CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 29-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2016 |
29-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0970 |
1.1008 |
0.0038 |
0.3% |
1.0932 |
| High |
1.1044 |
1.1008 |
-0.0037 |
-0.3% |
1.1044 |
| Low |
1.0970 |
1.0892 |
-0.0078 |
-0.7% |
1.0892 |
| Close |
1.1037 |
1.0908 |
-0.0129 |
-1.2% |
1.0908 |
| Range |
0.0074 |
0.0116 |
0.0042 |
56.1% |
0.0152 |
| ATR |
0.0069 |
0.0074 |
0.0005 |
7.9% |
0.0000 |
| Volume |
95 |
65 |
-30 |
-31.6% |
179 |
|
| Daily Pivots for day following 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1282 |
1.1211 |
1.0972 |
|
| R3 |
1.1167 |
1.1095 |
1.0940 |
|
| R2 |
1.1051 |
1.1051 |
1.0929 |
|
| R1 |
1.0980 |
1.0980 |
1.0919 |
1.0958 |
| PP |
1.0936 |
1.0936 |
1.0936 |
1.0925 |
| S1 |
1.0864 |
1.0864 |
1.0897 |
1.0842 |
| S2 |
1.0820 |
1.0820 |
1.0887 |
|
| S3 |
1.0705 |
1.0749 |
1.0876 |
|
| S4 |
1.0589 |
1.0633 |
1.0844 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1404 |
1.1308 |
1.0992 |
|
| R3 |
1.1252 |
1.1156 |
1.0950 |
|
| R2 |
1.1100 |
1.1100 |
1.0936 |
|
| R1 |
1.1004 |
1.1004 |
1.0922 |
1.0976 |
| PP |
1.0948 |
1.0948 |
1.0948 |
1.0934 |
| S1 |
1.0852 |
1.0852 |
1.0894 |
1.0824 |
| S2 |
1.0796 |
1.0796 |
1.0880 |
|
| S3 |
1.0644 |
1.0700 |
1.0866 |
|
| S4 |
1.0492 |
1.0548 |
1.0824 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1498 |
|
2.618 |
1.1310 |
|
1.618 |
1.1194 |
|
1.000 |
1.1123 |
|
0.618 |
1.1079 |
|
HIGH |
1.1008 |
|
0.618 |
1.0963 |
|
0.500 |
1.0950 |
|
0.382 |
1.0936 |
|
LOW |
1.0892 |
|
0.618 |
1.0821 |
|
1.000 |
1.0777 |
|
1.618 |
1.0705 |
|
2.618 |
1.0590 |
|
4.250 |
1.0401 |
|
|
| Fisher Pivots for day following 29-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0950 |
1.0968 |
| PP |
1.0936 |
1.0948 |
| S1 |
1.0922 |
1.0928 |
|