CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 14-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2016 |
14-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1278 |
1.1261 |
-0.0017 |
-0.1% |
1.1208 |
| High |
1.1304 |
1.1318 |
0.0015 |
0.1% |
1.1373 |
| Low |
1.1247 |
1.1257 |
0.0010 |
0.1% |
1.1189 |
| Close |
1.1252 |
1.1294 |
0.0042 |
0.4% |
1.1273 |
| Range |
0.0057 |
0.0062 |
0.0005 |
7.9% |
0.0184 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
101,157 |
185,974 |
84,817 |
83.8% |
107,306 |
|
| Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1474 |
1.1445 |
1.1327 |
|
| R3 |
1.1412 |
1.1384 |
1.1310 |
|
| R2 |
1.1351 |
1.1351 |
1.1305 |
|
| R1 |
1.1322 |
1.1322 |
1.1299 |
1.1337 |
| PP |
1.1289 |
1.1289 |
1.1289 |
1.1297 |
| S1 |
1.1261 |
1.1261 |
1.1288 |
1.1275 |
| S2 |
1.1228 |
1.1228 |
1.1282 |
|
| S3 |
1.1166 |
1.1199 |
1.1277 |
|
| S4 |
1.1105 |
1.1138 |
1.1260 |
|
|
| 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 |
1.1% |
0.0072 |
0.6% |
39% |
False |
False |
78,582 |
| 10 |
1.1373 |
1.1176 |
0.0197 |
1.7% |
0.0074 |
0.7% |
60% |
False |
False |
45,271 |
| 20 |
1.1423 |
1.1176 |
0.0247 |
2.2% |
0.0072 |
0.6% |
48% |
False |
False |
23,382 |
| 40 |
1.1423 |
1.1020 |
0.0403 |
3.6% |
0.0071 |
0.6% |
68% |
False |
False |
12,108 |
| 60 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0082 |
0.7% |
59% |
False |
False |
8,291 |
| 80 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0079 |
0.7% |
59% |
False |
False |
6,307 |
| 100 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0073 |
0.6% |
42% |
False |
False |
5,053 |
| 120 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0068 |
0.6% |
42% |
False |
False |
4,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1579 |
|
2.618 |
1.1479 |
|
1.618 |
1.1418 |
|
1.000 |
1.1380 |
|
0.618 |
1.1356 |
|
HIGH |
1.1318 |
|
0.618 |
1.1295 |
|
0.500 |
1.1287 |
|
0.382 |
1.1280 |
|
LOW |
1.1257 |
|
0.618 |
1.1218 |
|
1.000 |
1.1195 |
|
1.618 |
1.1157 |
|
2.618 |
1.1095 |
|
4.250 |
1.0995 |
|
|
| Fisher Pivots for day following 14-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1291 |
1.1290 |
| PP |
1.1289 |
1.1286 |
| S1 |
1.1287 |
1.1282 |
|