CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 05-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2016 |
05-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0961 |
1.0915 |
-0.0046 |
-0.4% |
1.1070 |
| High |
1.1002 |
1.0915 |
-0.0087 |
-0.8% |
1.1080 |
| Low |
1.0880 |
1.0835 |
-0.0045 |
-0.4% |
1.0958 |
| Close |
1.0917 |
1.0835 |
-0.0082 |
-0.8% |
1.0958 |
| Range |
0.0122 |
0.0080 |
-0.0042 |
-34.4% |
0.0122 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
0.1% |
0.0000 |
| Volume |
19 |
3 |
-16 |
-84.2% |
15 |
|
| Daily Pivots for day following 05-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1102 |
1.1048 |
1.0879 |
|
| R3 |
1.1022 |
1.0968 |
1.0857 |
|
| R2 |
1.0942 |
1.0942 |
1.0850 |
|
| R1 |
1.0888 |
1.0888 |
1.0842 |
1.0875 |
| PP |
1.0862 |
1.0862 |
1.0862 |
1.0855 |
| S1 |
1.0808 |
1.0808 |
1.0828 |
1.0795 |
| S2 |
1.0782 |
1.0782 |
1.0820 |
|
| S3 |
1.0702 |
1.0728 |
1.0813 |
|
| S4 |
1.0622 |
1.0648 |
1.0791 |
|
|
| 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 |
1.1255 |
|
2.618 |
1.1124 |
|
1.618 |
1.1044 |
|
1.000 |
1.0995 |
|
0.618 |
1.0964 |
|
HIGH |
1.0915 |
|
0.618 |
1.0884 |
|
0.500 |
1.0875 |
|
0.382 |
1.0866 |
|
LOW |
1.0835 |
|
0.618 |
1.0786 |
|
1.000 |
1.0755 |
|
1.618 |
1.0706 |
|
2.618 |
1.0626 |
|
4.250 |
1.0495 |
|
|
| Fisher Pivots for day following 05-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0875 |
1.0924 |
| PP |
1.0862 |
1.0894 |
| S1 |
1.0848 |
1.0865 |
|