CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 17-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2016 |
17-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0786 |
1.0761 |
-0.0025 |
-0.2% |
1.1152 |
| High |
1.0818 |
1.0803 |
-0.0015 |
-0.1% |
1.1361 |
| Low |
1.0726 |
1.0678 |
-0.0048 |
-0.4% |
1.0889 |
| Close |
1.0741 |
1.0685 |
-0.0056 |
-0.5% |
1.0904 |
| Range |
0.0092 |
0.0125 |
0.0033 |
35.9% |
0.0472 |
| ATR |
0.0096 |
0.0098 |
0.0002 |
2.1% |
0.0000 |
| Volume |
1,896 |
1,460 |
-436 |
-23.0% |
11,953 |
|
| Daily Pivots for day following 17-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1097 |
1.1016 |
1.0754 |
|
| R3 |
1.0972 |
1.0891 |
1.0719 |
|
| R2 |
1.0847 |
1.0847 |
1.0708 |
|
| R1 |
1.0766 |
1.0766 |
1.0696 |
1.0744 |
| PP |
1.0722 |
1.0722 |
1.0722 |
1.0711 |
| S1 |
1.0641 |
1.0641 |
1.0674 |
1.0619 |
| S2 |
1.0597 |
1.0597 |
1.0662 |
|
| S3 |
1.0472 |
1.0516 |
1.0651 |
|
| S4 |
1.0347 |
1.0391 |
1.0616 |
|
|
| 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 |
1.1334 |
|
2.618 |
1.1130 |
|
1.618 |
1.1005 |
|
1.000 |
1.0928 |
|
0.618 |
1.0880 |
|
HIGH |
1.0803 |
|
0.618 |
1.0755 |
|
0.500 |
1.0740 |
|
0.382 |
1.0725 |
|
LOW |
1.0678 |
|
0.618 |
1.0600 |
|
1.000 |
1.0553 |
|
1.618 |
1.0475 |
|
2.618 |
1.0350 |
|
4.250 |
1.0146 |
|
|
| Fisher Pivots for day following 17-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0740 |
1.0776 |
| PP |
1.0722 |
1.0746 |
| S1 |
1.0703 |
1.0715 |
|