CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 28-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2016 |
28-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0931 |
1.0919 |
-0.0012 |
-0.1% |
1.0903 |
| High |
1.0965 |
1.1014 |
0.0050 |
0.5% |
1.1014 |
| Low |
1.0905 |
1.0915 |
0.0010 |
0.1% |
1.0875 |
| Close |
1.0925 |
1.1003 |
0.0078 |
0.7% |
1.1003 |
| Range |
0.0060 |
0.0100 |
0.0040 |
65.8% |
0.0139 |
| ATR |
0.0069 |
0.0071 |
0.0002 |
3.1% |
0.0000 |
| Volume |
151,887 |
178,627 |
26,740 |
17.6% |
760,579 |
|
| Daily Pivots for day following 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1276 |
1.1239 |
1.1057 |
|
| R3 |
1.1176 |
1.1139 |
1.1030 |
|
| R2 |
1.1077 |
1.1077 |
1.1021 |
|
| R1 |
1.1040 |
1.1040 |
1.1012 |
1.1058 |
| PP |
1.0977 |
1.0977 |
1.0977 |
1.0986 |
| S1 |
1.0940 |
1.0940 |
1.0993 |
1.0959 |
| S2 |
1.0878 |
1.0878 |
1.0984 |
|
| S3 |
1.0778 |
1.0841 |
1.0975 |
|
| S4 |
1.0679 |
1.0741 |
1.0948 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1381 |
1.1331 |
1.1079 |
|
| R3 |
1.1242 |
1.1192 |
1.1041 |
|
| R2 |
1.1103 |
1.1103 |
1.1028 |
|
| R1 |
1.1053 |
1.1053 |
1.1015 |
1.1078 |
| PP |
1.0964 |
1.0964 |
1.0964 |
1.0976 |
| S1 |
1.0914 |
1.0914 |
1.0990 |
1.0939 |
| S2 |
1.0825 |
1.0825 |
1.0977 |
|
| S3 |
1.0686 |
1.0775 |
1.0964 |
|
| S4 |
1.0547 |
1.0636 |
1.0926 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1014 |
1.0875 |
0.0139 |
1.3% |
0.0065 |
0.6% |
92% |
True |
False |
152,115 |
| 10 |
1.1065 |
1.0875 |
0.0190 |
1.7% |
0.0067 |
0.6% |
67% |
False |
False |
147,985 |
| 20 |
1.1285 |
1.0875 |
0.0410 |
3.7% |
0.0071 |
0.6% |
31% |
False |
False |
160,455 |
| 40 |
1.1373 |
1.0875 |
0.0498 |
4.5% |
0.0072 |
0.7% |
26% |
False |
False |
140,032 |
| 60 |
1.1423 |
1.0875 |
0.0548 |
5.0% |
0.0071 |
0.6% |
23% |
False |
False |
93,901 |
| 80 |
1.1423 |
1.0875 |
0.0548 |
5.0% |
0.0071 |
0.6% |
23% |
False |
False |
70,547 |
| 100 |
1.1498 |
1.0875 |
0.0623 |
5.7% |
0.0079 |
0.7% |
20% |
False |
False |
56,588 |
| 120 |
1.1522 |
1.0875 |
0.0647 |
5.9% |
0.0075 |
0.7% |
20% |
False |
False |
47,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1437 |
|
2.618 |
1.1274 |
|
1.618 |
1.1175 |
|
1.000 |
1.1114 |
|
0.618 |
1.1075 |
|
HIGH |
1.1014 |
|
0.618 |
1.0976 |
|
0.500 |
1.0964 |
|
0.382 |
1.0953 |
|
LOW |
1.0915 |
|
0.618 |
1.0853 |
|
1.000 |
1.0815 |
|
1.618 |
1.0754 |
|
2.618 |
1.0654 |
|
4.250 |
1.0492 |
|
|
| Fisher Pivots for day following 28-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0990 |
1.0987 |
| PP |
1.0977 |
1.0972 |
| S1 |
1.0964 |
1.0956 |
|