CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 31-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2016 |
31-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0919 |
1.1003 |
0.0084 |
0.8% |
1.0903 |
| High |
1.1014 |
1.1017 |
0.0003 |
0.0% |
1.1014 |
| Low |
1.0915 |
1.0958 |
0.0044 |
0.4% |
1.0875 |
| Close |
1.1003 |
1.0987 |
-0.0016 |
-0.1% |
1.1003 |
| Range |
0.0100 |
0.0059 |
-0.0041 |
-41.2% |
0.0139 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
178,627 |
122,256 |
-56,371 |
-31.6% |
760,579 |
|
| Daily Pivots for day following 31-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1163 |
1.1133 |
1.1019 |
|
| R3 |
1.1104 |
1.1075 |
1.1003 |
|
| R2 |
1.1046 |
1.1046 |
1.0998 |
|
| R1 |
1.1016 |
1.1016 |
1.0992 |
1.1002 |
| PP |
1.0987 |
1.0987 |
1.0987 |
1.0980 |
| S1 |
1.0958 |
1.0958 |
1.0982 |
1.0943 |
| S2 |
1.0929 |
1.0929 |
1.0976 |
|
| S3 |
1.0870 |
1.0899 |
1.0971 |
|
| S4 |
1.0812 |
1.0841 |
1.0955 |
|
|
| 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 |
1.1017 |
1.0875 |
0.0142 |
1.3% |
0.0069 |
0.6% |
79% |
True |
False |
153,437 |
| 10 |
1.1065 |
1.0875 |
0.0190 |
1.7% |
0.0069 |
0.6% |
59% |
False |
False |
149,140 |
| 20 |
1.1276 |
1.0875 |
0.0401 |
3.6% |
0.0072 |
0.7% |
28% |
False |
False |
161,227 |
| 40 |
1.1373 |
1.0875 |
0.0498 |
4.5% |
0.0071 |
0.6% |
22% |
False |
False |
143,010 |
| 60 |
1.1423 |
1.0875 |
0.0548 |
5.0% |
0.0070 |
0.6% |
20% |
False |
False |
95,919 |
| 80 |
1.1423 |
1.0875 |
0.0548 |
5.0% |
0.0071 |
0.6% |
20% |
False |
False |
72,061 |
| 100 |
1.1498 |
1.0875 |
0.0623 |
5.7% |
0.0079 |
0.7% |
18% |
False |
False |
57,810 |
| 120 |
1.1504 |
1.0875 |
0.0629 |
5.7% |
0.0075 |
0.7% |
18% |
False |
False |
48,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1265 |
|
2.618 |
1.1170 |
|
1.618 |
1.1111 |
|
1.000 |
1.1075 |
|
0.618 |
1.1053 |
|
HIGH |
1.1017 |
|
0.618 |
1.0994 |
|
0.500 |
1.0987 |
|
0.382 |
1.0980 |
|
LOW |
1.0958 |
|
0.618 |
1.0922 |
|
1.000 |
1.0900 |
|
1.618 |
1.0863 |
|
2.618 |
1.0805 |
|
4.250 |
1.0709 |
|
|
| Fisher Pivots for day following 31-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0987 |
1.0978 |
| PP |
1.0987 |
1.0969 |
| S1 |
1.0987 |
1.0961 |
|