CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 20-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2016 |
20-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1196 |
1.1218 |
0.0023 |
0.2% |
1.1279 |
| High |
1.1240 |
1.1255 |
0.0015 |
0.1% |
1.1342 |
| Low |
1.1193 |
1.1191 |
-0.0002 |
0.0% |
1.1192 |
| Close |
1.1219 |
1.1199 |
-0.0021 |
-0.2% |
1.1193 |
| Range |
0.0048 |
0.0064 |
0.0017 |
34.7% |
0.0150 |
| ATR |
0.0074 |
0.0074 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
116,856 |
131,280 |
14,424 |
12.3% |
705,293 |
|
| Daily Pivots for day following 20-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1407 |
1.1367 |
1.1234 |
|
| R3 |
1.1343 |
1.1303 |
1.1216 |
|
| R2 |
1.1279 |
1.1279 |
1.1210 |
|
| R1 |
1.1239 |
1.1239 |
1.1204 |
1.1227 |
| PP |
1.1215 |
1.1215 |
1.1215 |
1.1209 |
| S1 |
1.1175 |
1.1175 |
1.1193 |
1.1163 |
| S2 |
1.1151 |
1.1151 |
1.1187 |
|
| S3 |
1.1087 |
1.1111 |
1.1181 |
|
| S4 |
1.1023 |
1.1047 |
1.1163 |
|
|
| 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 |
1.1191 |
0.0151 |
1.3% |
0.0071 |
0.6% |
5% |
False |
True |
160,875 |
| 10 |
1.1373 |
1.1191 |
0.0182 |
1.6% |
0.0069 |
0.6% |
4% |
False |
True |
102,622 |
| 20 |
1.1412 |
1.1176 |
0.0236 |
2.1% |
0.0073 |
0.7% |
10% |
False |
False |
54,011 |
| 40 |
1.1423 |
1.1034 |
0.0389 |
3.5% |
0.0072 |
0.6% |
42% |
False |
False |
27,520 |
| 60 |
1.1423 |
1.1020 |
0.0403 |
3.6% |
0.0074 |
0.7% |
44% |
False |
False |
18,503 |
| 80 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0081 |
0.7% |
41% |
False |
False |
14,035 |
| 100 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0075 |
0.7% |
29% |
False |
False |
11,237 |
| 120 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0068 |
0.6% |
29% |
False |
False |
9,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1527 |
|
2.618 |
1.1423 |
|
1.618 |
1.1359 |
|
1.000 |
1.1319 |
|
0.618 |
1.1295 |
|
HIGH |
1.1255 |
|
0.618 |
1.1231 |
|
0.500 |
1.1223 |
|
0.382 |
1.1215 |
|
LOW |
1.1191 |
|
0.618 |
1.1151 |
|
1.000 |
1.1127 |
|
1.618 |
1.1087 |
|
2.618 |
1.1023 |
|
4.250 |
1.0919 |
|
|
| Fisher Pivots for day following 20-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1223 |
1.1242 |
| PP |
1.1215 |
1.1227 |
| S1 |
1.1207 |
1.1213 |
|