CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 05-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2016 |
05-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1250 |
1.1242 |
-0.0008 |
-0.1% |
1.1266 |
| High |
1.1276 |
1.1268 |
-0.0008 |
-0.1% |
1.1320 |
| Low |
1.1174 |
1.1224 |
0.0050 |
0.4% |
1.1192 |
| Close |
1.1232 |
1.1247 |
0.0015 |
0.1% |
1.1277 |
| Range |
0.0102 |
0.0044 |
-0.0058 |
-56.9% |
0.0129 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
254,938 |
147,447 |
-107,491 |
-42.2% |
850,270 |
|
| Daily Pivots for day following 05-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1378 |
1.1357 |
1.1271 |
|
| R3 |
1.1334 |
1.1313 |
1.1259 |
|
| R2 |
1.1290 |
1.1290 |
1.1255 |
|
| R1 |
1.1269 |
1.1269 |
1.1251 |
1.1279 |
| PP |
1.1246 |
1.1246 |
1.1246 |
1.1251 |
| S1 |
1.1225 |
1.1225 |
1.1243 |
1.1235 |
| S2 |
1.1202 |
1.1202 |
1.1239 |
|
| S3 |
1.1158 |
1.1181 |
1.1235 |
|
| S4 |
1.1114 |
1.1137 |
1.1223 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1648 |
1.1591 |
1.1348 |
|
| R3 |
1.1520 |
1.1463 |
1.1312 |
|
| R2 |
1.1391 |
1.1391 |
1.1301 |
|
| R1 |
1.1334 |
1.1334 |
1.1289 |
1.1363 |
| PP |
1.1263 |
1.1263 |
1.1263 |
1.1277 |
| S1 |
1.1206 |
1.1206 |
1.1265 |
1.1234 |
| S2 |
1.1134 |
1.1134 |
1.1253 |
|
| S3 |
1.1006 |
1.1077 |
1.1242 |
|
| S4 |
1.0877 |
1.0949 |
1.1206 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1291 |
1.1174 |
0.0117 |
1.0% |
0.0068 |
0.6% |
63% |
False |
False |
183,526 |
| 10 |
1.1320 |
1.1174 |
0.0147 |
1.3% |
0.0065 |
0.6% |
50% |
False |
False |
165,416 |
| 20 |
1.1373 |
1.1164 |
0.0209 |
1.9% |
0.0069 |
0.6% |
40% |
False |
False |
142,442 |
| 40 |
1.1423 |
1.1164 |
0.0259 |
2.3% |
0.0071 |
0.6% |
32% |
False |
False |
73,282 |
| 60 |
1.1423 |
1.1020 |
0.0403 |
3.6% |
0.0071 |
0.6% |
56% |
False |
False |
49,036 |
| 80 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0081 |
0.7% |
50% |
False |
False |
36,978 |
| 100 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0075 |
0.7% |
50% |
False |
False |
29,608 |
| 120 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0071 |
0.6% |
36% |
False |
False |
24,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1455 |
|
2.618 |
1.1383 |
|
1.618 |
1.1339 |
|
1.000 |
1.1312 |
|
0.618 |
1.1295 |
|
HIGH |
1.1268 |
|
0.618 |
1.1251 |
|
0.500 |
1.1246 |
|
0.382 |
1.1240 |
|
LOW |
1.1224 |
|
0.618 |
1.1196 |
|
1.000 |
1.1180 |
|
1.618 |
1.1152 |
|
2.618 |
1.1108 |
|
4.250 |
1.1037 |
|
|
| Fisher Pivots for day following 05-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1247 |
1.1241 |
| PP |
1.1246 |
1.1235 |
| S1 |
1.1246 |
1.1229 |
|