CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 14-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2016 |
14-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0914 |
1.0997 |
0.0084 |
0.8% |
1.0961 |
| High |
1.0966 |
1.0997 |
0.0032 |
0.3% |
1.1024 |
| Low |
1.0914 |
1.0949 |
0.0035 |
0.3% |
1.0829 |
| Close |
1.0966 |
1.0949 |
-0.0017 |
-0.2% |
1.0992 |
| Range |
0.0052 |
0.0049 |
-0.0004 |
-6.7% |
0.0195 |
| ATR |
0.0072 |
0.0071 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
31 |
6 |
-25 |
-80.6% |
52 |
|
| Daily Pivots for day following 14-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1110 |
1.1078 |
1.0975 |
|
| R3 |
1.1062 |
1.1029 |
1.0962 |
|
| R2 |
1.1013 |
1.1013 |
1.0957 |
|
| R1 |
1.0981 |
1.0981 |
1.0953 |
1.0973 |
| PP |
1.0965 |
1.0965 |
1.0965 |
1.0961 |
| S1 |
1.0932 |
1.0932 |
1.0944 |
1.0924 |
| S2 |
1.0916 |
1.0916 |
1.0940 |
|
| S3 |
1.0868 |
1.0884 |
1.0935 |
|
| S4 |
1.0819 |
1.0835 |
1.0922 |
|
|
| 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 |
1.1203 |
|
2.618 |
1.1124 |
|
1.618 |
1.1075 |
|
1.000 |
1.1046 |
|
0.618 |
1.1027 |
|
HIGH |
1.0997 |
|
0.618 |
1.0978 |
|
0.500 |
1.0973 |
|
0.382 |
1.0967 |
|
LOW |
1.0949 |
|
0.618 |
1.0919 |
|
1.000 |
1.0900 |
|
1.618 |
1.0870 |
|
2.618 |
1.0822 |
|
4.250 |
1.0742 |
|
|
| Fisher Pivots for day following 14-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0973 |
1.0955 |
| PP |
1.0965 |
1.0953 |
| S1 |
1.0957 |
1.0951 |
|