CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 22-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2016 |
22-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0865 |
1.0900 |
0.0035 |
0.3% |
1.0967 |
| High |
1.0961 |
1.0901 |
-0.0060 |
-0.5% |
1.1040 |
| Low |
1.0865 |
1.0875 |
0.0010 |
0.1% |
1.0865 |
| Close |
1.0961 |
1.0875 |
-0.0086 |
-0.8% |
1.0875 |
| Range |
0.0096 |
0.0026 |
-0.0070 |
-72.8% |
0.0175 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
1.2% |
0.0000 |
| Volume |
39 |
4 |
-35 |
-89.7% |
94 |
|
| Daily Pivots for day following 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0962 |
1.0944 |
1.0889 |
|
| R3 |
1.0936 |
1.0918 |
1.0882 |
|
| R2 |
1.0910 |
1.0910 |
1.0880 |
|
| R1 |
1.0892 |
1.0892 |
1.0877 |
1.0888 |
| PP |
1.0884 |
1.0884 |
1.0884 |
1.0882 |
| S1 |
1.0866 |
1.0866 |
1.0873 |
1.0862 |
| S2 |
1.0858 |
1.0858 |
1.0870 |
|
| S3 |
1.0832 |
1.0840 |
1.0868 |
|
| S4 |
1.0806 |
1.0814 |
1.0861 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1450 |
1.1337 |
1.0971 |
|
| R3 |
1.1276 |
1.1163 |
1.0923 |
|
| R2 |
1.1101 |
1.1101 |
1.0907 |
|
| R1 |
1.0988 |
1.0988 |
1.0891 |
1.0957 |
| PP |
1.0927 |
1.0927 |
1.0927 |
1.0911 |
| S1 |
1.0814 |
1.0814 |
1.0859 |
1.0783 |
| S2 |
1.0752 |
1.0752 |
1.0843 |
|
| S3 |
1.0578 |
1.0639 |
1.0827 |
|
| S4 |
1.0403 |
1.0465 |
1.0779 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1012 |
|
2.618 |
1.0969 |
|
1.618 |
1.0943 |
|
1.000 |
1.0927 |
|
0.618 |
1.0917 |
|
HIGH |
1.0901 |
|
0.618 |
1.0891 |
|
0.500 |
1.0888 |
|
0.382 |
1.0885 |
|
LOW |
1.0875 |
|
0.618 |
1.0859 |
|
1.000 |
1.0849 |
|
1.618 |
1.0833 |
|
2.618 |
1.0807 |
|
4.250 |
1.0765 |
|
|
| Fisher Pivots for day following 22-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0888 |
1.0952 |
| PP |
1.0884 |
1.0927 |
| S1 |
1.0879 |
1.0901 |
|