CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 13-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2016 |
13-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1086 |
1.1035 |
-0.0051 |
-0.5% |
1.1277 |
| High |
1.1099 |
1.1088 |
-0.0011 |
-0.1% |
1.1285 |
| Low |
1.1034 |
1.1014 |
-0.0020 |
-0.2% |
1.1136 |
| Close |
1.1041 |
1.1084 |
0.0044 |
0.4% |
1.1211 |
| Range |
0.0065 |
0.0074 |
0.0009 |
13.1% |
0.0150 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
0.1% |
0.0000 |
| Volume |
190,172 |
183,857 |
-6,315 |
-3.3% |
912,732 |
|
| Daily Pivots for day following 13-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1282 |
1.1257 |
1.1124 |
|
| R3 |
1.1209 |
1.1183 |
1.1104 |
|
| R2 |
1.1135 |
1.1135 |
1.1097 |
|
| R1 |
1.1110 |
1.1110 |
1.1091 |
1.1123 |
| PP |
1.1062 |
1.1062 |
1.1062 |
1.1068 |
| S1 |
1.1036 |
1.1036 |
1.1077 |
1.1049 |
| S2 |
1.0988 |
1.0988 |
1.1071 |
|
| S3 |
1.0915 |
1.0963 |
1.1064 |
|
| S4 |
1.0841 |
1.0889 |
1.1044 |
|
|
| 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 |
1.1237 |
1.1014 |
0.0223 |
2.0% |
0.0081 |
0.7% |
31% |
False |
True |
178,438 |
| 10 |
1.1291 |
1.1014 |
0.0277 |
2.5% |
0.0076 |
0.7% |
25% |
False |
True |
181,414 |
| 20 |
1.1320 |
1.1014 |
0.0306 |
2.8% |
0.0071 |
0.6% |
23% |
False |
True |
167,720 |
| 40 |
1.1423 |
1.1014 |
0.0409 |
3.7% |
0.0071 |
0.6% |
17% |
False |
True |
99,362 |
| 60 |
1.1423 |
1.1014 |
0.0409 |
3.7% |
0.0071 |
0.6% |
17% |
False |
True |
66,532 |
| 80 |
1.1498 |
1.0994 |
0.0505 |
4.6% |
0.0079 |
0.7% |
18% |
False |
False |
50,043 |
| 100 |
1.1498 |
1.0994 |
0.0505 |
4.6% |
0.0078 |
0.7% |
18% |
False |
False |
40,125 |
| 120 |
1.1700 |
1.0994 |
0.0707 |
6.4% |
0.0073 |
0.7% |
13% |
False |
False |
33,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1400 |
|
2.618 |
1.1280 |
|
1.618 |
1.1206 |
|
1.000 |
1.1161 |
|
0.618 |
1.1133 |
|
HIGH |
1.1088 |
|
0.618 |
1.1059 |
|
0.500 |
1.1051 |
|
0.382 |
1.1042 |
|
LOW |
1.1014 |
|
0.618 |
1.0969 |
|
1.000 |
1.0941 |
|
1.618 |
1.0895 |
|
2.618 |
1.0822 |
|
4.250 |
1.0702 |
|
|
| Fisher Pivots for day following 13-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1073 |
1.1094 |
| PP |
1.1062 |
1.1090 |
| S1 |
1.1051 |
1.1087 |
|