CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 19-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2016 |
19-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0994 |
1.0967 |
-0.0027 |
-0.2% |
1.0974 |
| High |
1.1035 |
1.1012 |
-0.0023 |
-0.2% |
1.1035 |
| Low |
1.0994 |
1.0967 |
-0.0027 |
-0.2% |
1.0914 |
| Close |
1.0994 |
1.1010 |
0.0016 |
0.1% |
1.0994 |
| Range |
0.0042 |
0.0045 |
0.0004 |
8.4% |
0.0122 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
211 |
16 |
-195 |
-92.4% |
295 |
|
| Daily Pivots for day following 19-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1131 |
1.1115 |
1.1034 |
|
| R3 |
1.1086 |
1.1070 |
1.1022 |
|
| R2 |
1.1041 |
1.1041 |
1.1018 |
|
| R1 |
1.1025 |
1.1025 |
1.1014 |
1.1033 |
| PP |
1.0996 |
1.0996 |
1.0996 |
1.1000 |
| S1 |
1.0980 |
1.0980 |
1.1005 |
1.0988 |
| S2 |
1.0951 |
1.0951 |
1.1001 |
|
| S3 |
1.0906 |
1.0935 |
1.0997 |
|
| S4 |
1.0861 |
1.0890 |
1.0985 |
|
|
| 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 |
1.1203 |
|
2.618 |
1.1130 |
|
1.618 |
1.1085 |
|
1.000 |
1.1057 |
|
0.618 |
1.1040 |
|
HIGH |
1.1012 |
|
0.618 |
1.0995 |
|
0.500 |
1.0990 |
|
0.382 |
1.0984 |
|
LOW |
1.0967 |
|
0.618 |
1.0939 |
|
1.000 |
1.0922 |
|
1.618 |
1.0894 |
|
2.618 |
1.0849 |
|
4.250 |
1.0776 |
|
|
| Fisher Pivots for day following 19-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1003 |
1.1004 |
| PP |
1.0996 |
1.0998 |
| S1 |
1.0990 |
1.0992 |
|