CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 23-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2016 |
23-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1232 |
1.1248 |
0.0016 |
0.1% |
1.1196 |
| High |
1.1299 |
1.1280 |
-0.0019 |
-0.2% |
1.1299 |
| Low |
1.1224 |
1.1233 |
0.0009 |
0.1% |
1.1164 |
| Close |
1.1241 |
1.1272 |
0.0031 |
0.3% |
1.1272 |
| Range |
0.0075 |
0.0048 |
-0.0027 |
-36.2% |
0.0135 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
164,867 |
129,823 |
-35,044 |
-21.3% |
726,197 |
|
| Daily Pivots for day following 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1404 |
1.1385 |
1.1298 |
|
| R3 |
1.1356 |
1.1338 |
1.1285 |
|
| R2 |
1.1309 |
1.1309 |
1.1280 |
|
| R1 |
1.1290 |
1.1290 |
1.1276 |
1.1300 |
| PP |
1.1261 |
1.1261 |
1.1261 |
1.1266 |
| S1 |
1.1243 |
1.1243 |
1.1267 |
1.1252 |
| S2 |
1.1214 |
1.1214 |
1.1263 |
|
| S3 |
1.1166 |
1.1195 |
1.1258 |
|
| S4 |
1.1119 |
1.1148 |
1.1245 |
|
|
| Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1648 |
1.1594 |
1.1345 |
|
| R3 |
1.1514 |
1.1460 |
1.1308 |
|
| R2 |
1.1379 |
1.1379 |
1.1296 |
|
| R1 |
1.1325 |
1.1325 |
1.1284 |
1.1352 |
| PP |
1.1245 |
1.1245 |
1.1245 |
1.1258 |
| S1 |
1.1191 |
1.1191 |
1.1259 |
1.1218 |
| S2 |
1.1110 |
1.1110 |
1.1247 |
|
| S3 |
1.0976 |
1.1056 |
1.1235 |
|
| S4 |
1.0841 |
1.0922 |
1.1198 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1299 |
1.1164 |
0.0135 |
1.2% |
0.0062 |
0.5% |
80% |
False |
False |
145,239 |
| 10 |
1.1342 |
1.1164 |
0.0178 |
1.6% |
0.0067 |
0.6% |
61% |
False |
False |
143,149 |
| 20 |
1.1395 |
1.1164 |
0.0231 |
2.0% |
0.0075 |
0.7% |
47% |
False |
False |
77,737 |
| 40 |
1.1423 |
1.1109 |
0.0314 |
2.8% |
0.0071 |
0.6% |
52% |
False |
False |
39,432 |
| 60 |
1.1423 |
1.1020 |
0.0403 |
3.6% |
0.0073 |
0.6% |
62% |
False |
False |
26,447 |
| 80 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0082 |
0.7% |
55% |
False |
False |
20,010 |
| 100 |
1.1597 |
1.0994 |
0.0604 |
5.4% |
0.0075 |
0.7% |
46% |
False |
False |
16,016 |
| 120 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0069 |
0.6% |
39% |
False |
False |
13,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1482 |
|
2.618 |
1.1404 |
|
1.618 |
1.1357 |
|
1.000 |
1.1328 |
|
0.618 |
1.1309 |
|
HIGH |
1.1280 |
|
0.618 |
1.1262 |
|
0.500 |
1.1256 |
|
0.382 |
1.1251 |
|
LOW |
1.1233 |
|
0.618 |
1.1203 |
|
1.000 |
1.1185 |
|
1.618 |
1.1156 |
|
2.618 |
1.1108 |
|
4.250 |
1.1031 |
|
|
| Fisher Pivots for day following 23-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1266 |
1.1258 |
| PP |
1.1261 |
1.1245 |
| S1 |
1.1256 |
1.1231 |
|