CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 28-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2016 |
28-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0951 |
1.0970 |
0.0019 |
0.2% |
1.0967 |
| High |
1.0990 |
1.1044 |
0.0054 |
0.5% |
1.1040 |
| Low |
1.0951 |
1.0970 |
0.0019 |
0.2% |
1.0865 |
| Close |
1.0990 |
1.1037 |
0.0047 |
0.4% |
1.0875 |
| Range |
0.0039 |
0.0074 |
0.0035 |
89.7% |
0.0175 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
0.6% |
0.0000 |
| Volume |
10 |
95 |
85 |
850.0% |
94 |
|
| Daily Pivots for day following 28-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1239 |
1.1212 |
1.1078 |
|
| R3 |
1.1165 |
1.1138 |
1.1057 |
|
| R2 |
1.1091 |
1.1091 |
1.1051 |
|
| R1 |
1.1064 |
1.1064 |
1.1044 |
1.1078 |
| PP |
1.1017 |
1.1017 |
1.1017 |
1.1024 |
| S1 |
1.0990 |
1.0990 |
1.1030 |
1.1004 |
| S2 |
1.0943 |
1.0943 |
1.1023 |
|
| S3 |
1.0869 |
1.0916 |
1.1017 |
|
| S4 |
1.0795 |
1.0842 |
1.0996 |
|
|
| 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 |
1.1359 |
|
2.618 |
1.1238 |
|
1.618 |
1.1164 |
|
1.000 |
1.1118 |
|
0.618 |
1.1090 |
|
HIGH |
1.1044 |
|
0.618 |
1.1016 |
|
0.500 |
1.1007 |
|
0.382 |
1.0998 |
|
LOW |
1.0970 |
|
0.618 |
1.0924 |
|
1.000 |
1.0896 |
|
1.618 |
1.0850 |
|
2.618 |
1.0776 |
|
4.250 |
1.0656 |
|
|
| Fisher Pivots for day following 28-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1027 |
1.1018 |
| PP |
1.1017 |
1.0999 |
| S1 |
1.1007 |
1.0980 |
|