CME Euro FX (E) Future December 2016
| 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 |
|
|
|
| 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 |
|