CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 18-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2016 |
18-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0761 |
1.0667 |
-0.0094 |
-0.9% |
1.0898 |
| High |
1.0803 |
1.0700 |
-0.0103 |
-0.9% |
1.0899 |
| Low |
1.0678 |
1.0627 |
-0.0051 |
-0.5% |
1.0627 |
| Close |
1.0685 |
1.0658 |
-0.0028 |
-0.3% |
1.0658 |
| Range |
0.0125 |
0.0073 |
-0.0052 |
-41.6% |
0.0272 |
| ATR |
0.0098 |
0.0096 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
1,460 |
1,844 |
384 |
26.3% |
10,290 |
|
| Daily Pivots for day following 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0881 |
1.0842 |
1.0698 |
|
| R3 |
1.0808 |
1.0769 |
1.0678 |
|
| R2 |
1.0735 |
1.0735 |
1.0671 |
|
| R1 |
1.0696 |
1.0696 |
1.0664 |
1.0679 |
| PP |
1.0662 |
1.0662 |
1.0662 |
1.0653 |
| S1 |
1.0623 |
1.0623 |
1.0651 |
1.0606 |
| S2 |
1.0589 |
1.0589 |
1.0644 |
|
| S3 |
1.0516 |
1.0550 |
1.0637 |
|
| S4 |
1.0443 |
1.0477 |
1.0617 |
|
|
| Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1544 |
1.1373 |
1.0807 |
|
| R3 |
1.1272 |
1.1101 |
1.0732 |
|
| R2 |
1.1000 |
1.1000 |
1.0707 |
|
| R1 |
1.0829 |
1.0829 |
1.0682 |
1.0778 |
| PP |
1.0728 |
1.0728 |
1.0728 |
1.0703 |
| S1 |
1.0557 |
1.0557 |
1.0633 |
1.0506 |
| S2 |
1.0456 |
1.0456 |
1.0608 |
|
| S3 |
1.0184 |
1.0285 |
1.0583 |
|
| S4 |
0.9912 |
1.0013 |
1.0508 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1010 |
|
2.618 |
1.0891 |
|
1.618 |
1.0818 |
|
1.000 |
1.0773 |
|
0.618 |
1.0745 |
|
HIGH |
1.0700 |
|
0.618 |
1.0672 |
|
0.500 |
1.0664 |
|
0.382 |
1.0655 |
|
LOW |
1.0627 |
|
0.618 |
1.0582 |
|
1.000 |
1.0554 |
|
1.618 |
1.0509 |
|
2.618 |
1.0436 |
|
4.250 |
1.0317 |
|
|
| Fisher Pivots for day following 18-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0664 |
1.0722 |
| PP |
1.0662 |
1.0701 |
| S1 |
1.0660 |
1.0679 |
|