CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 15-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2016 |
15-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1219 |
1.1251 |
0.0032 |
0.3% |
1.1159 |
| High |
1.1277 |
1.1290 |
0.0014 |
0.1% |
1.1331 |
| Low |
1.1215 |
1.1220 |
0.0005 |
0.0% |
1.1144 |
| Close |
1.1252 |
1.1244 |
-0.0008 |
-0.1% |
1.1231 |
| Range |
0.0062 |
0.0071 |
0.0009 |
14.6% |
0.0188 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
296,864 |
248,876 |
-47,988 |
-16.2% |
857,021 |
|
| Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1463 |
1.1424 |
1.1283 |
|
| R3 |
1.1392 |
1.1353 |
1.1263 |
|
| R2 |
1.1322 |
1.1322 |
1.1257 |
|
| R1 |
1.1283 |
1.1283 |
1.1250 |
1.1267 |
| PP |
1.1251 |
1.1251 |
1.1251 |
1.1243 |
| S1 |
1.1212 |
1.1212 |
1.1238 |
1.1197 |
| S2 |
1.1181 |
1.1181 |
1.1231 |
|
| S3 |
1.1110 |
1.1142 |
1.1225 |
|
| S4 |
1.1040 |
1.1071 |
1.1205 |
|
|
| 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 |
1.1290 |
1.1201 |
0.0089 |
0.8% |
0.0067 |
0.6% |
48% |
True |
False |
228,548 |
| 10 |
1.1331 |
1.1133 |
0.0198 |
1.8% |
0.0080 |
0.7% |
56% |
False |
False |
218,925 |
| 20 |
1.1380 |
1.1131 |
0.0249 |
2.2% |
0.0073 |
0.7% |
45% |
False |
False |
178,219 |
| 40 |
1.1380 |
1.0976 |
0.0404 |
3.6% |
0.0074 |
0.7% |
66% |
False |
False |
153,125 |
| 60 |
1.1458 |
1.0947 |
0.0511 |
4.5% |
0.0086 |
0.8% |
58% |
False |
False |
154,942 |
| 80 |
1.1458 |
1.0947 |
0.0511 |
4.5% |
0.0087 |
0.8% |
58% |
False |
False |
140,313 |
| 100 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0084 |
0.7% |
41% |
False |
False |
112,481 |
| 120 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0083 |
0.7% |
41% |
False |
False |
93,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1590 |
|
2.618 |
1.1475 |
|
1.618 |
1.1404 |
|
1.000 |
1.1361 |
|
0.618 |
1.1334 |
|
HIGH |
1.1290 |
|
0.618 |
1.1263 |
|
0.500 |
1.1255 |
|
0.382 |
1.1246 |
|
LOW |
1.1220 |
|
0.618 |
1.1176 |
|
1.000 |
1.1149 |
|
1.618 |
1.1105 |
|
2.618 |
1.1035 |
|
4.250 |
1.0920 |
|
|
| Fisher Pivots for day following 15-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1255 |
1.1248 |
| PP |
1.1251 |
1.1247 |
| S1 |
1.1248 |
1.1245 |
|