CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 20-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2016 |
20-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0967 |
1.1040 |
0.0073 |
0.7% |
1.0974 |
| High |
1.1012 |
1.1040 |
0.0028 |
0.2% |
1.1035 |
| Low |
1.0967 |
1.0966 |
-0.0001 |
0.0% |
1.0914 |
| Close |
1.1010 |
1.0975 |
-0.0035 |
-0.3% |
1.0994 |
| Range |
0.0045 |
0.0074 |
0.0029 |
63.3% |
0.0122 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.4% |
0.0000 |
| Volume |
16 |
35 |
19 |
118.8% |
295 |
|
| Daily Pivots for day following 20-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1214 |
1.1168 |
1.1015 |
|
| R3 |
1.1141 |
1.1095 |
1.0995 |
|
| R2 |
1.1067 |
1.1067 |
1.0988 |
|
| R1 |
1.1021 |
1.1021 |
1.0982 |
1.1007 |
| PP |
1.0994 |
1.0994 |
1.0994 |
1.0987 |
| S1 |
1.0948 |
1.0948 |
1.0968 |
1.0934 |
| S2 |
1.0920 |
1.0920 |
1.0962 |
|
| S3 |
1.0847 |
1.0874 |
1.0955 |
|
| S4 |
1.0773 |
1.0801 |
1.0935 |
|
|
| 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 |
1.1352 |
|
2.618 |
1.1232 |
|
1.618 |
1.1158 |
|
1.000 |
1.1113 |
|
0.618 |
1.1085 |
|
HIGH |
1.1040 |
|
0.618 |
1.1011 |
|
0.500 |
1.1003 |
|
0.382 |
1.0994 |
|
LOW |
1.0966 |
|
0.618 |
1.0921 |
|
1.000 |
1.0893 |
|
1.618 |
1.0847 |
|
2.618 |
1.0774 |
|
4.250 |
1.0654 |
|
|
| Fisher Pivots for day following 20-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1003 |
1.1003 |
| PP |
1.0994 |
1.0994 |
| S1 |
1.0984 |
1.0984 |
|