CME Euro FX (E) Future December 2016


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Trading Metrics calculated at close of trading on 04-Oct-2016
Day Change Summary
Previous Current
03-Oct-2016 04-Oct-2016 Change Change % Previous Week
Open 1.1277 1.1250 -0.0027 -0.2% 1.1266
High 1.1285 1.1276 -0.0010 -0.1% 1.1320
Low 1.1243 1.1174 -0.0070 -0.6% 1.1192
Close 1.1255 1.1232 -0.0023 -0.2% 1.1277
Range 0.0042 0.0102 0.0060 142.9% 0.0129
ATR 0.0069 0.0071 0.0002 3.4% 0.0000
Volume 106,821 254,938 148,117 138.7% 850,270
Daily Pivots for day following 04-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.1533 1.1485 1.1288
R3 1.1431 1.1383 1.1260
R2 1.1329 1.1329 1.1251
R1 1.1281 1.1281 1.1241 1.1254
PP 1.1227 1.1227 1.1227 1.1214
S1 1.1179 1.1179 1.1223 1.1152
S2 1.1125 1.1125 1.1213
S3 1.1023 1.1077 1.1204
S4 1.0921 1.0975 1.1176
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 1.1291 1.1174 0.0117 1.0% 0.0071 0.6% 50% False True 184,529
10 1.1320 1.1164 0.0156 1.4% 0.0068 0.6% 44% False False 169,009
20 1.1373 1.1164 0.0209 1.9% 0.0068 0.6% 33% False False 135,815
40 1.1423 1.1134 0.0289 2.6% 0.0071 0.6% 34% False False 69,630
60 1.1423 1.1020 0.0403 3.6% 0.0071 0.6% 53% False False 46,584
80 1.1498 1.0994 0.0505 4.5% 0.0081 0.7% 47% False False 35,137
100 1.1498 1.0994 0.0505 4.5% 0.0076 0.7% 47% False False 28,134
120 1.1700 1.0994 0.0707 6.3% 0.0071 0.6% 34% False False 23,449
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.1709
2.618 1.1543
1.618 1.1441
1.000 1.1378
0.618 1.1339
HIGH 1.1276
0.618 1.1237
0.500 1.1225
0.382 1.1212
LOW 1.1174
0.618 1.1110
1.000 1.1072
1.618 1.1008
2.618 1.0906
4.250 1.0740
Fisher Pivots for day following 04-Oct-2016
Pivot 1 day 3 day
R1 1.1230 1.1232
PP 1.1227 1.1232
S1 1.1225 1.1232

These figures are updated between 7pm and 10pm EST after a trading day.

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