CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 07-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2016 |
07-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1159 |
1.1256 |
0.0097 |
0.9% |
1.1197 |
| High |
1.1268 |
1.1276 |
0.0008 |
0.1% |
1.1261 |
| Low |
1.1144 |
1.1233 |
0.0090 |
0.8% |
1.1131 |
| Close |
1.1260 |
1.1248 |
-0.0012 |
-0.1% |
1.1165 |
| Range |
0.0125 |
0.0043 |
-0.0082 |
-65.5% |
0.0130 |
| ATR |
0.0081 |
0.0078 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
267,554 |
141,988 |
-125,566 |
-46.9% |
771,977 |
|
| Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1381 |
1.1358 |
1.1272 |
|
| R3 |
1.1338 |
1.1315 |
1.1260 |
|
| R2 |
1.1295 |
1.1295 |
1.1256 |
|
| R1 |
1.1272 |
1.1272 |
1.1252 |
1.1262 |
| PP |
1.1252 |
1.1252 |
1.1252 |
1.1248 |
| S1 |
1.1229 |
1.1229 |
1.1244 |
1.1219 |
| S2 |
1.1209 |
1.1209 |
1.1240 |
|
| S3 |
1.1166 |
1.1186 |
1.1236 |
|
| S4 |
1.1123 |
1.1143 |
1.1224 |
|
|
| 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 |
1.1276 |
1.1131 |
0.0145 |
1.3% |
0.0082 |
0.7% |
81% |
True |
False |
187,217 |
| 10 |
1.1352 |
1.1131 |
0.0221 |
2.0% |
0.0079 |
0.7% |
53% |
False |
False |
166,843 |
| 20 |
1.1380 |
1.1131 |
0.0249 |
2.2% |
0.0077 |
0.7% |
47% |
False |
False |
147,959 |
| 40 |
1.1380 |
1.0976 |
0.0404 |
3.6% |
0.0075 |
0.7% |
67% |
False |
False |
137,299 |
| 60 |
1.1458 |
1.0947 |
0.0511 |
4.5% |
0.0090 |
0.8% |
59% |
False |
False |
148,759 |
| 80 |
1.1458 |
1.0947 |
0.0511 |
4.5% |
0.0086 |
0.8% |
59% |
False |
False |
122,946 |
| 100 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0084 |
0.7% |
42% |
False |
False |
98,474 |
| 120 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0083 |
0.7% |
42% |
False |
False |
82,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1459 |
|
2.618 |
1.1389 |
|
1.618 |
1.1346 |
|
1.000 |
1.1319 |
|
0.618 |
1.1303 |
|
HIGH |
1.1276 |
|
0.618 |
1.1260 |
|
0.500 |
1.1255 |
|
0.382 |
1.1249 |
|
LOW |
1.1233 |
|
0.618 |
1.1206 |
|
1.000 |
1.1190 |
|
1.618 |
1.1163 |
|
2.618 |
1.1120 |
|
4.250 |
1.1050 |
|
|
| Fisher Pivots for day following 07-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1255 |
1.1235 |
| PP |
1.1252 |
1.1221 |
| S1 |
1.1250 |
1.1208 |
|