CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 09-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2016 |
09-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1243 |
1.1268 |
0.0025 |
0.2% |
1.1159 |
| High |
1.1331 |
1.1288 |
-0.0044 |
-0.4% |
1.1331 |
| Low |
1.1237 |
1.1201 |
-0.0036 |
-0.3% |
1.1144 |
| Close |
1.1262 |
1.1231 |
-0.0031 |
-0.3% |
1.1231 |
| Range |
0.0094 |
0.0087 |
-0.0008 |
-8.0% |
0.0188 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
0.7% |
0.0000 |
| Volume |
259,421 |
188,058 |
-71,363 |
-27.5% |
857,021 |
|
| Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1499 |
1.1452 |
1.1279 |
|
| R3 |
1.1413 |
1.1365 |
1.1255 |
|
| R2 |
1.1326 |
1.1326 |
1.1247 |
|
| R1 |
1.1279 |
1.1279 |
1.1239 |
1.1259 |
| PP |
1.1240 |
1.1240 |
1.1240 |
1.1230 |
| S1 |
1.1192 |
1.1192 |
1.1223 |
1.1173 |
| S2 |
1.1153 |
1.1153 |
1.1215 |
|
| S3 |
1.1067 |
1.1106 |
1.1207 |
|
| S4 |
1.0980 |
1.1019 |
1.1183 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1798 |
1.1702 |
1.1334 |
|
| R3 |
1.1610 |
1.1514 |
1.1283 |
|
| R2 |
1.1423 |
1.1423 |
1.1265 |
|
| R1 |
1.1327 |
1.1327 |
1.1248 |
1.1375 |
| PP |
1.1235 |
1.1235 |
1.1235 |
1.1259 |
| S1 |
1.1139 |
1.1139 |
1.1214 |
1.1187 |
| S2 |
1.1048 |
1.1048 |
1.1197 |
|
| S3 |
1.0860 |
1.0952 |
1.1179 |
|
| S4 |
1.0673 |
1.0764 |
1.1128 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1331 |
1.1140 |
0.0191 |
1.7% |
0.0094 |
0.8% |
48% |
False |
False |
212,055 |
| 10 |
1.1352 |
1.1131 |
0.0221 |
2.0% |
0.0086 |
0.8% |
45% |
False |
False |
189,082 |
| 20 |
1.1380 |
1.1131 |
0.0249 |
2.2% |
0.0079 |
0.7% |
40% |
False |
False |
158,135 |
| 40 |
1.1380 |
1.0976 |
0.0404 |
3.6% |
0.0075 |
0.7% |
63% |
False |
False |
141,769 |
| 60 |
1.1458 |
1.0947 |
0.0511 |
4.5% |
0.0089 |
0.8% |
56% |
False |
False |
150,501 |
| 80 |
1.1458 |
1.0947 |
0.0511 |
4.5% |
0.0087 |
0.8% |
56% |
False |
False |
128,467 |
| 100 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0085 |
0.8% |
40% |
False |
False |
102,946 |
| 120 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0083 |
0.7% |
40% |
False |
False |
85,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1655 |
|
2.618 |
1.1514 |
|
1.618 |
1.1427 |
|
1.000 |
1.1374 |
|
0.618 |
1.1341 |
|
HIGH |
1.1288 |
|
0.618 |
1.1254 |
|
0.500 |
1.1244 |
|
0.382 |
1.1234 |
|
LOW |
1.1201 |
|
0.618 |
1.1148 |
|
1.000 |
1.1115 |
|
1.618 |
1.1061 |
|
2.618 |
1.0975 |
|
4.250 |
1.0833 |
|
|
| Fisher Pivots for day following 09-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1244 |
1.1266 |
| PP |
1.1240 |
1.1254 |
| S1 |
1.1235 |
1.1243 |
|