CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 27-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2016 |
27-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1266 |
1.1293 |
0.0027 |
0.2% |
1.1196 |
| High |
1.1320 |
1.1300 |
-0.0020 |
-0.2% |
1.1299 |
| Low |
1.1261 |
1.1232 |
-0.0029 |
-0.3% |
1.1164 |
| Close |
1.1296 |
1.1262 |
-0.0034 |
-0.3% |
1.1272 |
| Range |
0.0060 |
0.0069 |
0.0009 |
15.1% |
0.0135 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
119,056 |
170,328 |
51,272 |
43.1% |
726,197 |
|
| Daily Pivots for day following 27-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1470 |
1.1435 |
1.1300 |
|
| R3 |
1.1402 |
1.1366 |
1.1281 |
|
| R2 |
1.1333 |
1.1333 |
1.1275 |
|
| R1 |
1.1298 |
1.1298 |
1.1268 |
1.1281 |
| PP |
1.1265 |
1.1265 |
1.1265 |
1.1256 |
| S1 |
1.1229 |
1.1229 |
1.1256 |
1.1213 |
| S2 |
1.1196 |
1.1196 |
1.1249 |
|
| S3 |
1.1128 |
1.1161 |
1.1243 |
|
| S4 |
1.1059 |
1.1092 |
1.1224 |
|
|
| 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% |
0.0065 |
0.6% |
63% |
False |
False |
153,489 |
| 10 |
1.1342 |
1.1164 |
0.0178 |
1.6% |
0.0068 |
0.6% |
55% |
False |
False |
157,182 |
| 20 |
1.1373 |
1.1164 |
0.0209 |
1.9% |
0.0071 |
0.6% |
47% |
False |
False |
91,995 |
| 40 |
1.1423 |
1.1109 |
0.0314 |
2.8% |
0.0071 |
0.6% |
49% |
False |
False |
46,639 |
| 60 |
1.1423 |
1.1020 |
0.0403 |
3.6% |
0.0072 |
0.6% |
60% |
False |
False |
31,242 |
| 80 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0080 |
0.7% |
53% |
False |
False |
23,619 |
| 100 |
1.1551 |
1.0994 |
0.0558 |
5.0% |
0.0075 |
0.7% |
48% |
False |
False |
18,910 |
| 120 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0069 |
0.6% |
38% |
False |
False |
15,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1591 |
|
2.618 |
1.1479 |
|
1.618 |
1.1411 |
|
1.000 |
1.1369 |
|
0.618 |
1.1342 |
|
HIGH |
1.1300 |
|
0.618 |
1.1274 |
|
0.500 |
1.1266 |
|
0.382 |
1.1258 |
|
LOW |
1.1232 |
|
0.618 |
1.1189 |
|
1.000 |
1.1163 |
|
1.618 |
1.1121 |
|
2.618 |
1.1052 |
|
4.250 |
1.0940 |
|
|
| Fisher Pivots for day following 27-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1266 |
1.1276 |
| PP |
1.1265 |
1.1271 |
| S1 |
1.1263 |
1.1267 |
|