CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 15-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2016 |
15-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1261 |
1.1293 |
0.0032 |
0.3% |
1.1208 |
| High |
1.1318 |
1.1342 |
0.0024 |
0.2% |
1.1373 |
| Low |
1.1257 |
1.1261 |
0.0005 |
0.0% |
1.1189 |
| Close |
1.1294 |
1.1285 |
-0.0009 |
-0.1% |
1.1273 |
| Range |
0.0062 |
0.0081 |
0.0019 |
30.9% |
0.0184 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.6% |
0.0000 |
| Volume |
185,974 |
153,541 |
-32,433 |
-17.4% |
107,306 |
|
| Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1537 |
1.1492 |
1.1329 |
|
| R3 |
1.1457 |
1.1411 |
1.1307 |
|
| R2 |
1.1376 |
1.1376 |
1.1300 |
|
| R1 |
1.1331 |
1.1331 |
1.1292 |
1.1313 |
| PP |
1.1296 |
1.1296 |
1.1296 |
1.1287 |
| S1 |
1.1250 |
1.1250 |
1.1278 |
1.1233 |
| S2 |
1.1215 |
1.1215 |
1.1270 |
|
| S3 |
1.1135 |
1.1170 |
1.1263 |
|
| S4 |
1.1054 |
1.1089 |
1.1241 |
|
|
| 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 |
1.1342 |
1.1244 |
0.0098 |
0.9% |
0.0069 |
0.6% |
42% |
True |
False |
103,248 |
| 10 |
1.1373 |
1.1179 |
0.0194 |
1.7% |
0.0078 |
0.7% |
55% |
False |
False |
60,273 |
| 20 |
1.1423 |
1.1176 |
0.0247 |
2.2% |
0.0072 |
0.6% |
44% |
False |
False |
31,003 |
| 40 |
1.1423 |
1.1020 |
0.0403 |
3.6% |
0.0072 |
0.6% |
66% |
False |
False |
15,938 |
| 60 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0082 |
0.7% |
58% |
False |
False |
10,817 |
| 80 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0080 |
0.7% |
58% |
False |
False |
8,226 |
| 100 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0073 |
0.7% |
41% |
False |
False |
6,589 |
| 120 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0068 |
0.6% |
41% |
False |
False |
5,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1684 |
|
2.618 |
1.1552 |
|
1.618 |
1.1472 |
|
1.000 |
1.1422 |
|
0.618 |
1.1391 |
|
HIGH |
1.1342 |
|
0.618 |
1.1311 |
|
0.500 |
1.1301 |
|
0.382 |
1.1292 |
|
LOW |
1.1261 |
|
0.618 |
1.1211 |
|
1.000 |
1.1181 |
|
1.618 |
1.1131 |
|
2.618 |
1.1050 |
|
4.250 |
1.0919 |
|
|
| Fisher Pivots for day following 15-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1301 |
1.1294 |
| PP |
1.1296 |
1.1291 |
| S1 |
1.1290 |
1.1288 |
|