CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 14-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2016 |
14-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1237 |
1.1219 |
-0.0018 |
-0.2% |
1.1159 |
| High |
1.1263 |
1.1277 |
0.0014 |
0.1% |
1.1331 |
| Low |
1.1206 |
1.1215 |
0.0009 |
0.1% |
1.1144 |
| Close |
1.1211 |
1.1252 |
0.0042 |
0.4% |
1.1231 |
| Range |
0.0057 |
0.0062 |
0.0005 |
8.8% |
0.0188 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
225,113 |
296,864 |
71,751 |
31.9% |
857,021 |
|
| Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1432 |
1.1404 |
1.1286 |
|
| R3 |
1.1371 |
1.1342 |
1.1269 |
|
| R2 |
1.1309 |
1.1309 |
1.1263 |
|
| R1 |
1.1281 |
1.1281 |
1.1258 |
1.1295 |
| PP |
1.1248 |
1.1248 |
1.1248 |
1.1255 |
| S1 |
1.1219 |
1.1219 |
1.1246 |
1.1234 |
| S2 |
1.1186 |
1.1186 |
1.1241 |
|
| S3 |
1.1125 |
1.1158 |
1.1235 |
|
| S4 |
1.1063 |
1.1096 |
1.1218 |
|
|
| 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 |
1.1201 |
0.0130 |
1.2% |
0.0072 |
0.6% |
39% |
False |
False |
230,657 |
| 10 |
1.1331 |
1.1131 |
0.0200 |
1.8% |
0.0077 |
0.7% |
61% |
False |
False |
208,937 |
| 20 |
1.1380 |
1.1131 |
0.0249 |
2.2% |
0.0073 |
0.7% |
49% |
False |
False |
172,760 |
| 40 |
1.1380 |
1.0976 |
0.0404 |
3.6% |
0.0073 |
0.7% |
68% |
False |
False |
150,022 |
| 60 |
1.1458 |
1.0947 |
0.0511 |
4.5% |
0.0087 |
0.8% |
60% |
False |
False |
153,224 |
| 80 |
1.1458 |
1.0947 |
0.0511 |
4.5% |
0.0087 |
0.8% |
60% |
False |
False |
137,220 |
| 100 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0084 |
0.7% |
42% |
False |
False |
109,994 |
| 120 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0083 |
0.7% |
42% |
False |
False |
91,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1538 |
|
2.618 |
1.1438 |
|
1.618 |
1.1376 |
|
1.000 |
1.1338 |
|
0.618 |
1.1315 |
|
HIGH |
1.1277 |
|
0.618 |
1.1253 |
|
0.500 |
1.1246 |
|
0.382 |
1.1238 |
|
LOW |
1.1215 |
|
0.618 |
1.1177 |
|
1.000 |
1.1154 |
|
1.618 |
1.1115 |
|
2.618 |
1.1054 |
|
4.250 |
1.0954 |
|
|
| Fisher Pivots for day following 14-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1250 |
1.1248 |
| PP |
1.1248 |
1.1245 |
| S1 |
1.1246 |
1.1241 |
|