CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 03-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2016 |
03-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1079 |
1.1118 |
0.0039 |
0.4% |
1.0903 |
| High |
1.1143 |
1.1145 |
0.0002 |
0.0% |
1.1014 |
| Low |
1.1071 |
1.1078 |
0.0008 |
0.1% |
1.0875 |
| Close |
1.1116 |
1.1124 |
0.0009 |
0.1% |
1.1003 |
| Range |
0.0073 |
0.0067 |
-0.0006 |
-7.6% |
0.0139 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
203,584 |
172,545 |
-31,039 |
-15.2% |
760,579 |
|
| Daily Pivots for day following 03-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1317 |
1.1287 |
1.1161 |
|
| R3 |
1.1250 |
1.1220 |
1.1142 |
|
| R2 |
1.1183 |
1.1183 |
1.1136 |
|
| R1 |
1.1153 |
1.1153 |
1.1130 |
1.1168 |
| PP |
1.1116 |
1.1116 |
1.1116 |
1.1123 |
| S1 |
1.1086 |
1.1086 |
1.1118 |
1.1101 |
| S2 |
1.1049 |
1.1049 |
1.1112 |
|
| S3 |
1.0982 |
1.1019 |
1.1106 |
|
| S4 |
1.0915 |
1.0952 |
1.1087 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1381 |
1.1331 |
1.1079 |
|
| R3 |
1.1242 |
1.1192 |
1.1041 |
|
| R2 |
1.1103 |
1.1103 |
1.1028 |
|
| R1 |
1.1053 |
1.1053 |
1.1015 |
1.1078 |
| PP |
1.0964 |
1.0964 |
1.0964 |
1.0976 |
| S1 |
1.0914 |
1.0914 |
1.0990 |
1.0939 |
| S2 |
1.0825 |
1.0825 |
1.0977 |
|
| S3 |
1.0686 |
1.0775 |
1.0964 |
|
| S4 |
1.0547 |
1.0636 |
1.0926 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1145 |
1.0915 |
0.0231 |
2.1% |
0.0081 |
0.7% |
91% |
True |
False |
169,778 |
| 10 |
1.1145 |
1.0875 |
0.0270 |
2.4% |
0.0070 |
0.6% |
92% |
True |
False |
158,105 |
| 20 |
1.1237 |
1.0875 |
0.0362 |
3.2% |
0.0074 |
0.7% |
69% |
False |
False |
160,517 |
| 40 |
1.1342 |
1.0875 |
0.0467 |
4.2% |
0.0071 |
0.6% |
53% |
False |
False |
154,720 |
| 60 |
1.1423 |
1.0875 |
0.0548 |
4.9% |
0.0072 |
0.6% |
45% |
False |
False |
105,007 |
| 80 |
1.1423 |
1.0875 |
0.0548 |
4.9% |
0.0071 |
0.6% |
45% |
False |
False |
78,902 |
| 100 |
1.1498 |
1.0875 |
0.0623 |
5.6% |
0.0079 |
0.7% |
40% |
False |
False |
63,274 |
| 120 |
1.1498 |
1.0875 |
0.0623 |
5.6% |
0.0076 |
0.7% |
40% |
False |
False |
52,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1430 |
|
2.618 |
1.1320 |
|
1.618 |
1.1253 |
|
1.000 |
1.1212 |
|
0.618 |
1.1186 |
|
HIGH |
1.1145 |
|
0.618 |
1.1119 |
|
0.500 |
1.1112 |
|
0.382 |
1.1104 |
|
LOW |
1.1078 |
|
0.618 |
1.1037 |
|
1.000 |
1.1011 |
|
1.618 |
1.0970 |
|
2.618 |
1.0903 |
|
4.250 |
1.0793 |
|
|
| Fisher Pivots for day following 03-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1120 |
1.1104 |
| PP |
1.1116 |
1.1084 |
| S1 |
1.1112 |
1.1063 |
|