CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 29-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2016 |
29-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1260 |
1.1256 |
-0.0004 |
0.0% |
1.1196 |
| High |
1.1277 |
1.1288 |
0.0011 |
0.1% |
1.1299 |
| Low |
1.1222 |
1.1233 |
0.0012 |
0.1% |
1.1164 |
| Close |
1.1255 |
1.1252 |
-0.0003 |
0.0% |
1.1272 |
| Range |
0.0056 |
0.0055 |
-0.0001 |
-1.8% |
0.0135 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
152,461 |
155,508 |
3,047 |
2.0% |
726,197 |
|
| Daily Pivots for day following 29-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1421 |
1.1391 |
1.1282 |
|
| R3 |
1.1367 |
1.1337 |
1.1267 |
|
| R2 |
1.1312 |
1.1312 |
1.1262 |
|
| R1 |
1.1282 |
1.1282 |
1.1257 |
1.1270 |
| PP |
1.1258 |
1.1258 |
1.1258 |
1.1251 |
| S1 |
1.1228 |
1.1228 |
1.1247 |
1.1215 |
| S2 |
1.1203 |
1.1203 |
1.1242 |
|
| S3 |
1.1149 |
1.1173 |
1.1237 |
|
| S4 |
1.1094 |
1.1119 |
1.1222 |
|
|
| 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 |
1.1222 |
0.0099 |
0.9% |
0.0057 |
0.5% |
31% |
False |
False |
145,435 |
| 10 |
1.1320 |
1.1164 |
0.0156 |
1.4% |
0.0065 |
0.6% |
56% |
False |
False |
154,027 |
| 20 |
1.1373 |
1.1164 |
0.0209 |
1.9% |
0.0071 |
0.6% |
42% |
False |
False |
107,150 |
| 40 |
1.1423 |
1.1109 |
0.0314 |
2.8% |
0.0070 |
0.6% |
46% |
False |
False |
54,320 |
| 60 |
1.1423 |
1.1020 |
0.0403 |
3.6% |
0.0070 |
0.6% |
58% |
False |
False |
36,365 |
| 80 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0080 |
0.7% |
51% |
False |
False |
27,461 |
| 100 |
1.1522 |
1.0994 |
0.0528 |
4.7% |
0.0075 |
0.7% |
49% |
False |
False |
21,989 |
| 120 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0069 |
0.6% |
37% |
False |
False |
18,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1519 |
|
2.618 |
1.1430 |
|
1.618 |
1.1376 |
|
1.000 |
1.1342 |
|
0.618 |
1.1321 |
|
HIGH |
1.1288 |
|
0.618 |
1.1267 |
|
0.500 |
1.1260 |
|
0.382 |
1.1254 |
|
LOW |
1.1233 |
|
0.618 |
1.1199 |
|
1.000 |
1.1179 |
|
1.618 |
1.1145 |
|
2.618 |
1.1090 |
|
4.250 |
1.1001 |
|
|
| Fisher Pivots for day following 29-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1260 |
1.1261 |
| PP |
1.1258 |
1.1258 |
| S1 |
1.1255 |
1.1255 |
|