CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 08-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2016 |
08-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1256 |
1.1243 |
-0.0013 |
-0.1% |
1.1197 |
| High |
1.1276 |
1.1331 |
0.0055 |
0.5% |
1.1261 |
| Low |
1.1233 |
1.1237 |
0.0004 |
0.0% |
1.1131 |
| Close |
1.1248 |
1.1262 |
0.0014 |
0.1% |
1.1165 |
| Range |
0.0043 |
0.0094 |
0.0051 |
118.6% |
0.0130 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
1.5% |
0.0000 |
| Volume |
141,988 |
259,421 |
117,433 |
82.7% |
771,977 |
|
| Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1559 |
1.1504 |
1.1314 |
|
| R3 |
1.1465 |
1.1410 |
1.1288 |
|
| R2 |
1.1371 |
1.1371 |
1.1279 |
|
| R1 |
1.1316 |
1.1316 |
1.1271 |
1.1344 |
| PP |
1.1277 |
1.1277 |
1.1277 |
1.1290 |
| S1 |
1.1222 |
1.1222 |
1.1253 |
1.1250 |
| S2 |
1.1183 |
1.1183 |
1.1245 |
|
| S3 |
1.1089 |
1.1128 |
1.1236 |
|
| S4 |
1.0995 |
1.1034 |
1.1210 |
|
|
| 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 |
1.1331 |
1.1133 |
0.0198 |
1.8% |
0.0092 |
0.8% |
65% |
True |
False |
209,303 |
| 10 |
1.1352 |
1.1131 |
0.0221 |
2.0% |
0.0081 |
0.7% |
59% |
False |
False |
180,639 |
| 20 |
1.1380 |
1.1131 |
0.0249 |
2.2% |
0.0077 |
0.7% |
53% |
False |
False |
153,882 |
| 40 |
1.1380 |
1.0976 |
0.0404 |
3.6% |
0.0075 |
0.7% |
71% |
False |
False |
140,565 |
| 60 |
1.1458 |
1.0947 |
0.0511 |
4.5% |
0.0090 |
0.8% |
62% |
False |
False |
150,153 |
| 80 |
1.1458 |
1.0947 |
0.0511 |
4.5% |
0.0087 |
0.8% |
62% |
False |
False |
126,177 |
| 100 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0085 |
0.8% |
44% |
False |
False |
101,067 |
| 120 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0083 |
0.7% |
44% |
False |
False |
84,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1731 |
|
2.618 |
1.1577 |
|
1.618 |
1.1483 |
|
1.000 |
1.1425 |
|
0.618 |
1.1389 |
|
HIGH |
1.1331 |
|
0.618 |
1.1295 |
|
0.500 |
1.1284 |
|
0.382 |
1.1273 |
|
LOW |
1.1237 |
|
0.618 |
1.1179 |
|
1.000 |
1.1143 |
|
1.618 |
1.1085 |
|
2.618 |
1.0991 |
|
4.250 |
1.0838 |
|
|
| Fisher Pivots for day following 08-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1284 |
1.1254 |
| PP |
1.1277 |
1.1246 |
| S1 |
1.1269 |
1.1237 |
|