CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 01-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2016 |
01-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1003 |
1.0997 |
-0.0006 |
-0.1% |
1.0903 |
| High |
1.1017 |
1.1091 |
0.0074 |
0.7% |
1.1014 |
| Low |
1.0958 |
1.0982 |
0.0024 |
0.2% |
1.0875 |
| Close |
1.0987 |
1.1082 |
0.0095 |
0.9% |
1.1003 |
| Range |
0.0059 |
0.0109 |
0.0051 |
86.3% |
0.0139 |
| ATR |
0.0070 |
0.0073 |
0.0003 |
3.9% |
0.0000 |
| Volume |
122,256 |
171,880 |
49,624 |
40.6% |
760,579 |
|
| Daily Pivots for day following 01-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1378 |
1.1339 |
1.1142 |
|
| R3 |
1.1269 |
1.1230 |
1.1112 |
|
| R2 |
1.1160 |
1.1160 |
1.1102 |
|
| R1 |
1.1121 |
1.1121 |
1.1092 |
1.1141 |
| PP |
1.1051 |
1.1051 |
1.1051 |
1.1061 |
| S1 |
1.1012 |
1.1012 |
1.1072 |
1.1032 |
| S2 |
1.0942 |
1.0942 |
1.1062 |
|
| S3 |
1.0833 |
1.0903 |
1.1052 |
|
| S4 |
1.0724 |
1.0794 |
1.1022 |
|
|
| 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 |
1.1091 |
1.0898 |
0.0193 |
1.7% |
0.0080 |
0.7% |
96% |
True |
False |
157,130 |
| 10 |
1.1091 |
1.0875 |
0.0216 |
1.9% |
0.0074 |
0.7% |
96% |
True |
False |
153,159 |
| 20 |
1.1268 |
1.0875 |
0.0393 |
3.5% |
0.0073 |
0.7% |
53% |
False |
False |
157,074 |
| 40 |
1.1373 |
1.0875 |
0.0498 |
4.5% |
0.0071 |
0.6% |
42% |
False |
False |
146,445 |
| 60 |
1.1423 |
1.0875 |
0.0548 |
4.9% |
0.0072 |
0.6% |
38% |
False |
False |
98,778 |
| 80 |
1.1423 |
1.0875 |
0.0548 |
4.9% |
0.0071 |
0.6% |
38% |
False |
False |
74,207 |
| 100 |
1.1498 |
1.0875 |
0.0623 |
5.6% |
0.0079 |
0.7% |
33% |
False |
False |
59,524 |
| 120 |
1.1498 |
1.0875 |
0.0623 |
5.6% |
0.0075 |
0.7% |
33% |
False |
False |
49,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1554 |
|
2.618 |
1.1376 |
|
1.618 |
1.1267 |
|
1.000 |
1.1200 |
|
0.618 |
1.1158 |
|
HIGH |
1.1091 |
|
0.618 |
1.1049 |
|
0.500 |
1.1036 |
|
0.382 |
1.1023 |
|
LOW |
1.0982 |
|
0.618 |
1.0914 |
|
1.000 |
1.0873 |
|
1.618 |
1.0805 |
|
2.618 |
1.0696 |
|
4.250 |
1.0518 |
|
|
| Fisher Pivots for day following 01-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1067 |
1.1056 |
| PP |
1.1051 |
1.1029 |
| S1 |
1.1036 |
1.1003 |
|