CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 21-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2016 |
21-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0999 |
1.0952 |
-0.0047 |
-0.4% |
1.0999 |
| High |
1.1065 |
1.0955 |
-0.0111 |
-1.0% |
1.1065 |
| Low |
1.0941 |
1.0884 |
-0.0057 |
-0.5% |
1.0884 |
| Close |
1.0951 |
1.0899 |
-0.0053 |
-0.5% |
1.0899 |
| Range |
0.0125 |
0.0071 |
-0.0054 |
-43.0% |
0.0182 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
208,172 |
150,215 |
-57,957 |
-27.8% |
719,277 |
|
| Daily Pivots for day following 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1125 |
1.1083 |
1.0938 |
|
| R3 |
1.1054 |
1.1012 |
1.0918 |
|
| R2 |
1.0983 |
1.0983 |
1.0912 |
|
| R1 |
1.0941 |
1.0941 |
1.0905 |
1.0927 |
| PP |
1.0912 |
1.0912 |
1.0912 |
1.0905 |
| S1 |
1.0870 |
1.0870 |
1.0892 |
1.0856 |
| S2 |
1.0841 |
1.0841 |
1.0885 |
|
| S3 |
1.0770 |
1.0799 |
1.0879 |
|
| S4 |
1.0699 |
1.0728 |
1.0859 |
|
|
| Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1494 |
1.1378 |
1.0998 |
|
| R3 |
1.1312 |
1.1196 |
1.0948 |
|
| R2 |
1.1131 |
1.1131 |
1.0932 |
|
| R1 |
1.1015 |
1.1015 |
1.0915 |
1.0982 |
| PP |
1.0949 |
1.0949 |
1.0949 |
1.0933 |
| S1 |
1.0833 |
1.0833 |
1.0882 |
1.0800 |
| S2 |
1.0768 |
1.0768 |
1.0865 |
|
| S3 |
1.0586 |
1.0652 |
1.0849 |
|
| S4 |
1.0405 |
1.0470 |
1.0799 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1065 |
1.0884 |
0.0182 |
1.7% |
0.0070 |
0.6% |
8% |
False |
True |
143,855 |
| 10 |
1.1232 |
1.0884 |
0.0348 |
3.2% |
0.0074 |
0.7% |
4% |
False |
True |
153,580 |
| 20 |
1.1320 |
1.0884 |
0.0437 |
4.0% |
0.0072 |
0.7% |
3% |
False |
True |
164,940 |
| 40 |
1.1395 |
1.0884 |
0.0512 |
4.7% |
0.0073 |
0.7% |
3% |
False |
True |
121,339 |
| 60 |
1.1423 |
1.0884 |
0.0539 |
4.9% |
0.0071 |
0.7% |
3% |
False |
True |
81,268 |
| 80 |
1.1423 |
1.0884 |
0.0539 |
4.9% |
0.0073 |
0.7% |
3% |
False |
True |
61,070 |
| 100 |
1.1498 |
1.0884 |
0.0615 |
5.6% |
0.0080 |
0.7% |
2% |
False |
True |
48,996 |
| 120 |
1.1597 |
1.0884 |
0.0714 |
6.5% |
0.0074 |
0.7% |
2% |
False |
True |
40,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1256 |
|
2.618 |
1.1140 |
|
1.618 |
1.1069 |
|
1.000 |
1.1026 |
|
0.618 |
1.0998 |
|
HIGH |
1.0955 |
|
0.618 |
1.0927 |
|
0.500 |
1.0919 |
|
0.382 |
1.0911 |
|
LOW |
1.0884 |
|
0.618 |
1.0840 |
|
1.000 |
1.0813 |
|
1.618 |
1.0769 |
|
2.618 |
1.0698 |
|
4.250 |
1.0582 |
|
|
| Fisher Pivots for day following 21-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0919 |
1.0974 |
| PP |
1.0912 |
1.0949 |
| S1 |
1.0905 |
1.0924 |
|