CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 12-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2016 |
12-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1169 |
1.1086 |
-0.0084 |
-0.7% |
1.1277 |
| High |
1.1173 |
1.1099 |
-0.0075 |
-0.7% |
1.1285 |
| Low |
1.1078 |
1.1034 |
-0.0045 |
-0.4% |
1.1136 |
| Close |
1.1080 |
1.1041 |
-0.0040 |
-0.4% |
1.1211 |
| Range |
0.0095 |
0.0065 |
-0.0030 |
-31.6% |
0.0150 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
186,158 |
190,172 |
4,014 |
2.2% |
912,732 |
|
| Daily Pivots for day following 12-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1253 |
1.1212 |
1.1076 |
|
| R3 |
1.1188 |
1.1147 |
1.1058 |
|
| R2 |
1.1123 |
1.1123 |
1.1052 |
|
| R1 |
1.1082 |
1.1082 |
1.1046 |
1.1070 |
| PP |
1.1058 |
1.1058 |
1.1058 |
1.1052 |
| S1 |
1.1017 |
1.1017 |
1.1035 |
1.1005 |
| S2 |
1.0993 |
1.0993 |
1.1029 |
|
| S3 |
1.0928 |
1.0952 |
1.1023 |
|
| S4 |
1.0863 |
1.0887 |
1.1005 |
|
|
| 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 |
1.1245 |
1.1034 |
0.0211 |
1.9% |
0.0081 |
0.7% |
3% |
False |
True |
173,632 |
| 10 |
1.1291 |
1.1034 |
0.0257 |
2.3% |
0.0075 |
0.7% |
3% |
False |
True |
178,579 |
| 20 |
1.1342 |
1.1034 |
0.0308 |
2.8% |
0.0071 |
0.6% |
2% |
False |
True |
166,204 |
| 40 |
1.1423 |
1.1034 |
0.0389 |
3.5% |
0.0071 |
0.6% |
2% |
False |
True |
94,793 |
| 60 |
1.1423 |
1.1020 |
0.0403 |
3.6% |
0.0071 |
0.6% |
5% |
False |
False |
63,474 |
| 80 |
1.1498 |
1.0994 |
0.0505 |
4.6% |
0.0079 |
0.7% |
9% |
False |
False |
47,769 |
| 100 |
1.1498 |
1.0994 |
0.0505 |
4.6% |
0.0078 |
0.7% |
9% |
False |
False |
38,287 |
| 120 |
1.1700 |
1.0994 |
0.0707 |
6.4% |
0.0072 |
0.7% |
7% |
False |
False |
31,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1375 |
|
2.618 |
1.1269 |
|
1.618 |
1.1204 |
|
1.000 |
1.1164 |
|
0.618 |
1.1139 |
|
HIGH |
1.1099 |
|
0.618 |
1.1074 |
|
0.500 |
1.1066 |
|
0.382 |
1.1058 |
|
LOW |
1.1034 |
|
0.618 |
1.0993 |
|
1.000 |
1.0969 |
|
1.618 |
1.0928 |
|
2.618 |
1.0863 |
|
4.250 |
1.0757 |
|
|
| Fisher Pivots for day following 12-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1066 |
1.1133 |
| PP |
1.1058 |
1.1102 |
| S1 |
1.1049 |
1.1071 |
|