CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 16-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2016 |
16-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1293 |
1.1287 |
-0.0006 |
-0.1% |
1.1279 |
| High |
1.1342 |
1.1293 |
-0.0049 |
-0.4% |
1.1342 |
| Low |
1.1261 |
1.1192 |
-0.0070 |
-0.6% |
1.1192 |
| Close |
1.1285 |
1.1193 |
-0.0092 |
-0.8% |
1.1193 |
| Range |
0.0081 |
0.0101 |
0.0021 |
25.5% |
0.0150 |
| ATR |
0.0074 |
0.0076 |
0.0002 |
2.5% |
0.0000 |
| Volume |
153,541 |
216,725 |
63,184 |
41.2% |
705,293 |
|
| Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1529 |
1.1462 |
1.1249 |
|
| R3 |
1.1428 |
1.1361 |
1.1221 |
|
| R2 |
1.1327 |
1.1327 |
1.1212 |
|
| R1 |
1.1260 |
1.1260 |
1.1202 |
1.1243 |
| PP |
1.1226 |
1.1226 |
1.1226 |
1.1217 |
| S1 |
1.1159 |
1.1159 |
1.1184 |
1.1142 |
| S2 |
1.1125 |
1.1125 |
1.1174 |
|
| S3 |
1.1024 |
1.1058 |
1.1165 |
|
| S4 |
1.0923 |
1.0957 |
1.1137 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1692 |
1.1593 |
1.1276 |
|
| R3 |
1.1542 |
1.1443 |
1.1234 |
|
| R2 |
1.1392 |
1.1392 |
1.1221 |
|
| R1 |
1.1293 |
1.1293 |
1.1207 |
1.1267 |
| PP |
1.1242 |
1.1242 |
1.1242 |
1.1229 |
| S1 |
1.1143 |
1.1143 |
1.1179 |
1.1117 |
| S2 |
1.1092 |
1.1092 |
1.1166 |
|
| S3 |
1.0942 |
1.0993 |
1.1152 |
|
| S4 |
1.0792 |
1.0843 |
1.1111 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1342 |
1.1192 |
0.0150 |
1.3% |
0.0072 |
0.6% |
1% |
False |
True |
141,058 |
| 10 |
1.1373 |
1.1189 |
0.0184 |
1.6% |
0.0081 |
0.7% |
2% |
False |
False |
81,571 |
| 20 |
1.1415 |
1.1176 |
0.0239 |
2.1% |
0.0073 |
0.7% |
7% |
False |
False |
41,759 |
| 40 |
1.1423 |
1.1020 |
0.0403 |
3.6% |
0.0072 |
0.6% |
43% |
False |
False |
21,349 |
| 60 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0082 |
0.7% |
40% |
False |
False |
14,399 |
| 80 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0080 |
0.7% |
40% |
False |
False |
10,934 |
| 100 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0074 |
0.7% |
28% |
False |
False |
8,756 |
| 120 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0068 |
0.6% |
28% |
False |
False |
7,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1722 |
|
2.618 |
1.1557 |
|
1.618 |
1.1456 |
|
1.000 |
1.1394 |
|
0.618 |
1.1355 |
|
HIGH |
1.1293 |
|
0.618 |
1.1254 |
|
0.500 |
1.1242 |
|
0.382 |
1.1230 |
|
LOW |
1.1192 |
|
0.618 |
1.1129 |
|
1.000 |
1.1091 |
|
1.618 |
1.1028 |
|
2.618 |
1.0927 |
|
4.250 |
1.0762 |
|
|
| Fisher Pivots for day following 16-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1242 |
1.1267 |
| PP |
1.1226 |
1.1242 |
| S1 |
1.1209 |
1.1218 |
|