CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 02-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2016 |
02-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0997 |
1.1079 |
0.0082 |
0.7% |
1.0903 |
| High |
1.1091 |
1.1143 |
0.0053 |
0.5% |
1.1014 |
| Low |
1.0982 |
1.1071 |
0.0089 |
0.8% |
1.0875 |
| Close |
1.1082 |
1.1116 |
0.0034 |
0.3% |
1.1003 |
| Range |
0.0109 |
0.0073 |
-0.0037 |
-33.5% |
0.0139 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
171,880 |
203,584 |
31,704 |
18.4% |
760,579 |
|
| Daily Pivots for day following 02-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1327 |
1.1294 |
1.1155 |
|
| R3 |
1.1255 |
1.1221 |
1.1135 |
|
| R2 |
1.1182 |
1.1182 |
1.1129 |
|
| R1 |
1.1149 |
1.1149 |
1.1122 |
1.1166 |
| PP |
1.1110 |
1.1110 |
1.1110 |
1.1118 |
| S1 |
1.1076 |
1.1076 |
1.1109 |
1.1093 |
| S2 |
1.1037 |
1.1037 |
1.1102 |
|
| S3 |
1.0965 |
1.1004 |
1.1096 |
|
| S4 |
1.0892 |
1.0931 |
1.1076 |
|
|
| 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 |
1.1143 |
1.0905 |
0.0239 |
2.1% |
0.0080 |
0.7% |
88% |
True |
False |
165,646 |
| 10 |
1.1143 |
1.0875 |
0.0268 |
2.4% |
0.0076 |
0.7% |
90% |
True |
False |
161,668 |
| 20 |
1.1245 |
1.0875 |
0.0370 |
3.3% |
0.0074 |
0.7% |
65% |
False |
False |
159,881 |
| 40 |
1.1373 |
1.0875 |
0.0498 |
4.5% |
0.0071 |
0.6% |
48% |
False |
False |
151,162 |
| 60 |
1.1423 |
1.0875 |
0.0548 |
4.9% |
0.0072 |
0.6% |
44% |
False |
False |
102,148 |
| 80 |
1.1423 |
1.0875 |
0.0548 |
4.9% |
0.0071 |
0.6% |
44% |
False |
False |
76,748 |
| 100 |
1.1498 |
1.0875 |
0.0623 |
5.6% |
0.0079 |
0.7% |
39% |
False |
False |
61,559 |
| 120 |
1.1498 |
1.0875 |
0.0623 |
5.6% |
0.0075 |
0.7% |
39% |
False |
False |
51,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1451 |
|
2.618 |
1.1333 |
|
1.618 |
1.1260 |
|
1.000 |
1.1216 |
|
0.618 |
1.1188 |
|
HIGH |
1.1143 |
|
0.618 |
1.1115 |
|
0.500 |
1.1107 |
|
0.382 |
1.1098 |
|
LOW |
1.1071 |
|
0.618 |
1.1026 |
|
1.000 |
1.0998 |
|
1.618 |
1.0953 |
|
2.618 |
1.0881 |
|
4.250 |
1.0762 |
|
|
| Fisher Pivots for day following 02-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1113 |
1.1094 |
| PP |
1.1110 |
1.1072 |
| S1 |
1.1107 |
1.1051 |
|