CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 06-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2016 |
06-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1203 |
1.1159 |
-0.0044 |
-0.4% |
1.1197 |
| High |
1.1261 |
1.1268 |
0.0008 |
0.1% |
1.1261 |
| Low |
1.1140 |
1.1144 |
0.0004 |
0.0% |
1.1131 |
| Close |
1.1165 |
1.1260 |
0.0095 |
0.8% |
1.1165 |
| Range |
0.0121 |
0.0125 |
0.0004 |
3.3% |
0.0130 |
| ATR |
0.0077 |
0.0081 |
0.0003 |
4.3% |
0.0000 |
| Volume |
203,258 |
267,554 |
64,296 |
31.6% |
771,977 |
|
| Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1597 |
1.1553 |
1.1328 |
|
| R3 |
1.1473 |
1.1428 |
1.1294 |
|
| R2 |
1.1348 |
1.1348 |
1.1282 |
|
| R1 |
1.1304 |
1.1304 |
1.1271 |
1.1326 |
| PP |
1.1224 |
1.1224 |
1.1224 |
1.1235 |
| S1 |
1.1179 |
1.1179 |
1.1248 |
1.1202 |
| S2 |
1.1099 |
1.1099 |
1.1237 |
|
| S3 |
1.0975 |
1.1055 |
1.1225 |
|
| S4 |
1.0850 |
1.0930 |
1.1191 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1574 |
1.1499 |
1.1236 |
|
| R3 |
1.1445 |
1.1370 |
1.1201 |
|
| R2 |
1.1315 |
1.1315 |
1.1189 |
|
| R1 |
1.1240 |
1.1240 |
1.1177 |
1.1213 |
| PP |
1.1186 |
1.1186 |
1.1186 |
1.1172 |
| S1 |
1.1111 |
1.1111 |
1.1153 |
1.1083 |
| S2 |
1.1056 |
1.1056 |
1.1141 |
|
| S3 |
1.0927 |
1.0981 |
1.1129 |
|
| S4 |
1.0797 |
1.0852 |
1.1094 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1268 |
1.1131 |
0.0137 |
1.2% |
0.0085 |
0.8% |
94% |
True |
False |
184,760 |
| 10 |
1.1367 |
1.1131 |
0.0236 |
2.1% |
0.0079 |
0.7% |
55% |
False |
False |
163,459 |
| 20 |
1.1380 |
1.1089 |
0.0292 |
2.6% |
0.0077 |
0.7% |
59% |
False |
False |
146,000 |
| 40 |
1.1380 |
1.0976 |
0.0404 |
3.6% |
0.0075 |
0.7% |
70% |
False |
False |
137,351 |
| 60 |
1.1458 |
1.0947 |
0.0511 |
4.5% |
0.0090 |
0.8% |
61% |
False |
False |
148,934 |
| 80 |
1.1458 |
1.0947 |
0.0511 |
4.5% |
0.0087 |
0.8% |
61% |
False |
False |
121,199 |
| 100 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0084 |
0.7% |
44% |
False |
False |
97,056 |
| 120 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0083 |
0.7% |
44% |
False |
False |
80,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1797 |
|
2.618 |
1.1594 |
|
1.618 |
1.1469 |
|
1.000 |
1.1393 |
|
0.618 |
1.1345 |
|
HIGH |
1.1268 |
|
0.618 |
1.1220 |
|
0.500 |
1.1206 |
|
0.382 |
1.1191 |
|
LOW |
1.1144 |
|
0.618 |
1.1067 |
|
1.000 |
1.1019 |
|
1.618 |
1.0942 |
|
2.618 |
1.0818 |
|
4.250 |
1.0614 |
|
|
| Fisher Pivots for day following 06-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1242 |
1.1240 |
| PP |
1.1224 |
1.1220 |
| S1 |
1.1206 |
1.1201 |
|