CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 19-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2016 |
19-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1287 |
1.1196 |
-0.0092 |
-0.8% |
1.1279 |
| High |
1.1293 |
1.1240 |
-0.0053 |
-0.5% |
1.1342 |
| Low |
1.1192 |
1.1193 |
0.0001 |
0.0% |
1.1192 |
| Close |
1.1193 |
1.1219 |
0.0026 |
0.2% |
1.1193 |
| Range |
0.0101 |
0.0048 |
-0.0054 |
-53.0% |
0.0150 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
216,725 |
116,856 |
-99,869 |
-46.1% |
705,293 |
|
| Daily Pivots for day following 19-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1360 |
1.1337 |
1.1245 |
|
| R3 |
1.1312 |
1.1289 |
1.1232 |
|
| R2 |
1.1265 |
1.1265 |
1.1228 |
|
| R1 |
1.1242 |
1.1242 |
1.1223 |
1.1253 |
| PP |
1.1217 |
1.1217 |
1.1217 |
1.1223 |
| S1 |
1.1194 |
1.1194 |
1.1215 |
1.1206 |
| S2 |
1.1170 |
1.1170 |
1.1210 |
|
| S3 |
1.1122 |
1.1147 |
1.1206 |
|
| S4 |
1.1075 |
1.1099 |
1.1193 |
|
|
| 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% |
0.0070 |
0.6% |
18% |
False |
False |
154,850 |
| 10 |
1.1373 |
1.1189 |
0.0184 |
1.6% |
0.0075 |
0.7% |
16% |
False |
False |
92,945 |
| 20 |
1.1412 |
1.1176 |
0.0236 |
2.1% |
0.0073 |
0.6% |
18% |
False |
False |
47,499 |
| 40 |
1.1423 |
1.1020 |
0.0403 |
3.6% |
0.0071 |
0.6% |
49% |
False |
False |
24,264 |
| 60 |
1.1486 |
1.0994 |
0.0492 |
4.4% |
0.0081 |
0.7% |
46% |
False |
False |
16,340 |
| 80 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0081 |
0.7% |
45% |
False |
False |
12,395 |
| 100 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0074 |
0.7% |
32% |
False |
False |
9,924 |
| 120 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0068 |
0.6% |
32% |
False |
False |
8,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1442 |
|
2.618 |
1.1364 |
|
1.618 |
1.1317 |
|
1.000 |
1.1288 |
|
0.618 |
1.1269 |
|
HIGH |
1.1240 |
|
0.618 |
1.1222 |
|
0.500 |
1.1216 |
|
0.382 |
1.1211 |
|
LOW |
1.1193 |
|
0.618 |
1.1163 |
|
1.000 |
1.1145 |
|
1.618 |
1.1116 |
|
2.618 |
1.1068 |
|
4.250 |
1.0991 |
|
|
| Fisher Pivots for day following 19-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1218 |
1.1267 |
| PP |
1.1217 |
1.1251 |
| S1 |
1.1216 |
1.1235 |
|