CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 26-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2016 |
26-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0932 |
1.0945 |
0.0013 |
0.1% |
1.0967 |
| High |
1.0938 |
1.0945 |
0.0008 |
0.1% |
1.1040 |
| Low |
1.0923 |
1.0916 |
-0.0007 |
-0.1% |
1.0865 |
| Close |
1.0923 |
1.0938 |
0.0016 |
0.1% |
1.0875 |
| Range |
0.0015 |
0.0029 |
0.0014 |
93.3% |
0.0175 |
| ATR |
0.0073 |
0.0070 |
-0.0003 |
-4.3% |
0.0000 |
| Volume |
3 |
6 |
3 |
100.0% |
94 |
|
| Daily Pivots for day following 26-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1020 |
1.1008 |
1.0954 |
|
| R3 |
1.0991 |
1.0979 |
1.0946 |
|
| R2 |
1.0962 |
1.0962 |
1.0943 |
|
| R1 |
1.0950 |
1.0950 |
1.0941 |
1.0942 |
| PP |
1.0933 |
1.0933 |
1.0933 |
1.0929 |
| S1 |
1.0921 |
1.0921 |
1.0935 |
1.0913 |
| S2 |
1.0904 |
1.0904 |
1.0933 |
|
| S3 |
1.0875 |
1.0892 |
1.0930 |
|
| S4 |
1.0846 |
1.0863 |
1.0922 |
|
|
| 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 |
1.1068 |
|
2.618 |
1.1021 |
|
1.618 |
1.0992 |
|
1.000 |
1.0974 |
|
0.618 |
1.0963 |
|
HIGH |
1.0945 |
|
0.618 |
1.0934 |
|
0.500 |
1.0931 |
|
0.382 |
1.0927 |
|
LOW |
1.0916 |
|
0.618 |
1.0898 |
|
1.000 |
1.0887 |
|
1.618 |
1.0869 |
|
2.618 |
1.0840 |
|
4.250 |
1.0793 |
|
|
| Fisher Pivots for day following 26-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0936 |
1.0929 |
| PP |
1.0933 |
1.0919 |
| S1 |
1.0931 |
1.0910 |
|