CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 07-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2016 |
07-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1241 |
1.1178 |
-0.0063 |
-0.6% |
1.1277 |
| High |
1.1245 |
1.1237 |
-0.0008 |
-0.1% |
1.1285 |
| Low |
1.1171 |
1.1136 |
-0.0036 |
-0.3% |
1.1136 |
| Close |
1.1173 |
1.1211 |
0.0038 |
0.3% |
1.1211 |
| Range |
0.0074 |
0.0101 |
0.0028 |
37.4% |
0.0150 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
3.2% |
0.0000 |
| Volume |
159,827 |
243,699 |
83,872 |
52.5% |
912,732 |
|
| Daily Pivots for day following 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1497 |
1.1455 |
1.1266 |
|
| R3 |
1.1396 |
1.1354 |
1.1238 |
|
| R2 |
1.1295 |
1.1295 |
1.1229 |
|
| R1 |
1.1253 |
1.1253 |
1.1220 |
1.1274 |
| PP |
1.1194 |
1.1194 |
1.1194 |
1.1205 |
| S1 |
1.1152 |
1.1152 |
1.1201 |
1.1173 |
| S2 |
1.1093 |
1.1093 |
1.1192 |
|
| S3 |
1.0992 |
1.1051 |
1.1183 |
|
| S4 |
1.0891 |
1.0950 |
1.1155 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1659 |
1.1584 |
1.1293 |
|
| R3 |
1.1509 |
1.1435 |
1.1252 |
|
| R2 |
1.1360 |
1.1360 |
1.1238 |
|
| R1 |
1.1285 |
1.1285 |
1.1224 |
1.1248 |
| PP |
1.1210 |
1.1210 |
1.1210 |
1.1192 |
| S1 |
1.1136 |
1.1136 |
1.1197 |
1.1098 |
| S2 |
1.1061 |
1.1061 |
1.1183 |
|
| S3 |
1.0911 |
1.0986 |
1.1169 |
|
| S4 |
1.0762 |
1.0837 |
1.1128 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1285 |
1.1136 |
0.0150 |
1.3% |
0.0073 |
0.6% |
50% |
False |
True |
182,546 |
| 10 |
1.1320 |
1.1136 |
0.0185 |
1.6% |
0.0070 |
0.6% |
41% |
False |
True |
176,300 |
| 20 |
1.1342 |
1.1136 |
0.0206 |
1.8% |
0.0068 |
0.6% |
36% |
False |
True |
159,724 |
| 40 |
1.1423 |
1.1136 |
0.0287 |
2.6% |
0.0073 |
0.6% |
26% |
False |
True |
83,323 |
| 60 |
1.1423 |
1.1020 |
0.0403 |
3.6% |
0.0071 |
0.6% |
47% |
False |
False |
55,754 |
| 80 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0080 |
0.7% |
43% |
False |
False |
42,005 |
| 100 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0077 |
0.7% |
43% |
False |
False |
33,642 |
| 120 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0072 |
0.6% |
31% |
False |
False |
28,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1666 |
|
2.618 |
1.1501 |
|
1.618 |
1.1400 |
|
1.000 |
1.1338 |
|
0.618 |
1.1299 |
|
HIGH |
1.1237 |
|
0.618 |
1.1198 |
|
0.500 |
1.1186 |
|
0.382 |
1.1174 |
|
LOW |
1.1136 |
|
0.618 |
1.1073 |
|
1.000 |
1.1035 |
|
1.618 |
1.0972 |
|
2.618 |
1.0871 |
|
4.250 |
1.0706 |
|
|
| Fisher Pivots for day following 07-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1202 |
1.1208 |
| PP |
1.1194 |
1.1205 |
| S1 |
1.1186 |
1.1202 |
|