CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 21-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2016 |
21-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1218 |
1.1194 |
-0.0025 |
-0.2% |
1.1279 |
| High |
1.1255 |
1.1238 |
-0.0017 |
-0.2% |
1.1342 |
| Low |
1.1191 |
1.1164 |
-0.0027 |
-0.2% |
1.1192 |
| Close |
1.1199 |
1.1218 |
0.0019 |
0.2% |
1.1193 |
| Range |
0.0064 |
0.0074 |
0.0010 |
15.6% |
0.0150 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.0% |
0.0000 |
| Volume |
131,280 |
183,371 |
52,091 |
39.7% |
705,293 |
|
| Daily Pivots for day following 21-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1429 |
1.1397 |
1.1258 |
|
| R3 |
1.1355 |
1.1323 |
1.1238 |
|
| R2 |
1.1281 |
1.1281 |
1.1231 |
|
| R1 |
1.1249 |
1.1249 |
1.1224 |
1.1265 |
| PP |
1.1207 |
1.1207 |
1.1207 |
1.1214 |
| S1 |
1.1175 |
1.1175 |
1.1211 |
1.1191 |
| S2 |
1.1133 |
1.1133 |
1.1204 |
|
| S3 |
1.1059 |
1.1101 |
1.1197 |
|
| S4 |
1.0985 |
1.1027 |
1.1177 |
|
|
| 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 |
1.1164 |
0.0178 |
1.6% |
0.0073 |
0.7% |
30% |
False |
True |
160,354 |
| 10 |
1.1373 |
1.1164 |
0.0209 |
1.9% |
0.0072 |
0.6% |
26% |
False |
True |
119,468 |
| 20 |
1.1395 |
1.1164 |
0.0231 |
2.1% |
0.0074 |
0.7% |
23% |
False |
True |
63,131 |
| 40 |
1.1423 |
1.1034 |
0.0389 |
3.5% |
0.0072 |
0.6% |
47% |
False |
False |
32,096 |
| 60 |
1.1423 |
1.1020 |
0.0403 |
3.6% |
0.0074 |
0.7% |
49% |
False |
False |
21,554 |
| 80 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0082 |
0.7% |
44% |
False |
False |
16,327 |
| 100 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0075 |
0.7% |
32% |
False |
False |
13,071 |
| 120 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0068 |
0.6% |
32% |
False |
False |
10,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1553 |
|
2.618 |
1.1432 |
|
1.618 |
1.1358 |
|
1.000 |
1.1312 |
|
0.618 |
1.1284 |
|
HIGH |
1.1238 |
|
0.618 |
1.1210 |
|
0.500 |
1.1201 |
|
0.382 |
1.1192 |
|
LOW |
1.1164 |
|
0.618 |
1.1118 |
|
1.000 |
1.1090 |
|
1.618 |
1.1044 |
|
2.618 |
1.0970 |
|
4.250 |
1.0850 |
|
|
| Fisher Pivots for day following 21-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1212 |
1.1215 |
| PP |
1.1207 |
1.1212 |
| S1 |
1.1201 |
1.1210 |
|