CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 08-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2016 |
08-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0953 |
1.0987 |
0.0034 |
0.3% |
1.0961 |
| High |
1.1024 |
1.0992 |
-0.0032 |
-0.3% |
1.1024 |
| Low |
1.0953 |
1.0970 |
0.0017 |
0.2% |
1.0829 |
| Close |
1.1024 |
1.0992 |
-0.0032 |
-0.3% |
1.0992 |
| Range |
0.0071 |
0.0022 |
-0.0049 |
-69.0% |
0.0195 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
14 |
15 |
1 |
7.1% |
52 |
|
| Daily Pivots for day following 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1051 |
1.1043 |
1.1004 |
|
| R3 |
1.1029 |
1.1021 |
1.0998 |
|
| R2 |
1.1007 |
1.1007 |
1.0996 |
|
| R1 |
1.0999 |
1.0999 |
1.0994 |
1.1003 |
| PP |
1.0985 |
1.0985 |
1.0985 |
1.0987 |
| S1 |
1.0977 |
1.0977 |
1.0990 |
1.0981 |
| S2 |
1.0963 |
1.0963 |
1.0988 |
|
| S3 |
1.0941 |
1.0955 |
1.0986 |
|
| S4 |
1.0919 |
1.0933 |
1.0980 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1533 |
1.1458 |
1.1099 |
|
| R3 |
1.1338 |
1.1263 |
1.1046 |
|
| R2 |
1.1143 |
1.1143 |
1.1028 |
|
| R1 |
1.1068 |
1.1068 |
1.1010 |
1.1106 |
| PP |
1.0948 |
1.0948 |
1.0948 |
1.0967 |
| S1 |
1.0873 |
1.0873 |
1.0974 |
1.0911 |
| S2 |
1.0753 |
1.0753 |
1.0956 |
|
| S3 |
1.0558 |
1.0678 |
1.0938 |
|
| S4 |
1.0363 |
1.0483 |
1.0885 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1086 |
|
2.618 |
1.1050 |
|
1.618 |
1.1028 |
|
1.000 |
1.1014 |
|
0.618 |
1.1006 |
|
HIGH |
1.0992 |
|
0.618 |
1.0984 |
|
0.500 |
1.0981 |
|
0.382 |
1.0978 |
|
LOW |
1.0970 |
|
0.618 |
1.0956 |
|
1.000 |
1.0948 |
|
1.618 |
1.0934 |
|
2.618 |
1.0912 |
|
4.250 |
1.0877 |
|
|
| Fisher Pivots for day following 08-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0988 |
1.0970 |
| PP |
1.0985 |
1.0948 |
| S1 |
1.0981 |
1.0927 |
|