CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 18-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2016 |
18-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0999 |
1.1026 |
0.0028 |
0.3% |
1.1221 |
| High |
1.1037 |
1.1054 |
0.0017 |
0.2% |
1.1232 |
| Low |
1.0992 |
1.0997 |
0.0005 |
0.0% |
1.0998 |
| Close |
1.1025 |
1.1005 |
-0.0020 |
-0.2% |
1.1010 |
| Range |
0.0045 |
0.0057 |
0.0012 |
26.7% |
0.0234 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
110,703 |
131,698 |
20,995 |
19.0% |
816,528 |
|
| Daily Pivots for day following 18-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1190 |
1.1154 |
1.1036 |
|
| R3 |
1.1133 |
1.1097 |
1.1021 |
|
| R2 |
1.1076 |
1.1076 |
1.1015 |
|
| R1 |
1.1040 |
1.1040 |
1.1010 |
1.1030 |
| PP |
1.1019 |
1.1019 |
1.1019 |
1.1013 |
| S1 |
1.0983 |
1.0983 |
1.1000 |
1.0973 |
| S2 |
1.0962 |
1.0962 |
1.0995 |
|
| S3 |
1.0905 |
1.0926 |
1.0989 |
|
| S4 |
1.0848 |
1.0869 |
1.0974 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1780 |
1.1628 |
1.1138 |
|
| R3 |
1.1547 |
1.1395 |
1.1074 |
|
| R2 |
1.1313 |
1.1313 |
1.1052 |
|
| R1 |
1.1161 |
1.1161 |
1.1031 |
1.1121 |
| PP |
1.1080 |
1.1080 |
1.1080 |
1.1059 |
| S1 |
1.0928 |
1.0928 |
1.0988 |
1.0887 |
| S2 |
1.0846 |
1.0846 |
1.0967 |
|
| S3 |
1.0613 |
1.0694 |
1.0945 |
|
| S4 |
1.0379 |
1.0461 |
1.0881 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1099 |
1.0992 |
0.0107 |
1.0% |
0.0066 |
0.6% |
12% |
False |
False |
156,893 |
| 10 |
1.1268 |
1.0992 |
0.0276 |
2.5% |
0.0071 |
0.6% |
5% |
False |
False |
160,990 |
| 20 |
1.1320 |
1.0992 |
0.0328 |
3.0% |
0.0069 |
0.6% |
4% |
False |
False |
164,999 |
| 40 |
1.1412 |
1.0992 |
0.0420 |
3.8% |
0.0071 |
0.6% |
3% |
False |
False |
109,505 |
| 60 |
1.1423 |
1.0992 |
0.0431 |
3.9% |
0.0071 |
0.6% |
3% |
False |
False |
73,347 |
| 80 |
1.1423 |
1.0992 |
0.0431 |
3.9% |
0.0073 |
0.7% |
3% |
False |
False |
55,127 |
| 100 |
1.1498 |
1.0992 |
0.0506 |
4.6% |
0.0079 |
0.7% |
3% |
False |
False |
44,228 |
| 120 |
1.1700 |
1.0992 |
0.0708 |
6.4% |
0.0074 |
0.7% |
2% |
False |
False |
36,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1296 |
|
2.618 |
1.1203 |
|
1.618 |
1.1146 |
|
1.000 |
1.1111 |
|
0.618 |
1.1089 |
|
HIGH |
1.1054 |
|
0.618 |
1.1032 |
|
0.500 |
1.1026 |
|
0.382 |
1.1019 |
|
LOW |
1.0997 |
|
0.618 |
1.0962 |
|
1.000 |
1.0940 |
|
1.618 |
1.0905 |
|
2.618 |
1.0848 |
|
4.250 |
1.0755 |
|
|
| Fisher Pivots for day following 18-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1026 |
1.1039 |
| PP |
1.1019 |
1.1028 |
| S1 |
1.1012 |
1.1016 |
|