CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 26-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2016 |
26-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1248 |
1.1266 |
0.0018 |
0.2% |
1.1196 |
| High |
1.1280 |
1.1320 |
0.0040 |
0.4% |
1.1299 |
| Low |
1.1233 |
1.1261 |
0.0028 |
0.2% |
1.1164 |
| Close |
1.1272 |
1.1296 |
0.0024 |
0.2% |
1.1272 |
| Range |
0.0048 |
0.0060 |
0.0012 |
25.3% |
0.0135 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
129,823 |
119,056 |
-10,767 |
-8.3% |
726,197 |
|
| Daily Pivots for day following 26-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1471 |
1.1443 |
1.1328 |
|
| R3 |
1.1411 |
1.1383 |
1.1312 |
|
| R2 |
1.1352 |
1.1352 |
1.1306 |
|
| R1 |
1.1324 |
1.1324 |
1.1301 |
1.1338 |
| PP |
1.1292 |
1.1292 |
1.1292 |
1.1299 |
| S1 |
1.1264 |
1.1264 |
1.1290 |
1.1278 |
| S2 |
1.1233 |
1.1233 |
1.1285 |
|
| S3 |
1.1173 |
1.1205 |
1.1279 |
|
| S4 |
1.1114 |
1.1145 |
1.1263 |
|
|
| 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 |
1.1320 |
1.1164 |
0.0156 |
1.4% |
0.0064 |
0.6% |
84% |
True |
False |
145,679 |
| 10 |
1.1342 |
1.1164 |
0.0178 |
1.6% |
0.0067 |
0.6% |
74% |
False |
False |
150,265 |
| 20 |
1.1373 |
1.1164 |
0.0209 |
1.9% |
0.0070 |
0.6% |
63% |
False |
False |
83,560 |
| 40 |
1.1423 |
1.1109 |
0.0314 |
2.8% |
0.0070 |
0.6% |
59% |
False |
False |
42,386 |
| 60 |
1.1423 |
1.1020 |
0.0403 |
3.6% |
0.0072 |
0.6% |
68% |
False |
False |
28,413 |
| 80 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0082 |
0.7% |
60% |
False |
False |
21,497 |
| 100 |
1.1575 |
1.0994 |
0.0582 |
5.1% |
0.0075 |
0.7% |
52% |
False |
False |
17,207 |
| 120 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0069 |
0.6% |
43% |
False |
False |
14,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1573 |
|
2.618 |
1.1476 |
|
1.618 |
1.1416 |
|
1.000 |
1.1380 |
|
0.618 |
1.1357 |
|
HIGH |
1.1320 |
|
0.618 |
1.1297 |
|
0.500 |
1.1290 |
|
0.382 |
1.1283 |
|
LOW |
1.1261 |
|
0.618 |
1.1224 |
|
1.000 |
1.1201 |
|
1.618 |
1.1164 |
|
2.618 |
1.1105 |
|
4.250 |
1.1008 |
|
|
| Fisher Pivots for day following 26-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1294 |
1.1288 |
| PP |
1.1292 |
1.1280 |
| S1 |
1.1290 |
1.1272 |
|