CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 10-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2016 |
10-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1178 |
1.1221 |
0.0043 |
0.4% |
1.1277 |
| High |
1.1237 |
1.1232 |
-0.0005 |
0.0% |
1.1285 |
| Low |
1.1136 |
1.1162 |
0.0027 |
0.2% |
1.1136 |
| Close |
1.1211 |
1.1169 |
-0.0042 |
-0.4% |
1.1211 |
| Range |
0.0101 |
0.0070 |
-0.0032 |
-31.2% |
0.0150 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
243,699 |
88,304 |
-155,395 |
-63.8% |
912,732 |
|
| Daily Pivots for day following 10-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1396 |
1.1352 |
1.1207 |
|
| R3 |
1.1327 |
1.1283 |
1.1188 |
|
| R2 |
1.1257 |
1.1257 |
1.1182 |
|
| R1 |
1.1213 |
1.1213 |
1.1175 |
1.1200 |
| PP |
1.1188 |
1.1188 |
1.1188 |
1.1181 |
| S1 |
1.1144 |
1.1144 |
1.1163 |
1.1131 |
| S2 |
1.1118 |
1.1118 |
1.1156 |
|
| S3 |
1.1049 |
1.1074 |
1.1150 |
|
| S4 |
1.0979 |
1.1005 |
1.1131 |
|
|
| 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 |
1.1276 |
1.1136 |
0.0140 |
1.3% |
0.0078 |
0.7% |
24% |
False |
False |
178,843 |
| 10 |
1.1300 |
1.1136 |
0.0165 |
1.5% |
0.0071 |
0.6% |
20% |
False |
False |
173,225 |
| 20 |
1.1342 |
1.1136 |
0.0206 |
1.8% |
0.0069 |
0.6% |
16% |
False |
False |
161,745 |
| 40 |
1.1423 |
1.1136 |
0.0287 |
2.6% |
0.0072 |
0.6% |
12% |
False |
False |
85,482 |
| 60 |
1.1423 |
1.1020 |
0.0403 |
3.6% |
0.0070 |
0.6% |
37% |
False |
False |
57,214 |
| 80 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0079 |
0.7% |
35% |
False |
False |
43,096 |
| 100 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0077 |
0.7% |
35% |
False |
False |
34,524 |
| 120 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0072 |
0.6% |
25% |
False |
False |
28,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1527 |
|
2.618 |
1.1413 |
|
1.618 |
1.1344 |
|
1.000 |
1.1301 |
|
0.618 |
1.1274 |
|
HIGH |
1.1232 |
|
0.618 |
1.1205 |
|
0.500 |
1.1197 |
|
0.382 |
1.1189 |
|
LOW |
1.1162 |
|
0.618 |
1.1119 |
|
1.000 |
1.1093 |
|
1.618 |
1.1050 |
|
2.618 |
1.0980 |
|
4.250 |
1.0867 |
|
|
| Fisher Pivots for day following 10-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1197 |
1.1190 |
| PP |
1.1188 |
1.1183 |
| S1 |
1.1178 |
1.1176 |
|