CME Euro FX (E) Future December 2016


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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
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 8 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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