CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 14-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2016 |
14-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1035 |
1.1082 |
0.0047 |
0.4% |
1.1221 |
| High |
1.1088 |
1.1087 |
-0.0001 |
0.0% |
1.1232 |
| Low |
1.1014 |
1.0998 |
-0.0016 |
-0.1% |
1.0998 |
| Close |
1.1084 |
1.1010 |
-0.0075 |
-0.7% |
1.1010 |
| Range |
0.0074 |
0.0089 |
0.0015 |
20.4% |
0.0234 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
1.5% |
0.0000 |
| Volume |
183,857 |
168,037 |
-15,820 |
-8.6% |
816,528 |
|
| Daily Pivots for day following 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1297 |
1.1242 |
1.1058 |
|
| R3 |
1.1208 |
1.1153 |
1.1034 |
|
| R2 |
1.1120 |
1.1120 |
1.1026 |
|
| R1 |
1.1065 |
1.1065 |
1.1018 |
1.1048 |
| PP |
1.1031 |
1.1031 |
1.1031 |
1.1023 |
| S1 |
1.0976 |
1.0976 |
1.1001 |
1.0960 |
| S2 |
1.0943 |
1.0943 |
1.0993 |
|
| S3 |
1.0854 |
1.0888 |
1.0985 |
|
| S4 |
1.0766 |
1.0799 |
1.0961 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1780 |
1.1628 |
1.1138 |
|
| R3 |
1.1547 |
1.1395 |
1.1074 |
|
| R2 |
1.1313 |
1.1313 |
1.1052 |
|
| R1 |
1.1161 |
1.1161 |
1.1031 |
1.1121 |
| PP |
1.1080 |
1.1080 |
1.1080 |
1.1059 |
| S1 |
1.0928 |
1.0928 |
1.0988 |
1.0887 |
| S2 |
1.0846 |
1.0846 |
1.0967 |
|
| S3 |
1.0613 |
1.0694 |
1.0945 |
|
| S4 |
1.0379 |
1.0461 |
1.0881 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1232 |
1.0998 |
0.0234 |
2.1% |
0.0078 |
0.7% |
5% |
False |
True |
163,305 |
| 10 |
1.1285 |
1.0998 |
0.0287 |
2.6% |
0.0075 |
0.7% |
4% |
False |
True |
172,926 |
| 20 |
1.1320 |
1.0998 |
0.0322 |
2.9% |
0.0070 |
0.6% |
4% |
False |
True |
165,286 |
| 40 |
1.1415 |
1.0998 |
0.0417 |
3.8% |
0.0071 |
0.6% |
3% |
False |
True |
103,523 |
| 60 |
1.1423 |
1.0998 |
0.0425 |
3.9% |
0.0071 |
0.6% |
3% |
False |
True |
69,328 |
| 80 |
1.1498 |
1.0994 |
0.0505 |
4.6% |
0.0079 |
0.7% |
3% |
False |
False |
52,121 |
| 100 |
1.1498 |
1.0994 |
0.0505 |
4.6% |
0.0078 |
0.7% |
3% |
False |
False |
41,805 |
| 120 |
1.1700 |
1.0994 |
0.0707 |
6.4% |
0.0073 |
0.7% |
2% |
False |
False |
34,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1463 |
|
2.618 |
1.1318 |
|
1.618 |
1.1230 |
|
1.000 |
1.1175 |
|
0.618 |
1.1141 |
|
HIGH |
1.1087 |
|
0.618 |
1.1053 |
|
0.500 |
1.1042 |
|
0.382 |
1.1032 |
|
LOW |
1.0998 |
|
0.618 |
1.0943 |
|
1.000 |
1.0910 |
|
1.618 |
1.0855 |
|
2.618 |
1.0766 |
|
4.250 |
1.0622 |
|
|
| Fisher Pivots for day following 14-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1042 |
1.1048 |
| PP |
1.1031 |
1.1035 |
| S1 |
1.1020 |
1.1022 |
|