CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 25-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2016 |
25-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0689 |
1.0601 |
-0.0088 |
-0.8% |
1.0644 |
| High |
1.0701 |
1.0683 |
-0.0019 |
-0.2% |
1.0715 |
| Low |
1.0585 |
1.0575 |
-0.0010 |
-0.1% |
1.0575 |
| Close |
1.0606 |
1.0648 |
0.0042 |
0.4% |
1.0648 |
| Range |
0.0117 |
0.0108 |
-0.0009 |
-7.3% |
0.0140 |
| ATR |
0.0095 |
0.0096 |
0.0001 |
1.0% |
0.0000 |
| Volume |
4,784 |
2,262 |
-2,522 |
-52.7% |
11,063 |
|
| Daily Pivots for day following 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0959 |
1.0911 |
1.0707 |
|
| R3 |
1.0851 |
1.0803 |
1.0677 |
|
| R2 |
1.0743 |
1.0743 |
1.0667 |
|
| R1 |
1.0695 |
1.0695 |
1.0657 |
1.0719 |
| PP |
1.0635 |
1.0635 |
1.0635 |
1.0647 |
| S1 |
1.0587 |
1.0587 |
1.0638 |
1.0611 |
| S2 |
1.0527 |
1.0527 |
1.0628 |
|
| S3 |
1.0419 |
1.0479 |
1.0618 |
|
| S4 |
1.0311 |
1.0371 |
1.0588 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1066 |
1.0997 |
1.0725 |
|
| R3 |
1.0926 |
1.0857 |
1.0686 |
|
| R2 |
1.0786 |
1.0786 |
1.0673 |
|
| R1 |
1.0717 |
1.0717 |
1.0660 |
1.0751 |
| PP |
1.0646 |
1.0646 |
1.0646 |
1.0663 |
| S1 |
1.0577 |
1.0577 |
1.0635 |
1.0611 |
| S2 |
1.0506 |
1.0506 |
1.0622 |
|
| S3 |
1.0366 |
1.0437 |
1.0609 |
|
| S4 |
1.0226 |
1.0297 |
1.0571 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0715 |
1.0575 |
0.0140 |
1.3% |
0.0088 |
0.8% |
52% |
False |
True |
2,581 |
| 10 |
1.0981 |
1.0575 |
0.0406 |
3.8% |
0.0098 |
0.9% |
18% |
False |
True |
2,255 |
| 20 |
1.1361 |
1.0575 |
0.0786 |
7.4% |
0.0103 |
1.0% |
9% |
False |
True |
2,004 |
| 40 |
1.1361 |
1.0575 |
0.0786 |
7.4% |
0.0086 |
0.8% |
9% |
False |
True |
1,629 |
| 60 |
1.1416 |
1.0575 |
0.0841 |
7.9% |
0.0079 |
0.7% |
9% |
False |
True |
1,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1142 |
|
2.618 |
1.0965 |
|
1.618 |
1.0857 |
|
1.000 |
1.0791 |
|
0.618 |
1.0749 |
|
HIGH |
1.0683 |
|
0.618 |
1.0641 |
|
0.500 |
1.0629 |
|
0.382 |
1.0616 |
|
LOW |
1.0575 |
|
0.618 |
1.0508 |
|
1.000 |
1.0467 |
|
1.618 |
1.0400 |
|
2.618 |
1.0292 |
|
4.250 |
1.0116 |
|
|
| Fisher Pivots for day following 25-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0641 |
1.0647 |
| PP |
1.0635 |
1.0646 |
| S1 |
1.0629 |
1.0645 |
|