CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 12-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2016 |
12-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1268 |
1.1238 |
-0.0031 |
-0.3% |
1.1159 |
| High |
1.1288 |
1.1273 |
-0.0015 |
-0.1% |
1.1331 |
| Low |
1.1201 |
1.1213 |
0.0012 |
0.1% |
1.1144 |
| Close |
1.1231 |
1.1245 |
0.0014 |
0.1% |
1.1231 |
| Range |
0.0087 |
0.0060 |
-0.0027 |
-30.6% |
0.0188 |
| ATR |
0.0080 |
0.0078 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
188,058 |
183,833 |
-4,225 |
-2.2% |
857,021 |
|
| Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1424 |
1.1394 |
1.1278 |
|
| R3 |
1.1364 |
1.1334 |
1.1262 |
|
| R2 |
1.1304 |
1.1304 |
1.1256 |
|
| R1 |
1.1274 |
1.1274 |
1.1251 |
1.1289 |
| PP |
1.1244 |
1.1244 |
1.1244 |
1.1251 |
| S1 |
1.1214 |
1.1214 |
1.1240 |
1.1229 |
| S2 |
1.1184 |
1.1184 |
1.1234 |
|
| S3 |
1.1124 |
1.1154 |
1.1229 |
|
| S4 |
1.1064 |
1.1094 |
1.1212 |
|
|
| 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 |
1.1144 |
0.0188 |
1.7% |
0.0082 |
0.7% |
54% |
False |
False |
208,170 |
| 10 |
1.1331 |
1.1131 |
0.0200 |
1.8% |
0.0076 |
0.7% |
57% |
False |
False |
181,283 |
| 20 |
1.1380 |
1.1131 |
0.0249 |
2.2% |
0.0077 |
0.7% |
46% |
False |
False |
160,398 |
| 40 |
1.1380 |
1.0976 |
0.0404 |
3.6% |
0.0074 |
0.7% |
67% |
False |
False |
142,820 |
| 60 |
1.1458 |
1.0947 |
0.0511 |
4.5% |
0.0088 |
0.8% |
58% |
False |
False |
149,365 |
| 80 |
1.1458 |
1.0947 |
0.0511 |
4.5% |
0.0087 |
0.8% |
58% |
False |
False |
130,746 |
| 100 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0084 |
0.8% |
42% |
False |
False |
104,783 |
| 120 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0083 |
0.7% |
42% |
False |
False |
87,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1528 |
|
2.618 |
1.1430 |
|
1.618 |
1.1370 |
|
1.000 |
1.1333 |
|
0.618 |
1.1310 |
|
HIGH |
1.1273 |
|
0.618 |
1.1250 |
|
0.500 |
1.1243 |
|
0.382 |
1.1236 |
|
LOW |
1.1213 |
|
0.618 |
1.1176 |
|
1.000 |
1.1153 |
|
1.618 |
1.1116 |
|
2.618 |
1.1056 |
|
4.250 |
1.0958 |
|
|
| Fisher Pivots for day following 12-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1244 |
1.1266 |
| PP |
1.1244 |
1.1259 |
| S1 |
1.1243 |
1.1252 |
|