CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 03-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2016 |
03-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1254 |
1.1277 |
0.0023 |
0.2% |
1.1266 |
| High |
1.1291 |
1.1285 |
-0.0006 |
0.0% |
1.1320 |
| Low |
1.1192 |
1.1243 |
0.0052 |
0.5% |
1.1192 |
| Close |
1.1277 |
1.1255 |
-0.0022 |
-0.2% |
1.1277 |
| Range |
0.0099 |
0.0042 |
-0.0057 |
-57.6% |
0.0129 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
252,917 |
106,821 |
-146,096 |
-57.8% |
850,270 |
|
| Daily Pivots for day following 03-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1387 |
1.1363 |
1.1278 |
|
| R3 |
1.1345 |
1.1321 |
1.1267 |
|
| R2 |
1.1303 |
1.1303 |
1.1263 |
|
| R1 |
1.1279 |
1.1279 |
1.1259 |
1.1270 |
| PP |
1.1261 |
1.1261 |
1.1261 |
1.1257 |
| S1 |
1.1237 |
1.1237 |
1.1251 |
1.1228 |
| S2 |
1.1219 |
1.1219 |
1.1247 |
|
| S3 |
1.1177 |
1.1195 |
1.1243 |
|
| S4 |
1.1135 |
1.1153 |
1.1232 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1648 |
1.1591 |
1.1348 |
|
| R3 |
1.1520 |
1.1463 |
1.1312 |
|
| R2 |
1.1391 |
1.1391 |
1.1301 |
|
| R1 |
1.1334 |
1.1334 |
1.1289 |
1.1363 |
| PP |
1.1263 |
1.1263 |
1.1263 |
1.1277 |
| S1 |
1.1206 |
1.1206 |
1.1265 |
1.1234 |
| S2 |
1.1134 |
1.1134 |
1.1253 |
|
| S3 |
1.1006 |
1.1077 |
1.1242 |
|
| S4 |
1.0877 |
1.0949 |
1.1206 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1300 |
1.1192 |
0.0109 |
1.0% |
0.0064 |
0.6% |
59% |
False |
False |
167,607 |
| 10 |
1.1320 |
1.1164 |
0.0156 |
1.4% |
0.0064 |
0.6% |
58% |
False |
False |
156,643 |
| 20 |
1.1373 |
1.1164 |
0.0209 |
1.9% |
0.0070 |
0.6% |
44% |
False |
False |
124,794 |
| 40 |
1.1423 |
1.1134 |
0.0289 |
2.6% |
0.0070 |
0.6% |
42% |
False |
False |
63,266 |
| 60 |
1.1423 |
1.1020 |
0.0403 |
3.6% |
0.0070 |
0.6% |
58% |
False |
False |
42,339 |
| 80 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0080 |
0.7% |
52% |
False |
False |
31,956 |
| 100 |
1.1504 |
1.0994 |
0.0510 |
4.5% |
0.0075 |
0.7% |
51% |
False |
False |
25,585 |
| 120 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0070 |
0.6% |
37% |
False |
False |
21,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1464 |
|
2.618 |
1.1395 |
|
1.618 |
1.1353 |
|
1.000 |
1.1327 |
|
0.618 |
1.1311 |
|
HIGH |
1.1285 |
|
0.618 |
1.1269 |
|
0.500 |
1.1264 |
|
0.382 |
1.1259 |
|
LOW |
1.1243 |
|
0.618 |
1.1217 |
|
1.000 |
1.1201 |
|
1.618 |
1.1175 |
|
2.618 |
1.1133 |
|
4.250 |
1.1065 |
|
|
| Fisher Pivots for day following 03-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1264 |
1.1250 |
| PP |
1.1261 |
1.1246 |
| S1 |
1.1258 |
1.1241 |
|