CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 15-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2016 |
15-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0898 |
1.0807 |
-0.0091 |
-0.8% |
1.1152 |
| High |
1.0899 |
1.0875 |
-0.0025 |
-0.2% |
1.1361 |
| Low |
1.0768 |
1.0773 |
0.0005 |
0.0% |
1.0889 |
| Close |
1.0784 |
1.0776 |
-0.0009 |
-0.1% |
1.0904 |
| Range |
0.0131 |
0.0102 |
-0.0030 |
-22.5% |
0.0472 |
| ATR |
0.0096 |
0.0096 |
0.0000 |
0.4% |
0.0000 |
| Volume |
2,927 |
2,163 |
-764 |
-26.1% |
11,953 |
|
| Daily Pivots for day following 15-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1112 |
1.1045 |
1.0831 |
|
| R3 |
1.1011 |
1.0944 |
1.0803 |
|
| R2 |
1.0909 |
1.0909 |
1.0794 |
|
| R1 |
1.0842 |
1.0842 |
1.0785 |
1.0825 |
| PP |
1.0808 |
1.0808 |
1.0808 |
1.0799 |
| S1 |
1.0741 |
1.0741 |
1.0766 |
1.0724 |
| S2 |
1.0706 |
1.0706 |
1.0757 |
|
| S3 |
1.0605 |
1.0639 |
1.0748 |
|
| S4 |
1.0503 |
1.0538 |
1.0720 |
|
|
| 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 |
1.1306 |
|
2.618 |
1.1140 |
|
1.618 |
1.1039 |
|
1.000 |
1.0976 |
|
0.618 |
1.0937 |
|
HIGH |
1.0875 |
|
0.618 |
1.0836 |
|
0.500 |
1.0824 |
|
0.382 |
1.0812 |
|
LOW |
1.0773 |
|
0.618 |
1.0710 |
|
1.000 |
1.0672 |
|
1.618 |
1.0609 |
|
2.618 |
1.0507 |
|
4.250 |
1.0342 |
|
|
| Fisher Pivots for day following 15-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0824 |
1.0874 |
| PP |
1.0808 |
1.0841 |
| S1 |
1.0792 |
1.0808 |
|