CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 06-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2016 |
06-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0915 |
1.0829 |
-0.0086 |
-0.8% |
1.1070 |
| High |
1.0915 |
1.0878 |
-0.0037 |
-0.3% |
1.1080 |
| Low |
1.0835 |
1.0829 |
-0.0006 |
-0.1% |
1.0958 |
| Close |
1.0835 |
1.0878 |
0.0043 |
0.4% |
1.0958 |
| Range |
0.0080 |
0.0049 |
-0.0031 |
-38.8% |
0.0122 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
3 |
1 |
-2 |
-66.7% |
15 |
|
| Daily Pivots for day following 06-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1009 |
1.0992 |
1.0905 |
|
| R3 |
1.0960 |
1.0943 |
1.0891 |
|
| R2 |
1.0911 |
1.0911 |
1.0887 |
|
| R1 |
1.0894 |
1.0894 |
1.0882 |
1.0903 |
| PP |
1.0862 |
1.0862 |
1.0862 |
1.0866 |
| S1 |
1.0845 |
1.0845 |
1.0874 |
1.0854 |
| S2 |
1.0813 |
1.0813 |
1.0869 |
|
| S3 |
1.0764 |
1.0796 |
1.0865 |
|
| S4 |
1.0715 |
1.0747 |
1.0851 |
|
|
| 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 |
1.1086 |
|
2.618 |
1.1006 |
|
1.618 |
1.0957 |
|
1.000 |
1.0927 |
|
0.618 |
1.0908 |
|
HIGH |
1.0878 |
|
0.618 |
1.0859 |
|
0.500 |
1.0854 |
|
0.382 |
1.0848 |
|
LOW |
1.0829 |
|
0.618 |
1.0799 |
|
1.000 |
1.0780 |
|
1.618 |
1.0750 |
|
2.618 |
1.0701 |
|
4.250 |
1.0621 |
|
|
| Fisher Pivots for day following 06-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0870 |
1.0916 |
| PP |
1.0862 |
1.0903 |
| S1 |
1.0854 |
1.0891 |
|