CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 25-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2016 |
25-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0903 |
1.0898 |
-0.0005 |
0.0% |
1.0999 |
| High |
1.0925 |
1.0929 |
0.0005 |
0.0% |
1.1065 |
| Low |
1.0884 |
1.0875 |
-0.0009 |
-0.1% |
1.0884 |
| Close |
1.0902 |
1.0914 |
0.0012 |
0.1% |
1.0899 |
| Range |
0.0041 |
0.0054 |
0.0014 |
33.3% |
0.0182 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
115,649 |
153,415 |
37,766 |
32.7% |
719,277 |
|
| Daily Pivots for day following 25-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1068 |
1.1045 |
1.0943 |
|
| R3 |
1.1014 |
1.0991 |
1.0928 |
|
| R2 |
1.0960 |
1.0960 |
1.0923 |
|
| R1 |
1.0937 |
1.0937 |
1.0918 |
1.0948 |
| PP |
1.0906 |
1.0906 |
1.0906 |
1.0912 |
| S1 |
1.0883 |
1.0883 |
1.0909 |
1.0894 |
| S2 |
1.0852 |
1.0852 |
1.0904 |
|
| S3 |
1.0798 |
1.0829 |
1.0899 |
|
| S4 |
1.0744 |
1.0775 |
1.0884 |
|
|
| 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 |
1.0875 |
0.0190 |
1.7% |
0.0068 |
0.6% |
20% |
False |
True |
149,188 |
| 10 |
1.1099 |
1.0875 |
0.0224 |
2.0% |
0.0067 |
0.6% |
17% |
False |
True |
153,040 |
| 20 |
1.1291 |
1.0875 |
0.0416 |
3.8% |
0.0070 |
0.6% |
9% |
False |
True |
163,924 |
| 40 |
1.1373 |
1.0875 |
0.0498 |
4.6% |
0.0071 |
0.6% |
8% |
False |
True |
127,959 |
| 60 |
1.1423 |
1.0875 |
0.0548 |
5.0% |
0.0071 |
0.6% |
7% |
False |
True |
85,734 |
| 80 |
1.1423 |
1.0875 |
0.0548 |
5.0% |
0.0071 |
0.7% |
7% |
False |
True |
64,413 |
| 100 |
1.1498 |
1.0875 |
0.0623 |
5.7% |
0.0078 |
0.7% |
6% |
False |
True |
51,680 |
| 120 |
1.1551 |
1.0875 |
0.0676 |
6.2% |
0.0074 |
0.7% |
6% |
False |
True |
43,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1159 |
|
2.618 |
1.1070 |
|
1.618 |
1.1016 |
|
1.000 |
1.0983 |
|
0.618 |
1.0962 |
|
HIGH |
1.0929 |
|
0.618 |
1.0908 |
|
0.500 |
1.0902 |
|
0.382 |
1.0896 |
|
LOW |
1.0875 |
|
0.618 |
1.0842 |
|
1.000 |
1.0821 |
|
1.618 |
1.0788 |
|
2.618 |
1.0734 |
|
4.250 |
1.0646 |
|
|
| Fisher Pivots for day following 25-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0910 |
1.0915 |
| PP |
1.0906 |
1.0914 |
| S1 |
1.0902 |
1.0914 |
|