CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 26-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2016 |
26-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0898 |
1.0913 |
0.0015 |
0.1% |
1.0999 |
| High |
1.0929 |
1.0970 |
0.0041 |
0.4% |
1.1065 |
| Low |
1.0875 |
1.0898 |
0.0023 |
0.2% |
1.0884 |
| Close |
1.0914 |
1.0932 |
0.0018 |
0.2% |
1.0899 |
| Range |
0.0054 |
0.0072 |
0.0018 |
33.3% |
0.0182 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.2% |
0.0000 |
| Volume |
153,415 |
161,001 |
7,586 |
4.9% |
719,277 |
|
| Daily Pivots for day following 26-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1149 |
1.1112 |
1.0971 |
|
| R3 |
1.1077 |
1.1040 |
1.0951 |
|
| R2 |
1.1005 |
1.1005 |
1.0945 |
|
| R1 |
1.0968 |
1.0968 |
1.0938 |
1.0987 |
| PP |
1.0933 |
1.0933 |
1.0933 |
1.0942 |
| S1 |
1.0896 |
1.0896 |
1.0925 |
1.0915 |
| S2 |
1.0861 |
1.0861 |
1.0918 |
|
| S3 |
1.0789 |
1.0824 |
1.0912 |
|
| S4 |
1.0717 |
1.0752 |
1.0892 |
|
|
| Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1494 |
1.1378 |
1.0998 |
|
| R3 |
1.1312 |
1.1196 |
1.0948 |
|
| R2 |
1.1131 |
1.1131 |
1.0932 |
|
| R1 |
1.1015 |
1.1015 |
1.0915 |
1.0982 |
| PP |
1.0949 |
1.0949 |
1.0949 |
1.0933 |
| S1 |
1.0833 |
1.0833 |
1.0882 |
1.0800 |
| S2 |
1.0768 |
1.0768 |
1.0865 |
|
| S3 |
1.0586 |
1.0652 |
1.0849 |
|
| S4 |
1.0405 |
1.0470 |
1.0799 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1065 |
1.0875 |
0.0190 |
1.7% |
0.0072 |
0.7% |
30% |
False |
False |
157,690 |
| 10 |
1.1088 |
1.0875 |
0.0213 |
1.9% |
0.0068 |
0.6% |
27% |
False |
False |
150,123 |
| 20 |
1.1291 |
1.0875 |
0.0416 |
3.8% |
0.0071 |
0.7% |
14% |
False |
False |
164,351 |
| 40 |
1.1373 |
1.0875 |
0.0498 |
4.6% |
0.0071 |
0.6% |
11% |
False |
False |
131,951 |
| 60 |
1.1423 |
1.0875 |
0.0548 |
5.0% |
0.0071 |
0.6% |
10% |
False |
False |
88,411 |
| 80 |
1.1423 |
1.0875 |
0.0548 |
5.0% |
0.0071 |
0.6% |
10% |
False |
False |
66,421 |
| 100 |
1.1498 |
1.0875 |
0.0623 |
5.7% |
0.0078 |
0.7% |
9% |
False |
False |
53,289 |
| 120 |
1.1522 |
1.0875 |
0.0647 |
5.9% |
0.0074 |
0.7% |
9% |
False |
False |
44,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1276 |
|
2.618 |
1.1158 |
|
1.618 |
1.1086 |
|
1.000 |
1.1042 |
|
0.618 |
1.1014 |
|
HIGH |
1.0970 |
|
0.618 |
1.0942 |
|
0.500 |
1.0934 |
|
0.382 |
1.0926 |
|
LOW |
1.0898 |
|
0.618 |
1.0854 |
|
1.000 |
1.0826 |
|
1.618 |
1.0782 |
|
2.618 |
1.0710 |
|
4.250 |
1.0592 |
|
|
| Fisher Pivots for day following 26-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0934 |
1.0929 |
| PP |
1.0933 |
1.0926 |
| S1 |
1.0932 |
1.0923 |
|