CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 09-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2016 |
09-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1287 |
1.1308 |
0.0022 |
0.2% |
1.1208 |
| High |
1.1373 |
1.1329 |
-0.0044 |
-0.4% |
1.1373 |
| Low |
1.1280 |
1.1244 |
-0.0037 |
-0.3% |
1.1189 |
| Close |
1.1304 |
1.1273 |
-0.0031 |
-0.3% |
1.1273 |
| Range |
0.0093 |
0.0086 |
-0.0008 |
-8.1% |
0.0184 |
| ATR |
0.0076 |
0.0077 |
0.0001 |
0.8% |
0.0000 |
| Volume |
30,208 |
27,676 |
-2,532 |
-8.4% |
107,306 |
|
| Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1538 |
1.1491 |
1.1320 |
|
| R3 |
1.1453 |
1.1406 |
1.1297 |
|
| R2 |
1.1367 |
1.1367 |
1.1289 |
|
| R1 |
1.1320 |
1.1320 |
1.1281 |
1.1301 |
| PP |
1.1282 |
1.1282 |
1.1282 |
1.1272 |
| S1 |
1.1235 |
1.1235 |
1.1265 |
1.1216 |
| S2 |
1.1196 |
1.1196 |
1.1257 |
|
| S3 |
1.1111 |
1.1149 |
1.1249 |
|
| S4 |
1.1025 |
1.1064 |
1.1226 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1830 |
1.1736 |
1.1374 |
|
| R3 |
1.1646 |
1.1552 |
1.1324 |
|
| R2 |
1.1462 |
1.1462 |
1.1307 |
|
| R1 |
1.1368 |
1.1368 |
1.1290 |
1.1415 |
| PP |
1.1278 |
1.1278 |
1.1278 |
1.1302 |
| S1 |
1.1184 |
1.1184 |
1.1256 |
1.1231 |
| S2 |
1.1094 |
1.1094 |
1.1239 |
|
| S3 |
1.0910 |
1.1000 |
1.1222 |
|
| S4 |
1.0726 |
1.0816 |
1.1172 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1373 |
1.1189 |
0.0184 |
1.6% |
0.0090 |
0.8% |
46% |
False |
False |
22,084 |
| 10 |
1.1395 |
1.1176 |
0.0219 |
1.9% |
0.0083 |
0.7% |
44% |
False |
False |
12,326 |
| 20 |
1.1423 |
1.1176 |
0.0247 |
2.2% |
0.0077 |
0.7% |
39% |
False |
False |
6,921 |
| 40 |
1.1423 |
1.1020 |
0.0403 |
3.6% |
0.0072 |
0.6% |
63% |
False |
False |
3,768 |
| 60 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0084 |
0.7% |
55% |
False |
False |
2,766 |
| 80 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0079 |
0.7% |
55% |
False |
False |
2,121 |
| 100 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0073 |
0.6% |
40% |
False |
False |
1,703 |
| 120 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0067 |
0.6% |
40% |
False |
False |
1,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1692 |
|
2.618 |
1.1553 |
|
1.618 |
1.1467 |
|
1.000 |
1.1415 |
|
0.618 |
1.1382 |
|
HIGH |
1.1329 |
|
0.618 |
1.1296 |
|
0.500 |
1.1286 |
|
0.382 |
1.1276 |
|
LOW |
1.1244 |
|
0.618 |
1.1191 |
|
1.000 |
1.1158 |
|
1.618 |
1.1105 |
|
2.618 |
1.1020 |
|
4.250 |
1.0880 |
|
|
| Fisher Pivots for day following 09-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1286 |
1.1308 |
| PP |
1.1282 |
1.1297 |
| S1 |
1.1277 |
1.1285 |
|