CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 19-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2016 |
19-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1026 |
1.1005 |
-0.0021 |
-0.2% |
1.1221 |
| High |
1.1054 |
1.1032 |
-0.0023 |
-0.2% |
1.1232 |
| Low |
1.0997 |
1.0981 |
-0.0016 |
-0.1% |
1.0998 |
| Close |
1.1005 |
1.0994 |
-0.0012 |
-0.1% |
1.1010 |
| Range |
0.0057 |
0.0051 |
-0.0007 |
-11.4% |
0.0234 |
| ATR |
0.0071 |
0.0069 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
131,698 |
118,489 |
-13,209 |
-10.0% |
816,528 |
|
| Daily Pivots for day following 19-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1154 |
1.1124 |
1.1021 |
|
| R3 |
1.1103 |
1.1074 |
1.1007 |
|
| R2 |
1.1053 |
1.1053 |
1.1003 |
|
| R1 |
1.1023 |
1.1023 |
1.0998 |
1.1013 |
| PP |
1.1002 |
1.1002 |
1.1002 |
1.0997 |
| S1 |
1.0973 |
1.0973 |
1.0989 |
1.0962 |
| S2 |
1.0952 |
1.0952 |
1.0984 |
|
| S3 |
1.0901 |
1.0922 |
1.0980 |
|
| S4 |
1.0851 |
1.0872 |
1.0966 |
|
|
| 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 |
1.1088 |
1.0981 |
0.0107 |
1.0% |
0.0063 |
0.6% |
12% |
False |
True |
142,556 |
| 10 |
1.1245 |
1.0981 |
0.0264 |
2.4% |
0.0072 |
0.7% |
5% |
False |
True |
158,094 |
| 20 |
1.1320 |
1.0981 |
0.0339 |
3.1% |
0.0068 |
0.6% |
4% |
False |
True |
161,755 |
| 40 |
1.1395 |
1.0981 |
0.0414 |
3.8% |
0.0071 |
0.6% |
3% |
False |
True |
112,443 |
| 60 |
1.1423 |
1.0981 |
0.0442 |
4.0% |
0.0071 |
0.6% |
3% |
False |
True |
75,316 |
| 80 |
1.1423 |
1.0981 |
0.0442 |
4.0% |
0.0072 |
0.7% |
3% |
False |
True |
56,604 |
| 100 |
1.1498 |
1.0981 |
0.0517 |
4.7% |
0.0079 |
0.7% |
2% |
False |
True |
45,413 |
| 120 |
1.1700 |
1.0981 |
0.0719 |
6.5% |
0.0074 |
0.7% |
2% |
False |
True |
37,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1246 |
|
2.618 |
1.1164 |
|
1.618 |
1.1113 |
|
1.000 |
1.1082 |
|
0.618 |
1.1063 |
|
HIGH |
1.1032 |
|
0.618 |
1.1012 |
|
0.500 |
1.1006 |
|
0.382 |
1.1000 |
|
LOW |
1.0981 |
|
0.618 |
1.0950 |
|
1.000 |
1.0931 |
|
1.618 |
1.0899 |
|
2.618 |
1.0849 |
|
4.250 |
1.0766 |
|
|
| Fisher Pivots for day following 19-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1006 |
1.1018 |
| PP |
1.1002 |
1.1010 |
| S1 |
1.0998 |
1.1002 |
|