CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 21-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2016 |
21-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0667 |
1.0644 |
-0.0023 |
-0.2% |
1.0898 |
| High |
1.0700 |
1.0706 |
0.0006 |
0.1% |
1.0899 |
| Low |
1.0627 |
1.0637 |
0.0010 |
0.1% |
1.0627 |
| Close |
1.0658 |
1.0667 |
0.0010 |
0.1% |
1.0658 |
| Range |
0.0073 |
0.0069 |
-0.0004 |
-5.5% |
0.0272 |
| ATR |
0.0096 |
0.0094 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
1,844 |
1,965 |
121 |
6.6% |
10,290 |
|
| Daily Pivots for day following 21-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0877 |
1.0841 |
1.0705 |
|
| R3 |
1.0808 |
1.0772 |
1.0686 |
|
| R2 |
1.0739 |
1.0739 |
1.0680 |
|
| R1 |
1.0703 |
1.0703 |
1.0673 |
1.0721 |
| PP |
1.0670 |
1.0670 |
1.0670 |
1.0679 |
| S1 |
1.0634 |
1.0634 |
1.0661 |
1.0652 |
| S2 |
1.0601 |
1.0601 |
1.0654 |
|
| S3 |
1.0532 |
1.0565 |
1.0648 |
|
| S4 |
1.0463 |
1.0496 |
1.0629 |
|
|
| 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 |
1.0999 |
|
2.618 |
1.0886 |
|
1.618 |
1.0817 |
|
1.000 |
1.0775 |
|
0.618 |
1.0748 |
|
HIGH |
1.0706 |
|
0.618 |
1.0679 |
|
0.500 |
1.0671 |
|
0.382 |
1.0663 |
|
LOW |
1.0637 |
|
0.618 |
1.0594 |
|
1.000 |
1.0568 |
|
1.618 |
1.0525 |
|
2.618 |
1.0456 |
|
4.250 |
1.0343 |
|
|
| Fisher Pivots for day following 21-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0671 |
1.0715 |
| PP |
1.0670 |
1.0699 |
| S1 |
1.0668 |
1.0683 |
|