CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 07-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2016 |
07-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0829 |
1.0953 |
0.0124 |
1.1% |
1.1070 |
| High |
1.0878 |
1.1024 |
0.0146 |
1.3% |
1.1080 |
| Low |
1.0829 |
1.0953 |
0.0124 |
1.1% |
1.0958 |
| Close |
1.0878 |
1.1024 |
0.0146 |
1.3% |
1.0958 |
| Range |
0.0049 |
0.0071 |
0.0022 |
44.9% |
0.0122 |
| ATR |
0.0079 |
0.0084 |
0.0005 |
6.0% |
0.0000 |
| Volume |
1 |
14 |
13 |
1,300.0% |
15 |
|
| Daily Pivots for day following 07-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1213 |
1.1190 |
1.1063 |
|
| R3 |
1.1142 |
1.1119 |
1.1044 |
|
| R2 |
1.1071 |
1.1071 |
1.1037 |
|
| R1 |
1.1048 |
1.1048 |
1.1031 |
1.1060 |
| PP |
1.1000 |
1.1000 |
1.1000 |
1.1006 |
| S1 |
1.0977 |
1.0977 |
1.1017 |
1.0989 |
| S2 |
1.0929 |
1.0929 |
1.1011 |
|
| S3 |
1.0858 |
1.0906 |
1.1004 |
|
| S4 |
1.0787 |
1.0835 |
1.0985 |
|
|
| 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 |
1.1326 |
|
2.618 |
1.1210 |
|
1.618 |
1.1139 |
|
1.000 |
1.1095 |
|
0.618 |
1.1068 |
|
HIGH |
1.1024 |
|
0.618 |
1.0997 |
|
0.500 |
1.0989 |
|
0.382 |
1.0980 |
|
LOW |
1.0953 |
|
0.618 |
1.0909 |
|
1.000 |
1.0882 |
|
1.618 |
1.0838 |
|
2.618 |
1.0767 |
|
4.250 |
1.0651 |
|
|
| Fisher Pivots for day following 07-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1012 |
1.0992 |
| PP |
1.1000 |
1.0959 |
| S1 |
1.0989 |
1.0927 |
|