CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 04-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2015 |
04-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1012 |
1.0961 |
-0.0051 |
-0.5% |
1.1070 |
| High |
1.1012 |
1.1002 |
-0.0010 |
-0.1% |
1.1080 |
| Low |
1.0958 |
1.0880 |
-0.0078 |
-0.7% |
1.0958 |
| Close |
1.0958 |
1.0917 |
-0.0041 |
-0.4% |
1.0958 |
| Range |
0.0054 |
0.0122 |
0.0068 |
125.9% |
0.0122 |
| ATR |
0.0078 |
0.0081 |
0.0003 |
4.0% |
0.0000 |
| Volume |
7 |
19 |
12 |
171.4% |
15 |
|
| Daily Pivots for day following 04-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1299 |
1.1230 |
1.0984 |
|
| R3 |
1.1177 |
1.1108 |
1.0951 |
|
| R2 |
1.1055 |
1.1055 |
1.0939 |
|
| R1 |
1.0986 |
1.0986 |
1.0928 |
1.0960 |
| PP |
1.0933 |
1.0933 |
1.0933 |
1.0920 |
| S1 |
1.0864 |
1.0864 |
1.0906 |
1.0838 |
| S2 |
1.0811 |
1.0811 |
1.0895 |
|
| S3 |
1.0689 |
1.0742 |
1.0883 |
|
| S4 |
1.0567 |
1.0620 |
1.0850 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1365 |
1.1283 |
1.1025 |
|
| R3 |
1.1243 |
1.1161 |
1.0992 |
|
| R2 |
1.1121 |
1.1121 |
1.0980 |
|
| R1 |
1.1039 |
1.1039 |
1.0969 |
1.1019 |
| PP |
1.0999 |
1.0999 |
1.0999 |
1.0989 |
| S1 |
1.0917 |
1.0917 |
1.0947 |
1.0897 |
| S2 |
1.0877 |
1.0877 |
1.0936 |
|
| S3 |
1.0755 |
1.0795 |
1.0924 |
|
| S4 |
1.0633 |
1.0673 |
1.0891 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1521 |
|
2.618 |
1.1321 |
|
1.618 |
1.1199 |
|
1.000 |
1.1124 |
|
0.618 |
1.1077 |
|
HIGH |
1.1002 |
|
0.618 |
1.0955 |
|
0.500 |
1.0941 |
|
0.382 |
1.0927 |
|
LOW |
1.0880 |
|
0.618 |
1.0805 |
|
1.000 |
1.0758 |
|
1.618 |
1.0683 |
|
2.618 |
1.0561 |
|
4.250 |
1.0362 |
|
|
| Fisher Pivots for day following 04-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0941 |
1.0948 |
| PP |
1.0933 |
1.0938 |
| S1 |
1.0925 |
1.0927 |
|