CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 16-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2016 |
16-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1251 |
1.1244 |
-0.0007 |
-0.1% |
1.1238 |
| High |
1.1290 |
1.1252 |
-0.0039 |
-0.3% |
1.1290 |
| Low |
1.1220 |
1.1150 |
-0.0070 |
-0.6% |
1.1150 |
| Close |
1.1244 |
1.1152 |
-0.0093 |
-0.8% |
1.1152 |
| Range |
0.0071 |
0.0102 |
0.0031 |
44.0% |
0.0140 |
| ATR |
0.0076 |
0.0077 |
0.0002 |
2.4% |
0.0000 |
| Volume |
248,876 |
61,377 |
-187,499 |
-75.3% |
1,016,063 |
|
| Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1489 |
1.1422 |
1.1207 |
|
| R3 |
1.1387 |
1.1320 |
1.1179 |
|
| R2 |
1.1286 |
1.1286 |
1.1170 |
|
| R1 |
1.1219 |
1.1219 |
1.1161 |
1.1202 |
| PP |
1.1184 |
1.1184 |
1.1184 |
1.1176 |
| S1 |
1.1117 |
1.1117 |
1.1142 |
1.1100 |
| S2 |
1.1083 |
1.1083 |
1.1133 |
|
| S3 |
1.0981 |
1.1016 |
1.1124 |
|
| S4 |
1.0880 |
1.0914 |
1.1096 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1617 |
1.1524 |
1.1229 |
|
| R3 |
1.1477 |
1.1384 |
1.1190 |
|
| R2 |
1.1337 |
1.1337 |
1.1177 |
|
| R1 |
1.1244 |
1.1244 |
1.1164 |
1.1221 |
| PP |
1.1197 |
1.1197 |
1.1197 |
1.1185 |
| S1 |
1.1104 |
1.1104 |
1.1139 |
1.1081 |
| S2 |
1.1057 |
1.1057 |
1.1126 |
|
| S3 |
1.0917 |
1.0964 |
1.1113 |
|
| S4 |
1.0777 |
1.0824 |
1.1075 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1290 |
1.1150 |
0.0140 |
1.3% |
0.0070 |
0.6% |
1% |
False |
True |
203,212 |
| 10 |
1.1331 |
1.1140 |
0.0191 |
1.7% |
0.0082 |
0.7% |
6% |
False |
False |
207,634 |
| 20 |
1.1373 |
1.1131 |
0.0242 |
2.2% |
0.0074 |
0.7% |
8% |
False |
False |
173,324 |
| 40 |
1.1380 |
1.0976 |
0.0404 |
3.6% |
0.0074 |
0.7% |
43% |
False |
False |
150,362 |
| 60 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0086 |
0.8% |
40% |
False |
False |
153,831 |
| 80 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0087 |
0.8% |
40% |
False |
False |
141,049 |
| 100 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0084 |
0.8% |
28% |
False |
False |
113,086 |
| 120 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0083 |
0.7% |
28% |
False |
False |
94,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1683 |
|
2.618 |
1.1517 |
|
1.618 |
1.1416 |
|
1.000 |
1.1353 |
|
0.618 |
1.1314 |
|
HIGH |
1.1252 |
|
0.618 |
1.1213 |
|
0.500 |
1.1201 |
|
0.382 |
1.1189 |
|
LOW |
1.1150 |
|
0.618 |
1.1087 |
|
1.000 |
1.1049 |
|
1.618 |
1.0986 |
|
2.618 |
1.0884 |
|
4.250 |
1.0719 |
|
|
| Fisher Pivots for day following 16-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1201 |
1.1220 |
| PP |
1.1184 |
1.1197 |
| S1 |
1.1168 |
1.1174 |
|