CME Euro FX (E) Future March 2017
Trading Metrics calculated at close of trading on 16-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2016 |
16-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1.0807 |
1.0786 |
-0.0022 |
-0.2% |
1.1152 |
High |
1.0875 |
1.0818 |
-0.0057 |
-0.5% |
1.1361 |
Low |
1.0773 |
1.0726 |
-0.0048 |
-0.4% |
1.0889 |
Close |
1.0776 |
1.0741 |
-0.0035 |
-0.3% |
1.0904 |
Range |
0.0102 |
0.0092 |
-0.0010 |
-9.4% |
0.0472 |
ATR |
0.0096 |
0.0096 |
0.0000 |
-0.3% |
0.0000 |
Volume |
2,163 |
1,896 |
-267 |
-12.3% |
11,953 |
|
Daily Pivots for day following 16-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1037 |
1.0981 |
1.0791 |
|
R3 |
1.0945 |
1.0889 |
1.0766 |
|
R2 |
1.0853 |
1.0853 |
1.0757 |
|
R1 |
1.0797 |
1.0797 |
1.0749 |
1.0779 |
PP |
1.0761 |
1.0761 |
1.0761 |
1.0752 |
S1 |
1.0705 |
1.0705 |
1.0732 |
1.0687 |
S2 |
1.0669 |
1.0669 |
1.0724 |
|
S3 |
1.0577 |
1.0613 |
1.0715 |
|
S4 |
1.0485 |
1.0521 |
1.0690 |
|
|
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 |
1.1209 |
2.618 |
1.1058 |
1.618 |
1.0966 |
1.000 |
1.0910 |
0.618 |
1.0874 |
HIGH |
1.0818 |
0.618 |
1.0782 |
0.500 |
1.0772 |
0.382 |
1.0761 |
LOW |
1.0726 |
0.618 |
1.0669 |
1.000 |
1.0634 |
1.618 |
1.0577 |
2.618 |
1.0485 |
4.250 |
1.0335 |
|
|
Fisher Pivots for day following 16-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1.0772 |
1.0812 |
PP |
1.0761 |
1.0788 |
S1 |
1.0751 |
1.0764 |
|