CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 27-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2016 |
27-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0913 |
1.0931 |
0.0019 |
0.2% |
1.0999 |
| High |
1.0970 |
1.0965 |
-0.0006 |
-0.1% |
1.1065 |
| Low |
1.0898 |
1.0905 |
0.0007 |
0.1% |
1.0884 |
| Close |
1.0932 |
1.0925 |
-0.0007 |
-0.1% |
1.0899 |
| Range |
0.0072 |
0.0060 |
-0.0012 |
-16.7% |
0.0182 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
161,001 |
151,887 |
-9,114 |
-5.7% |
719,277 |
|
| Daily Pivots for day following 27-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1111 |
1.1078 |
1.0958 |
|
| R3 |
1.1051 |
1.1018 |
1.0942 |
|
| R2 |
1.0991 |
1.0991 |
1.0936 |
|
| R1 |
1.0958 |
1.0958 |
1.0931 |
1.0945 |
| PP |
1.0931 |
1.0931 |
1.0931 |
1.0925 |
| S1 |
1.0898 |
1.0898 |
1.0920 |
1.0885 |
| S2 |
1.0871 |
1.0871 |
1.0914 |
|
| S3 |
1.0811 |
1.0838 |
1.0909 |
|
| S4 |
1.0751 |
1.0778 |
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 |
1.0970 |
1.0875 |
0.0095 |
0.9% |
0.0060 |
0.5% |
53% |
False |
False |
146,433 |
| 10 |
1.1087 |
1.0875 |
0.0212 |
1.9% |
0.0066 |
0.6% |
24% |
False |
False |
146,926 |
| 20 |
1.1291 |
1.0875 |
0.0416 |
3.8% |
0.0071 |
0.7% |
12% |
False |
False |
164,170 |
| 40 |
1.1373 |
1.0875 |
0.0498 |
4.6% |
0.0071 |
0.7% |
10% |
False |
False |
135,660 |
| 60 |
1.1423 |
1.0875 |
0.0548 |
5.0% |
0.0070 |
0.6% |
9% |
False |
False |
90,937 |
| 80 |
1.1423 |
1.0875 |
0.0548 |
5.0% |
0.0071 |
0.6% |
9% |
False |
False |
68,316 |
| 100 |
1.1498 |
1.0875 |
0.0623 |
5.7% |
0.0078 |
0.7% |
8% |
False |
False |
54,803 |
| 120 |
1.1522 |
1.0875 |
0.0647 |
5.9% |
0.0074 |
0.7% |
8% |
False |
False |
45,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1220 |
|
2.618 |
1.1122 |
|
1.618 |
1.1062 |
|
1.000 |
1.1025 |
|
0.618 |
1.1002 |
|
HIGH |
1.0965 |
|
0.618 |
1.0942 |
|
0.500 |
1.0935 |
|
0.382 |
1.0927 |
|
LOW |
1.0905 |
|
0.618 |
1.0867 |
|
1.000 |
1.0845 |
|
1.618 |
1.0807 |
|
2.618 |
1.0747 |
|
4.250 |
1.0650 |
|
|
| Fisher Pivots for day following 27-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0935 |
1.0924 |
| PP |
1.0931 |
1.0923 |
| S1 |
1.0928 |
1.0923 |
|