CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 17-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2016 |
17-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1082 |
1.0999 |
-0.0084 |
-0.8% |
1.1221 |
| High |
1.1087 |
1.1037 |
-0.0050 |
-0.4% |
1.1232 |
| Low |
1.0998 |
1.0992 |
-0.0006 |
-0.1% |
1.0998 |
| Close |
1.1010 |
1.1025 |
0.0016 |
0.1% |
1.1010 |
| Range |
0.0089 |
0.0045 |
-0.0044 |
-49.2% |
0.0234 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
168,037 |
110,703 |
-57,334 |
-34.1% |
816,528 |
|
| Daily Pivots for day following 17-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1153 |
1.1134 |
1.1050 |
|
| R3 |
1.1108 |
1.1089 |
1.1037 |
|
| R2 |
1.1063 |
1.1063 |
1.1033 |
|
| R1 |
1.1044 |
1.1044 |
1.1029 |
1.1054 |
| PP |
1.1018 |
1.1018 |
1.1018 |
1.1023 |
| S1 |
1.0999 |
1.0999 |
1.1021 |
1.1009 |
| S2 |
1.0973 |
1.0973 |
1.1017 |
|
| S3 |
1.0928 |
1.0954 |
1.1013 |
|
| S4 |
1.0883 |
1.0909 |
1.1000 |
|
|
| 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 |
1.1173 |
1.0992 |
0.0181 |
1.6% |
0.0073 |
0.7% |
18% |
False |
True |
167,785 |
| 10 |
1.1276 |
1.0992 |
0.0284 |
2.6% |
0.0076 |
0.7% |
12% |
False |
True |
173,314 |
| 20 |
1.1320 |
1.0992 |
0.0328 |
3.0% |
0.0070 |
0.6% |
10% |
False |
True |
164,978 |
| 40 |
1.1412 |
1.0992 |
0.0420 |
3.8% |
0.0071 |
0.6% |
8% |
False |
True |
106,239 |
| 60 |
1.1423 |
1.0992 |
0.0431 |
3.9% |
0.0071 |
0.6% |
8% |
False |
True |
71,168 |
| 80 |
1.1486 |
1.0992 |
0.0494 |
4.5% |
0.0078 |
0.7% |
7% |
False |
True |
53,499 |
| 100 |
1.1498 |
1.0992 |
0.0506 |
4.6% |
0.0079 |
0.7% |
7% |
False |
True |
42,912 |
| 120 |
1.1700 |
1.0992 |
0.0708 |
6.4% |
0.0074 |
0.7% |
5% |
False |
True |
35,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1228 |
|
2.618 |
1.1155 |
|
1.618 |
1.1110 |
|
1.000 |
1.1082 |
|
0.618 |
1.1065 |
|
HIGH |
1.1037 |
|
0.618 |
1.1020 |
|
0.500 |
1.1015 |
|
0.382 |
1.1009 |
|
LOW |
1.0992 |
|
0.618 |
1.0964 |
|
1.000 |
1.0947 |
|
1.618 |
1.0919 |
|
2.618 |
1.0874 |
|
4.250 |
1.0801 |
|
|
| Fisher Pivots for day following 17-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1022 |
1.1040 |
| PP |
1.1018 |
1.1035 |
| S1 |
1.1015 |
1.1030 |
|