CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 21-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2016 |
21-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1040 |
1.0865 |
-0.0175 |
-1.6% |
1.0974 |
| High |
1.1040 |
1.0961 |
-0.0079 |
-0.7% |
1.1035 |
| Low |
1.0966 |
1.0865 |
-0.0101 |
-0.9% |
1.0914 |
| Close |
1.0975 |
1.0961 |
-0.0015 |
-0.1% |
1.0994 |
| Range |
0.0074 |
0.0096 |
0.0022 |
29.9% |
0.0122 |
| ATR |
0.0070 |
0.0073 |
0.0003 |
4.1% |
0.0000 |
| Volume |
35 |
39 |
4 |
11.4% |
295 |
|
| Daily Pivots for day following 21-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1215 |
1.1183 |
1.1013 |
|
| R3 |
1.1120 |
1.1088 |
1.0987 |
|
| R2 |
1.1024 |
1.1024 |
1.0978 |
|
| R1 |
1.0992 |
1.0992 |
1.0969 |
1.1008 |
| PP |
1.0929 |
1.0929 |
1.0929 |
1.0937 |
| S1 |
1.0897 |
1.0897 |
1.0952 |
1.0913 |
| S2 |
1.0833 |
1.0833 |
1.0943 |
|
| S3 |
1.0738 |
1.0801 |
1.0934 |
|
| S4 |
1.0642 |
1.0706 |
1.0908 |
|
|
| 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 |
1.1366 |
|
2.618 |
1.1211 |
|
1.618 |
1.1115 |
|
1.000 |
1.1056 |
|
0.618 |
1.1020 |
|
HIGH |
1.0961 |
|
0.618 |
1.0924 |
|
0.500 |
1.0913 |
|
0.382 |
1.0901 |
|
LOW |
1.0865 |
|
0.618 |
1.0806 |
|
1.000 |
1.0770 |
|
1.618 |
1.0710 |
|
2.618 |
1.0615 |
|
4.250 |
1.0459 |
|
|
| Fisher Pivots for day following 21-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0945 |
1.0958 |
| PP |
1.0929 |
1.0955 |
| S1 |
1.0913 |
1.0952 |
|