CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 24-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2016 |
24-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0952 |
1.0903 |
-0.0049 |
-0.4% |
1.0999 |
| High |
1.0955 |
1.0925 |
-0.0030 |
-0.3% |
1.1065 |
| Low |
1.0884 |
1.0884 |
0.0001 |
0.0% |
1.0884 |
| Close |
1.0899 |
1.0902 |
0.0003 |
0.0% |
1.0899 |
| Range |
0.0071 |
0.0041 |
-0.0031 |
-43.0% |
0.0182 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
150,215 |
115,649 |
-34,566 |
-23.0% |
719,277 |
|
| Daily Pivots for day following 24-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1025 |
1.1004 |
1.0924 |
|
| R3 |
1.0984 |
1.0963 |
1.0913 |
|
| R2 |
1.0944 |
1.0944 |
1.0909 |
|
| R1 |
1.0923 |
1.0923 |
1.0905 |
1.0913 |
| PP |
1.0903 |
1.0903 |
1.0903 |
1.0899 |
| S1 |
1.0882 |
1.0882 |
1.0898 |
1.0873 |
| S2 |
1.0863 |
1.0863 |
1.0894 |
|
| S3 |
1.0822 |
1.0842 |
1.0890 |
|
| S4 |
1.0782 |
1.0801 |
1.0879 |
|
|
| 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% |
0.0069 |
0.6% |
10% |
False |
False |
144,844 |
| 10 |
1.1173 |
1.0884 |
0.0290 |
2.7% |
0.0071 |
0.7% |
6% |
False |
False |
156,315 |
| 20 |
1.1300 |
1.0884 |
0.0417 |
3.8% |
0.0071 |
0.7% |
4% |
False |
False |
164,770 |
| 40 |
1.1373 |
1.0884 |
0.0490 |
4.5% |
0.0070 |
0.6% |
4% |
False |
False |
124,165 |
| 60 |
1.1423 |
1.0884 |
0.0539 |
4.9% |
0.0070 |
0.6% |
3% |
False |
False |
83,181 |
| 80 |
1.1423 |
1.0884 |
0.0539 |
4.9% |
0.0072 |
0.7% |
3% |
False |
False |
62,502 |
| 100 |
1.1498 |
1.0884 |
0.0615 |
5.6% |
0.0080 |
0.7% |
3% |
False |
False |
50,152 |
| 120 |
1.1575 |
1.0884 |
0.0692 |
6.3% |
0.0074 |
0.7% |
3% |
False |
False |
41,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1097 |
|
2.618 |
1.1031 |
|
1.618 |
1.0990 |
|
1.000 |
1.0965 |
|
0.618 |
1.0950 |
|
HIGH |
1.0925 |
|
0.618 |
1.0909 |
|
0.500 |
1.0904 |
|
0.382 |
1.0899 |
|
LOW |
1.0884 |
|
0.618 |
1.0859 |
|
1.000 |
1.0844 |
|
1.618 |
1.0818 |
|
2.618 |
1.0778 |
|
4.250 |
1.0712 |
|
|
| Fisher Pivots for day following 24-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0904 |
1.0974 |
| PP |
1.0903 |
1.0950 |
| S1 |
1.0902 |
1.0926 |
|