CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 28-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2016 |
28-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0601 |
1.0656 |
0.0055 |
0.5% |
1.0644 |
| High |
1.0683 |
1.0741 |
0.0058 |
0.5% |
1.0715 |
| Low |
1.0575 |
1.0621 |
0.0046 |
0.4% |
1.0575 |
| Close |
1.0648 |
1.0653 |
0.0005 |
0.0% |
1.0648 |
| Range |
0.0108 |
0.0120 |
0.0012 |
11.1% |
0.0140 |
| ATR |
0.0096 |
0.0097 |
0.0002 |
1.8% |
0.0000 |
| Volume |
2,262 |
3,858 |
1,596 |
70.6% |
11,063 |
|
| Daily Pivots for day following 28-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1031 |
1.0962 |
1.0719 |
|
| R3 |
1.0911 |
1.0842 |
1.0686 |
|
| R2 |
1.0791 |
1.0791 |
1.0675 |
|
| R1 |
1.0722 |
1.0722 |
1.0664 |
1.0697 |
| PP |
1.0671 |
1.0671 |
1.0671 |
1.0659 |
| S1 |
1.0602 |
1.0602 |
1.0642 |
1.0577 |
| S2 |
1.0551 |
1.0551 |
1.0631 |
|
| S3 |
1.0431 |
1.0482 |
1.0620 |
|
| S4 |
1.0311 |
1.0362 |
1.0587 |
|
|
| 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 |
1.0741 |
1.0575 |
0.0166 |
1.6% |
0.0097 |
0.9% |
47% |
True |
False |
2,984 |
| 10 |
1.0899 |
1.0575 |
0.0325 |
3.0% |
0.0101 |
0.9% |
24% |
False |
False |
2,521 |
| 20 |
1.1361 |
1.0575 |
0.0786 |
7.4% |
0.0104 |
1.0% |
10% |
False |
False |
2,144 |
| 40 |
1.1361 |
1.0575 |
0.0786 |
7.4% |
0.0087 |
0.8% |
10% |
False |
False |
1,682 |
| 60 |
1.1416 |
1.0575 |
0.0841 |
7.9% |
0.0080 |
0.8% |
9% |
False |
False |
1,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1251 |
|
2.618 |
1.1055 |
|
1.618 |
1.0935 |
|
1.000 |
1.0861 |
|
0.618 |
1.0815 |
|
HIGH |
1.0741 |
|
0.618 |
1.0695 |
|
0.500 |
1.0681 |
|
0.382 |
1.0666 |
|
LOW |
1.0621 |
|
0.618 |
1.0546 |
|
1.000 |
1.0501 |
|
1.618 |
1.0426 |
|
2.618 |
1.0306 |
|
4.250 |
1.0111 |
|
|
| Fisher Pivots for day following 28-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0681 |
1.0658 |
| PP |
1.0671 |
1.0656 |
| S1 |
1.0662 |
1.0654 |
|