CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 07-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2016 |
07-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1208 |
1.1302 |
0.0094 |
0.8% |
1.1249 |
| High |
1.1312 |
1.1319 |
0.0007 |
0.1% |
1.1305 |
| Low |
1.1189 |
1.1277 |
0.0088 |
0.8% |
1.1176 |
| Close |
1.1304 |
1.1291 |
-0.0013 |
-0.1% |
1.1210 |
| Range |
0.0123 |
0.0042 |
-0.0081 |
-65.9% |
0.0129 |
| ATR |
0.0078 |
0.0075 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
34,509 |
14,913 |
-19,596 |
-56.8% |
13,365 |
|
| Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1421 |
1.1398 |
1.1314 |
|
| R3 |
1.1379 |
1.1356 |
1.1302 |
|
| R2 |
1.1337 |
1.1337 |
1.1298 |
|
| R1 |
1.1314 |
1.1314 |
1.1294 |
1.1305 |
| PP |
1.1295 |
1.1295 |
1.1295 |
1.1291 |
| S1 |
1.1272 |
1.1272 |
1.1287 |
1.1263 |
| S2 |
1.1253 |
1.1253 |
1.1283 |
|
| S3 |
1.1211 |
1.1230 |
1.1279 |
|
| S4 |
1.1169 |
1.1188 |
1.1267 |
|
|
| 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 |
1.1319 |
1.1176 |
0.0143 |
1.3% |
0.0077 |
0.7% |
80% |
True |
False |
11,960 |
| 10 |
1.1395 |
1.1176 |
0.0219 |
1.9% |
0.0076 |
0.7% |
52% |
False |
False |
6,793 |
| 20 |
1.1423 |
1.1176 |
0.0247 |
2.2% |
0.0074 |
0.7% |
46% |
False |
False |
4,122 |
| 40 |
1.1423 |
1.1020 |
0.0403 |
3.6% |
0.0072 |
0.6% |
67% |
False |
False |
2,334 |
| 60 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0085 |
0.7% |
59% |
False |
False |
1,824 |
| 80 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0077 |
0.7% |
59% |
False |
False |
1,399 |
| 100 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0072 |
0.6% |
42% |
False |
False |
1,125 |
| 120 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0065 |
0.6% |
42% |
False |
False |
943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1497 |
|
2.618 |
1.1428 |
|
1.618 |
1.1386 |
|
1.000 |
1.1361 |
|
0.618 |
1.1344 |
|
HIGH |
1.1319 |
|
0.618 |
1.1302 |
|
0.500 |
1.1298 |
|
0.382 |
1.1293 |
|
LOW |
1.1277 |
|
0.618 |
1.1251 |
|
1.000 |
1.1235 |
|
1.618 |
1.1209 |
|
2.618 |
1.1167 |
|
4.250 |
1.1098 |
|
|
| Fisher Pivots for day following 07-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1298 |
1.1278 |
| PP |
1.1295 |
1.1266 |
| S1 |
1.1293 |
1.1254 |
|