CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 22-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2016 |
22-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1194 |
1.1232 |
0.0039 |
0.3% |
1.1279 |
| High |
1.1238 |
1.1299 |
0.0061 |
0.5% |
1.1342 |
| Low |
1.1164 |
1.1224 |
0.0060 |
0.5% |
1.1192 |
| Close |
1.1218 |
1.1241 |
0.0024 |
0.2% |
1.1193 |
| Range |
0.0074 |
0.0075 |
0.0001 |
0.7% |
0.0150 |
| ATR |
0.0074 |
0.0074 |
0.0001 |
0.7% |
0.0000 |
| Volume |
183,371 |
164,867 |
-18,504 |
-10.1% |
705,293 |
|
| Daily Pivots for day following 22-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1478 |
1.1434 |
1.1282 |
|
| R3 |
1.1404 |
1.1360 |
1.1261 |
|
| R2 |
1.1329 |
1.1329 |
1.1255 |
|
| R1 |
1.1285 |
1.1285 |
1.1248 |
1.1307 |
| PP |
1.1255 |
1.1255 |
1.1255 |
1.1266 |
| S1 |
1.1211 |
1.1211 |
1.1234 |
1.1233 |
| S2 |
1.1180 |
1.1180 |
1.1227 |
|
| S3 |
1.1106 |
1.1136 |
1.1221 |
|
| S4 |
1.1031 |
1.1062 |
1.1200 |
|
|
| 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 |
1.1299 |
1.1164 |
0.0135 |
1.2% |
0.0072 |
0.6% |
57% |
True |
False |
162,619 |
| 10 |
1.1342 |
1.1164 |
0.0178 |
1.6% |
0.0071 |
0.6% |
43% |
False |
False |
132,934 |
| 20 |
1.1395 |
1.1164 |
0.0231 |
2.1% |
0.0075 |
0.7% |
33% |
False |
False |
71,310 |
| 40 |
1.1423 |
1.1109 |
0.0314 |
2.8% |
0.0072 |
0.6% |
42% |
False |
False |
36,211 |
| 60 |
1.1423 |
1.1020 |
0.0403 |
3.6% |
0.0074 |
0.7% |
55% |
False |
False |
24,297 |
| 80 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0082 |
0.7% |
49% |
False |
False |
18,387 |
| 100 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0075 |
0.7% |
35% |
False |
False |
14,719 |
| 120 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0068 |
0.6% |
35% |
False |
False |
12,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1615 |
|
2.618 |
1.1494 |
|
1.618 |
1.1419 |
|
1.000 |
1.1373 |
|
0.618 |
1.1345 |
|
HIGH |
1.1299 |
|
0.618 |
1.1270 |
|
0.500 |
1.1261 |
|
0.382 |
1.1252 |
|
LOW |
1.1224 |
|
0.618 |
1.1178 |
|
1.000 |
1.1150 |
|
1.618 |
1.1103 |
|
2.618 |
1.1029 |
|
4.250 |
1.0907 |
|
|
| Fisher Pivots for day following 22-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1261 |
1.1238 |
| PP |
1.1255 |
1.1235 |
| S1 |
1.1248 |
1.1231 |
|