CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 15-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2016 |
15-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0997 |
1.0994 |
-0.0003 |
0.0% |
1.0974 |
| High |
1.0997 |
1.1035 |
0.0038 |
0.3% |
1.1035 |
| Low |
1.0949 |
1.0994 |
0.0045 |
0.4% |
1.0914 |
| Close |
1.0949 |
1.0994 |
0.0045 |
0.4% |
1.0994 |
| Range |
0.0049 |
0.0042 |
-0.0007 |
-14.4% |
0.0122 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
1.6% |
0.0000 |
| Volume |
6 |
211 |
205 |
3,416.7% |
295 |
|
| Daily Pivots for day following 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1132 |
1.1104 |
1.1016 |
|
| R3 |
1.1090 |
1.1063 |
1.1005 |
|
| R2 |
1.1049 |
1.1049 |
1.1001 |
|
| R1 |
1.1021 |
1.1021 |
1.0997 |
1.1014 |
| PP |
1.1007 |
1.1007 |
1.1007 |
1.1004 |
| S1 |
1.0980 |
1.0980 |
1.0990 |
1.0973 |
| S2 |
1.0966 |
1.0966 |
1.0986 |
|
| S3 |
1.0924 |
1.0938 |
1.0982 |
|
| S4 |
1.0883 |
1.0897 |
1.0971 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1345 |
1.1291 |
1.1060 |
|
| R3 |
1.1224 |
1.1169 |
1.1027 |
|
| R2 |
1.1102 |
1.1102 |
1.1016 |
|
| R1 |
1.1048 |
1.1048 |
1.1005 |
1.1075 |
| PP |
1.0981 |
1.0981 |
1.0981 |
1.0994 |
| S1 |
1.0926 |
1.0926 |
1.0982 |
1.0954 |
| S2 |
1.0859 |
1.0859 |
1.0971 |
|
| S3 |
1.0738 |
1.0805 |
1.0960 |
|
| S4 |
1.0616 |
1.0683 |
1.0927 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1211 |
|
2.618 |
1.1144 |
|
1.618 |
1.1102 |
|
1.000 |
1.1077 |
|
0.618 |
1.1061 |
|
HIGH |
1.1035 |
|
0.618 |
1.1019 |
|
0.500 |
1.1014 |
|
0.382 |
1.1009 |
|
LOW |
1.0994 |
|
0.618 |
1.0968 |
|
1.000 |
1.0952 |
|
1.618 |
1.0926 |
|
2.618 |
1.0885 |
|
4.250 |
1.0817 |
|
|
| Fisher Pivots for day following 15-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1014 |
1.0987 |
| PP |
1.1007 |
1.0981 |
| S1 |
1.1000 |
1.0974 |
|