CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 06-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2016 |
06-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1246 |
1.1208 |
-0.0039 |
-0.3% |
1.1249 |
| High |
1.1305 |
1.1312 |
0.0008 |
0.1% |
1.1305 |
| Low |
1.1201 |
1.1189 |
-0.0012 |
-0.1% |
1.1176 |
| Close |
1.1210 |
1.1304 |
0.0094 |
0.8% |
1.1210 |
| Range |
0.0104 |
0.0123 |
0.0019 |
18.3% |
0.0129 |
| ATR |
0.0074 |
0.0078 |
0.0003 |
4.7% |
0.0000 |
| Volume |
3,117 |
34,509 |
31,392 |
1,007.1% |
13,365 |
|
| Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1637 |
1.1593 |
1.1371 |
|
| R3 |
1.1514 |
1.1470 |
1.1337 |
|
| R2 |
1.1391 |
1.1391 |
1.1326 |
|
| R1 |
1.1347 |
1.1347 |
1.1315 |
1.1369 |
| PP |
1.1268 |
1.1268 |
1.1268 |
1.1279 |
| S1 |
1.1224 |
1.1224 |
1.1292 |
1.1246 |
| S2 |
1.1145 |
1.1145 |
1.1281 |
|
| S3 |
1.1022 |
1.1101 |
1.1270 |
|
| S4 |
1.0899 |
1.0978 |
1.1236 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1616 |
1.1541 |
1.1280 |
|
| R3 |
1.1487 |
1.1413 |
1.1245 |
|
| R2 |
1.1359 |
1.1359 |
1.1233 |
|
| R1 |
1.1284 |
1.1284 |
1.1221 |
1.1257 |
| PP |
1.1230 |
1.1230 |
1.1230 |
1.1217 |
| S1 |
1.1156 |
1.1156 |
1.1198 |
1.1129 |
| S2 |
1.1102 |
1.1102 |
1.1186 |
|
| S3 |
1.0973 |
1.1027 |
1.1174 |
|
| S4 |
1.0845 |
1.0899 |
1.1139 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1312 |
1.1176 |
0.0136 |
1.2% |
0.0081 |
0.7% |
94% |
True |
False |
9,247 |
| 10 |
1.1412 |
1.1176 |
0.0236 |
2.1% |
0.0077 |
0.7% |
54% |
False |
False |
5,400 |
| 20 |
1.1423 |
1.1134 |
0.0289 |
2.6% |
0.0074 |
0.7% |
59% |
False |
False |
3,445 |
| 40 |
1.1423 |
1.1020 |
0.0403 |
3.6% |
0.0072 |
0.6% |
70% |
False |
False |
1,969 |
| 60 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0085 |
0.8% |
61% |
False |
False |
1,578 |
| 80 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0078 |
0.7% |
61% |
False |
False |
1,214 |
| 100 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0071 |
0.6% |
44% |
False |
False |
976 |
| 120 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0066 |
0.6% |
44% |
False |
False |
819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1835 |
|
2.618 |
1.1634 |
|
1.618 |
1.1511 |
|
1.000 |
1.1435 |
|
0.618 |
1.1388 |
|
HIGH |
1.1312 |
|
0.618 |
1.1265 |
|
0.500 |
1.1251 |
|
0.382 |
1.1236 |
|
LOW |
1.1189 |
|
0.618 |
1.1113 |
|
1.000 |
1.1066 |
|
1.618 |
1.0990 |
|
2.618 |
1.0867 |
|
4.250 |
1.0666 |
|
|
| Fisher Pivots for day following 06-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1286 |
1.1284 |
| PP |
1.1268 |
1.1265 |
| S1 |
1.1251 |
1.1246 |
|