CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 12-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2016 |
12-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1308 |
1.1279 |
-0.0029 |
-0.3% |
1.1208 |
| High |
1.1329 |
1.1316 |
-0.0014 |
-0.1% |
1.1373 |
| Low |
1.1244 |
1.1255 |
0.0012 |
0.1% |
1.1189 |
| Close |
1.1273 |
1.1287 |
0.0014 |
0.1% |
1.1273 |
| Range |
0.0086 |
0.0061 |
-0.0025 |
-29.2% |
0.0184 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
27,676 |
47,896 |
20,220 |
73.1% |
107,306 |
|
| Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1467 |
1.1437 |
1.1320 |
|
| R3 |
1.1407 |
1.1377 |
1.1303 |
|
| R2 |
1.1346 |
1.1346 |
1.1298 |
|
| R1 |
1.1316 |
1.1316 |
1.1292 |
1.1331 |
| PP |
1.1286 |
1.1286 |
1.1286 |
1.1293 |
| S1 |
1.1256 |
1.1256 |
1.1281 |
1.1271 |
| S2 |
1.1225 |
1.1225 |
1.1275 |
|
| S3 |
1.1165 |
1.1195 |
1.1270 |
|
| S4 |
1.1104 |
1.1135 |
1.1253 |
|
|
| 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% |
0.0081 |
0.7% |
53% |
False |
False |
31,040 |
| 10 |
1.1373 |
1.1176 |
0.0197 |
1.7% |
0.0073 |
0.6% |
56% |
False |
False |
16,856 |
| 20 |
1.1423 |
1.1176 |
0.0247 |
2.2% |
0.0075 |
0.7% |
45% |
False |
False |
9,220 |
| 40 |
1.1423 |
1.1020 |
0.0403 |
3.6% |
0.0071 |
0.6% |
66% |
False |
False |
4,949 |
| 60 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0082 |
0.7% |
58% |
False |
False |
3,546 |
| 80 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0079 |
0.7% |
58% |
False |
False |
2,719 |
| 100 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0073 |
0.6% |
41% |
False |
False |
2,182 |
| 120 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0067 |
0.6% |
41% |
False |
False |
1,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1573 |
|
2.618 |
1.1474 |
|
1.618 |
1.1413 |
|
1.000 |
1.1376 |
|
0.618 |
1.1353 |
|
HIGH |
1.1316 |
|
0.618 |
1.1292 |
|
0.500 |
1.1285 |
|
0.382 |
1.1278 |
|
LOW |
1.1255 |
|
0.618 |
1.1218 |
|
1.000 |
1.1195 |
|
1.618 |
1.1157 |
|
2.618 |
1.1097 |
|
4.250 |
1.0998 |
|
|
| Fisher Pivots for day following 12-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1286 |
1.1308 |
| PP |
1.1286 |
1.1301 |
| S1 |
1.1285 |
1.1294 |
|