CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 27-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0945 |
1.0951 |
0.0006 |
0.1% |
1.0967 |
| High |
1.0945 |
1.0990 |
0.0045 |
0.4% |
1.1040 |
| Low |
1.0916 |
1.0951 |
0.0035 |
0.3% |
1.0865 |
| Close |
1.0938 |
1.0990 |
0.0052 |
0.5% |
1.0875 |
| Range |
0.0029 |
0.0039 |
0.0010 |
34.5% |
0.0175 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
6 |
10 |
4 |
66.7% |
94 |
|
| Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1094 |
1.1081 |
1.1011 |
|
| R3 |
1.1055 |
1.1042 |
1.1001 |
|
| R2 |
1.1016 |
1.1016 |
1.0997 |
|
| R1 |
1.1003 |
1.1003 |
1.0994 |
1.1010 |
| PP |
1.0977 |
1.0977 |
1.0977 |
1.0980 |
| S1 |
1.0964 |
1.0964 |
1.0986 |
1.0971 |
| S2 |
1.0938 |
1.0938 |
1.0983 |
|
| S3 |
1.0899 |
1.0925 |
1.0979 |
|
| S4 |
1.0860 |
1.0886 |
1.0969 |
|
|
| 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 |
1.1156 |
|
2.618 |
1.1092 |
|
1.618 |
1.1053 |
|
1.000 |
1.1029 |
|
0.618 |
1.1014 |
|
HIGH |
1.0990 |
|
0.618 |
1.0975 |
|
0.500 |
1.0971 |
|
0.382 |
1.0966 |
|
LOW |
1.0951 |
|
0.618 |
1.0927 |
|
1.000 |
1.0912 |
|
1.618 |
1.0888 |
|
2.618 |
1.0849 |
|
4.250 |
1.0785 |
|
|
| Fisher Pivots for day following 27-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0984 |
1.0978 |
| PP |
1.0977 |
1.0965 |
| S1 |
1.0971 |
1.0953 |
|