CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 11-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2016 |
11-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1221 |
1.1169 |
-0.0052 |
-0.5% |
1.1277 |
| High |
1.1232 |
1.1173 |
-0.0059 |
-0.5% |
1.1285 |
| Low |
1.1162 |
1.1078 |
-0.0084 |
-0.8% |
1.1136 |
| Close |
1.1169 |
1.1080 |
-0.0089 |
-0.8% |
1.1211 |
| Range |
0.0070 |
0.0095 |
0.0026 |
36.7% |
0.0150 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
2.3% |
0.0000 |
| Volume |
88,304 |
186,158 |
97,854 |
110.8% |
912,732 |
|
| Daily Pivots for day following 11-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1395 |
1.1333 |
1.1132 |
|
| R3 |
1.1300 |
1.1238 |
1.1106 |
|
| R2 |
1.1205 |
1.1205 |
1.1097 |
|
| R1 |
1.1143 |
1.1143 |
1.1089 |
1.1127 |
| PP |
1.1110 |
1.1110 |
1.1110 |
1.1102 |
| S1 |
1.1048 |
1.1048 |
1.1071 |
1.1032 |
| S2 |
1.1015 |
1.1015 |
1.1063 |
|
| S3 |
1.0920 |
1.0953 |
1.1054 |
|
| S4 |
1.0825 |
1.0858 |
1.1028 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1659 |
1.1584 |
1.1293 |
|
| R3 |
1.1509 |
1.1435 |
1.1252 |
|
| R2 |
1.1360 |
1.1360 |
1.1238 |
|
| R1 |
1.1285 |
1.1285 |
1.1224 |
1.1248 |
| PP |
1.1210 |
1.1210 |
1.1210 |
1.1192 |
| S1 |
1.1136 |
1.1136 |
1.1197 |
1.1098 |
| S2 |
1.1061 |
1.1061 |
1.1183 |
|
| S3 |
1.0911 |
1.0986 |
1.1169 |
|
| S4 |
1.0762 |
1.0837 |
1.1128 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1268 |
1.1078 |
0.0190 |
1.7% |
0.0077 |
0.7% |
1% |
False |
True |
165,087 |
| 10 |
1.1291 |
1.1078 |
0.0213 |
1.9% |
0.0074 |
0.7% |
1% |
False |
True |
174,808 |
| 20 |
1.1342 |
1.1078 |
0.0264 |
2.4% |
0.0071 |
0.6% |
1% |
False |
True |
165,995 |
| 40 |
1.1423 |
1.1078 |
0.0345 |
3.1% |
0.0073 |
0.7% |
1% |
False |
True |
90,121 |
| 60 |
1.1423 |
1.1020 |
0.0403 |
3.6% |
0.0071 |
0.6% |
15% |
False |
False |
60,313 |
| 80 |
1.1498 |
1.0994 |
0.0505 |
4.6% |
0.0079 |
0.7% |
17% |
False |
False |
45,409 |
| 100 |
1.1498 |
1.0994 |
0.0505 |
4.6% |
0.0077 |
0.7% |
17% |
False |
False |
36,385 |
| 120 |
1.1700 |
1.0994 |
0.0707 |
6.4% |
0.0072 |
0.7% |
12% |
False |
False |
30,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1577 |
|
2.618 |
1.1422 |
|
1.618 |
1.1327 |
|
1.000 |
1.1268 |
|
0.618 |
1.1232 |
|
HIGH |
1.1173 |
|
0.618 |
1.1137 |
|
0.500 |
1.1126 |
|
0.382 |
1.1114 |
|
LOW |
1.1078 |
|
0.618 |
1.1019 |
|
1.000 |
1.0983 |
|
1.618 |
1.0924 |
|
2.618 |
1.0829 |
|
4.250 |
1.0674 |
|
|
| Fisher Pivots for day following 11-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1126 |
1.1157 |
| PP |
1.1110 |
1.1132 |
| S1 |
1.1095 |
1.1106 |
|