CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 11-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2016 |
11-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0987 |
1.0974 |
-0.0014 |
-0.1% |
1.0961 |
| High |
1.0992 |
1.0974 |
-0.0019 |
-0.2% |
1.1024 |
| Low |
1.0970 |
1.0961 |
-0.0009 |
-0.1% |
1.0829 |
| Close |
1.0992 |
1.0961 |
-0.0031 |
-0.3% |
1.0992 |
| Range |
0.0022 |
0.0013 |
-0.0010 |
-43.2% |
0.0195 |
| ATR |
0.0082 |
0.0078 |
-0.0004 |
-4.4% |
0.0000 |
| Volume |
15 |
27 |
12 |
80.0% |
52 |
|
| Daily Pivots for day following 11-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1003 |
1.0994 |
1.0968 |
|
| R3 |
1.0990 |
1.0982 |
1.0964 |
|
| R2 |
1.0978 |
1.0978 |
1.0963 |
|
| R1 |
1.0969 |
1.0969 |
1.0962 |
1.0967 |
| PP |
1.0965 |
1.0965 |
1.0965 |
1.0964 |
| S1 |
1.0957 |
1.0957 |
1.0960 |
1.0955 |
| S2 |
1.0953 |
1.0953 |
1.0959 |
|
| S3 |
1.0940 |
1.0944 |
1.0958 |
|
| S4 |
1.0928 |
1.0932 |
1.0954 |
|
|
| 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 |
1.1027 |
|
2.618 |
1.1006 |
|
1.618 |
1.0994 |
|
1.000 |
1.0986 |
|
0.618 |
1.0981 |
|
HIGH |
1.0974 |
|
0.618 |
1.0969 |
|
0.500 |
1.0967 |
|
0.382 |
1.0966 |
|
LOW |
1.0961 |
|
0.618 |
1.0953 |
|
1.000 |
1.0949 |
|
1.618 |
1.0941 |
|
2.618 |
1.0928 |
|
4.250 |
1.0908 |
|
|
| Fisher Pivots for day following 11-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0967 |
1.0989 |
| PP |
1.0965 |
1.0979 |
| S1 |
1.0963 |
1.0970 |
|