 |
|
1.618 |
1.0556 |
|
2.618 |
1.0425 |
|
4.250 |
1.0211 |
|
|
| Fisher Pivots for day following 14-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0834 |
1.0890 |
| PP |
1.0817 |
1.0855 |
| S1 |
1.0801 |
1.0819 |
|