CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 13-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2016 |
13-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1238 |
1.1237 |
-0.0001 |
0.0% |
1.1159 |
| High |
1.1273 |
1.1263 |
-0.0011 |
-0.1% |
1.1331 |
| Low |
1.1213 |
1.1206 |
-0.0007 |
-0.1% |
1.1144 |
| Close |
1.1245 |
1.1211 |
-0.0035 |
-0.3% |
1.1231 |
| Range |
0.0060 |
0.0057 |
-0.0004 |
-5.8% |
0.0188 |
| ATR |
0.0078 |
0.0077 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
183,833 |
225,113 |
41,280 |
22.5% |
857,021 |
|
| Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1396 |
1.1360 |
1.1242 |
|
| R3 |
1.1339 |
1.1303 |
1.1226 |
|
| R2 |
1.1283 |
1.1283 |
1.1221 |
|
| R1 |
1.1247 |
1.1247 |
1.1216 |
1.1237 |
| PP |
1.1226 |
1.1226 |
1.1226 |
1.1221 |
| S1 |
1.1190 |
1.1190 |
1.1205 |
1.1180 |
| S2 |
1.1170 |
1.1170 |
1.1200 |
|
| S3 |
1.1113 |
1.1134 |
1.1195 |
|
| S4 |
1.1057 |
1.1077 |
1.1179 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1798 |
1.1702 |
1.1334 |
|
| R3 |
1.1610 |
1.1514 |
1.1283 |
|
| R2 |
1.1423 |
1.1423 |
1.1265 |
|
| R1 |
1.1327 |
1.1327 |
1.1248 |
1.1375 |
| PP |
1.1235 |
1.1235 |
1.1235 |
1.1259 |
| S1 |
1.1139 |
1.1139 |
1.1214 |
1.1187 |
| S2 |
1.1048 |
1.1048 |
1.1197 |
|
| S3 |
1.0860 |
1.0952 |
1.1179 |
|
| S4 |
1.0673 |
1.0764 |
1.1128 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1331 |
1.1201 |
0.0130 |
1.2% |
0.0068 |
0.6% |
7% |
False |
False |
199,682 |
| 10 |
1.1331 |
1.1131 |
0.0200 |
1.8% |
0.0077 |
0.7% |
40% |
False |
False |
192,221 |
| 20 |
1.1380 |
1.1131 |
0.0249 |
2.2% |
0.0078 |
0.7% |
32% |
False |
False |
168,311 |
| 40 |
1.1380 |
1.0976 |
0.0404 |
3.6% |
0.0074 |
0.7% |
58% |
False |
False |
146,272 |
| 60 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0087 |
0.8% |
52% |
False |
False |
150,631 |
| 80 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0087 |
0.8% |
52% |
False |
False |
133,524 |
| 100 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0084 |
0.7% |
37% |
False |
False |
107,029 |
| 120 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0083 |
0.7% |
37% |
False |
False |
89,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1503 |
|
2.618 |
1.1410 |
|
1.618 |
1.1354 |
|
1.000 |
1.1319 |
|
0.618 |
1.1297 |
|
HIGH |
1.1263 |
|
0.618 |
1.1241 |
|
0.500 |
1.1234 |
|
0.382 |
1.1228 |
|
LOW |
1.1206 |
|
0.618 |
1.1171 |
|
1.000 |
1.1150 |
|
1.618 |
1.1115 |
|
2.618 |
1.1058 |
|
4.250 |
1.0966 |
|
|
| Fisher Pivots for day following 13-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1234 |
1.1244 |
| PP |
1.1226 |
1.1233 |
| S1 |
1.1218 |
1.1222 |
|