CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 06-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2016 |
06-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1242 |
1.1241 |
-0.0001 |
0.0% |
1.1266 |
| High |
1.1268 |
1.1245 |
-0.0023 |
-0.2% |
1.1320 |
| Low |
1.1224 |
1.1171 |
-0.0053 |
-0.5% |
1.1192 |
| Close |
1.1247 |
1.1173 |
-0.0075 |
-0.7% |
1.1277 |
| Range |
0.0044 |
0.0074 |
0.0030 |
67.0% |
0.0129 |
| ATR |
0.0069 |
0.0070 |
0.0000 |
0.7% |
0.0000 |
| Volume |
147,447 |
159,827 |
12,380 |
8.4% |
850,270 |
|
| Daily Pivots for day following 06-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1417 |
1.1368 |
1.1213 |
|
| R3 |
1.1343 |
1.1295 |
1.1193 |
|
| R2 |
1.1270 |
1.1270 |
1.1186 |
|
| R1 |
1.1221 |
1.1221 |
1.1179 |
1.1209 |
| PP |
1.1196 |
1.1196 |
1.1196 |
1.1190 |
| S1 |
1.1148 |
1.1148 |
1.1166 |
1.1135 |
| S2 |
1.1123 |
1.1123 |
1.1159 |
|
| S3 |
1.1049 |
1.1074 |
1.1152 |
|
| S4 |
1.0976 |
1.1001 |
1.1132 |
|
|
| 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 |
1.1171 |
0.0120 |
1.1% |
0.0072 |
0.6% |
1% |
False |
True |
184,390 |
| 10 |
1.1320 |
1.1171 |
0.0149 |
1.3% |
0.0065 |
0.6% |
1% |
False |
True |
164,912 |
| 20 |
1.1342 |
1.1164 |
0.0178 |
1.6% |
0.0068 |
0.6% |
5% |
False |
False |
148,923 |
| 40 |
1.1423 |
1.1164 |
0.0259 |
2.3% |
0.0071 |
0.6% |
3% |
False |
False |
77,253 |
| 60 |
1.1423 |
1.1020 |
0.0403 |
3.6% |
0.0071 |
0.6% |
38% |
False |
False |
51,697 |
| 80 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0080 |
0.7% |
35% |
False |
False |
38,964 |
| 100 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0076 |
0.7% |
35% |
False |
False |
31,206 |
| 120 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0072 |
0.6% |
25% |
False |
False |
26,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1557 |
|
2.618 |
1.1437 |
|
1.618 |
1.1363 |
|
1.000 |
1.1318 |
|
0.618 |
1.1290 |
|
HIGH |
1.1245 |
|
0.618 |
1.1216 |
|
0.500 |
1.1208 |
|
0.382 |
1.1199 |
|
LOW |
1.1171 |
|
0.618 |
1.1126 |
|
1.000 |
1.1098 |
|
1.618 |
1.1052 |
|
2.618 |
1.0979 |
|
4.250 |
1.0859 |
|
|
| Fisher Pivots for day following 06-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1208 |
1.1223 |
| PP |
1.1196 |
1.1206 |
| S1 |
1.1184 |
1.1189 |
|