CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 20-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2016 |
20-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1005 |
1.0999 |
-0.0007 |
-0.1% |
1.1221 |
| High |
1.1032 |
1.1065 |
0.0034 |
0.3% |
1.1232 |
| Low |
1.0981 |
1.0941 |
-0.0041 |
-0.4% |
1.0998 |
| Close |
1.0994 |
1.0951 |
-0.0043 |
-0.4% |
1.1010 |
| Range |
0.0051 |
0.0125 |
0.0074 |
146.5% |
0.0234 |
| ATR |
0.0069 |
0.0073 |
0.0004 |
5.7% |
0.0000 |
| Volume |
118,489 |
208,172 |
89,683 |
75.7% |
816,528 |
|
| Daily Pivots for day following 20-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1359 |
1.1280 |
1.1019 |
|
| R3 |
1.1235 |
1.1155 |
1.0985 |
|
| R2 |
1.1110 |
1.1110 |
1.0974 |
|
| R1 |
1.1031 |
1.1031 |
1.0962 |
1.1008 |
| PP |
1.0986 |
1.0986 |
1.0986 |
1.0974 |
| S1 |
1.0906 |
1.0906 |
1.0940 |
1.0884 |
| S2 |
1.0861 |
1.0861 |
1.0928 |
|
| S3 |
1.0737 |
1.0782 |
1.0917 |
|
| S4 |
1.0612 |
1.0657 |
1.0883 |
|
|
| 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 |
1.1087 |
1.0941 |
0.0146 |
1.3% |
0.0073 |
0.7% |
7% |
False |
True |
147,419 |
| 10 |
1.1237 |
1.0941 |
0.0296 |
2.7% |
0.0077 |
0.7% |
4% |
False |
True |
162,928 |
| 20 |
1.1320 |
1.0941 |
0.0380 |
3.5% |
0.0071 |
0.6% |
3% |
False |
True |
163,920 |
| 40 |
1.1395 |
1.0941 |
0.0455 |
4.2% |
0.0073 |
0.7% |
2% |
False |
True |
117,615 |
| 60 |
1.1423 |
1.0941 |
0.0482 |
4.4% |
0.0071 |
0.7% |
2% |
False |
True |
78,781 |
| 80 |
1.1423 |
1.0941 |
0.0482 |
4.4% |
0.0073 |
0.7% |
2% |
False |
True |
59,203 |
| 100 |
1.1498 |
1.0941 |
0.0558 |
5.1% |
0.0080 |
0.7% |
2% |
False |
True |
47,494 |
| 120 |
1.1700 |
1.0941 |
0.0760 |
6.9% |
0.0074 |
0.7% |
1% |
False |
True |
39,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1594 |
|
2.618 |
1.1391 |
|
1.618 |
1.1266 |
|
1.000 |
1.1190 |
|
0.618 |
1.1142 |
|
HIGH |
1.1065 |
|
0.618 |
1.1017 |
|
0.500 |
1.1003 |
|
0.382 |
1.0988 |
|
LOW |
1.0941 |
|
0.618 |
1.0864 |
|
1.000 |
1.0816 |
|
1.618 |
1.0739 |
|
2.618 |
1.0615 |
|
4.250 |
1.0411 |
|
|
| Fisher Pivots for day following 20-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1003 |
1.1003 |
| PP |
1.0986 |
1.0986 |
| S1 |
1.0968 |
1.0968 |
|