CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 08-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2016 |
08-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1302 |
1.1287 |
-0.0015 |
-0.1% |
1.1249 |
| High |
1.1319 |
1.1373 |
0.0055 |
0.5% |
1.1305 |
| Low |
1.1277 |
1.1280 |
0.0004 |
0.0% |
1.1176 |
| Close |
1.1291 |
1.1304 |
0.0013 |
0.1% |
1.1210 |
| Range |
0.0042 |
0.0093 |
0.0051 |
121.4% |
0.0129 |
| ATR |
0.0075 |
0.0076 |
0.0001 |
1.7% |
0.0000 |
| Volume |
14,913 |
30,208 |
15,295 |
102.6% |
13,365 |
|
| Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1598 |
1.1544 |
1.1355 |
|
| R3 |
1.1505 |
1.1451 |
1.1329 |
|
| R2 |
1.1412 |
1.1412 |
1.1321 |
|
| R1 |
1.1358 |
1.1358 |
1.1312 |
1.1385 |
| PP |
1.1319 |
1.1319 |
1.1319 |
1.1332 |
| S1 |
1.1265 |
1.1265 |
1.1295 |
1.1292 |
| S2 |
1.1226 |
1.1226 |
1.1286 |
|
| S3 |
1.1133 |
1.1172 |
1.1278 |
|
| S4 |
1.1040 |
1.1079 |
1.1252 |
|
|
| 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 |
1.1373 |
1.1179 |
0.0194 |
1.7% |
0.0088 |
0.8% |
64% |
True |
False |
17,297 |
| 10 |
1.1395 |
1.1176 |
0.0219 |
1.9% |
0.0078 |
0.7% |
58% |
False |
False |
9,686 |
| 20 |
1.1423 |
1.1176 |
0.0247 |
2.2% |
0.0075 |
0.7% |
52% |
False |
False |
5,583 |
| 40 |
1.1423 |
1.1020 |
0.0403 |
3.6% |
0.0072 |
0.6% |
70% |
False |
False |
3,085 |
| 60 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0084 |
0.7% |
61% |
False |
False |
2,310 |
| 80 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0078 |
0.7% |
61% |
False |
False |
1,777 |
| 100 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0073 |
0.6% |
44% |
False |
False |
1,427 |
| 120 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0066 |
0.6% |
44% |
False |
False |
1,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1768 |
|
2.618 |
1.1616 |
|
1.618 |
1.1523 |
|
1.000 |
1.1466 |
|
0.618 |
1.1430 |
|
HIGH |
1.1373 |
|
0.618 |
1.1337 |
|
0.500 |
1.1327 |
|
0.382 |
1.1316 |
|
LOW |
1.1280 |
|
0.618 |
1.1223 |
|
1.000 |
1.1187 |
|
1.618 |
1.1130 |
|
2.618 |
1.1037 |
|
4.250 |
1.0885 |
|
|
| Fisher Pivots for day following 08-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1327 |
1.1296 |
| PP |
1.1319 |
1.1289 |
| S1 |
1.1311 |
1.1281 |
|