CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 13-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2016 |
13-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1279 |
1.1278 |
-0.0002 |
0.0% |
1.1208 |
| High |
1.1316 |
1.1304 |
-0.0012 |
-0.1% |
1.1373 |
| Low |
1.1255 |
1.1247 |
-0.0009 |
-0.1% |
1.1189 |
| Close |
1.1287 |
1.1252 |
-0.0035 |
-0.3% |
1.1273 |
| Range |
0.0061 |
0.0057 |
-0.0004 |
-5.8% |
0.0184 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
47,896 |
101,157 |
53,261 |
111.2% |
107,306 |
|
| Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1438 |
1.1402 |
1.1283 |
|
| R3 |
1.1381 |
1.1345 |
1.1267 |
|
| R2 |
1.1324 |
1.1324 |
1.1262 |
|
| R1 |
1.1288 |
1.1288 |
1.1257 |
1.1278 |
| PP |
1.1267 |
1.1267 |
1.1267 |
1.1262 |
| S1 |
1.1231 |
1.1231 |
1.1246 |
1.1221 |
| S2 |
1.1210 |
1.1210 |
1.1241 |
|
| S3 |
1.1153 |
1.1174 |
1.1236 |
|
| S4 |
1.1096 |
1.1117 |
1.1220 |
|
|
| 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 |
1.1244 |
0.0130 |
1.2% |
0.0068 |
0.6% |
6% |
False |
False |
44,370 |
| 10 |
1.1373 |
1.1176 |
0.0197 |
1.8% |
0.0074 |
0.7% |
38% |
False |
False |
26,808 |
| 20 |
1.1423 |
1.1176 |
0.0247 |
2.2% |
0.0076 |
0.7% |
31% |
False |
False |
14,247 |
| 40 |
1.1423 |
1.1020 |
0.0403 |
3.6% |
0.0071 |
0.6% |
58% |
False |
False |
7,472 |
| 60 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0082 |
0.7% |
51% |
False |
False |
5,214 |
| 80 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0079 |
0.7% |
51% |
False |
False |
3,983 |
| 100 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0072 |
0.6% |
37% |
False |
False |
3,194 |
| 120 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0067 |
0.6% |
37% |
False |
False |
2,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1546 |
|
2.618 |
1.1453 |
|
1.618 |
1.1396 |
|
1.000 |
1.1361 |
|
0.618 |
1.1339 |
|
HIGH |
1.1304 |
|
0.618 |
1.1282 |
|
0.500 |
1.1275 |
|
0.382 |
1.1268 |
|
LOW |
1.1247 |
|
0.618 |
1.1211 |
|
1.000 |
1.1190 |
|
1.618 |
1.1154 |
|
2.618 |
1.1097 |
|
4.250 |
1.1004 |
|
|
| Fisher Pivots for day following 13-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1275 |
1.1286 |
| PP |
1.1267 |
1.1275 |
| S1 |
1.1259 |
1.1263 |
|