CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 02-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2016 |
02-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1206 |
1.1185 |
-0.0021 |
-0.2% |
1.0996 |
| High |
1.1206 |
1.1256 |
0.0050 |
0.4% |
1.1219 |
| Low |
1.1177 |
1.1184 |
0.0007 |
0.1% |
1.0976 |
| Close |
1.1191 |
1.1248 |
0.0057 |
0.5% |
1.1202 |
| Range |
0.0029 |
0.0072 |
0.0043 |
148.3% |
0.0243 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
99,659 |
130,517 |
30,858 |
31.0% |
677,000 |
|
| Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1445 |
1.1419 |
1.1288 |
|
| R3 |
1.1373 |
1.1347 |
1.1268 |
|
| R2 |
1.1301 |
1.1301 |
1.1261 |
|
| R1 |
1.1275 |
1.1275 |
1.1255 |
1.1288 |
| PP |
1.1229 |
1.1229 |
1.1229 |
1.1236 |
| S1 |
1.1203 |
1.1203 |
1.1241 |
1.1216 |
| S2 |
1.1157 |
1.1157 |
1.1235 |
|
| S3 |
1.1085 |
1.1131 |
1.1228 |
|
| S4 |
1.1013 |
1.1059 |
1.1208 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1861 |
1.1774 |
1.1335 |
|
| R3 |
1.1618 |
1.1531 |
1.1268 |
|
| R2 |
1.1375 |
1.1375 |
1.1246 |
|
| R1 |
1.1288 |
1.1288 |
1.1224 |
1.1332 |
| PP |
1.1132 |
1.1132 |
1.1132 |
1.1154 |
| S1 |
1.1045 |
1.1045 |
1.1179 |
1.1089 |
| S2 |
1.0889 |
1.0889 |
1.1157 |
|
| S3 |
1.0646 |
1.0802 |
1.1135 |
|
| S4 |
1.0403 |
1.0559 |
1.1068 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1256 |
1.0984 |
0.0272 |
2.4% |
0.0080 |
0.7% |
97% |
True |
False |
143,097 |
| 10 |
1.1256 |
1.0976 |
0.0280 |
2.5% |
0.0072 |
0.6% |
97% |
True |
False |
132,807 |
| 20 |
1.1256 |
1.0976 |
0.0280 |
2.5% |
0.0076 |
0.7% |
97% |
True |
False |
132,028 |
| 40 |
1.1458 |
1.0947 |
0.0511 |
4.5% |
0.0097 |
0.9% |
59% |
False |
False |
154,997 |
| 60 |
1.1492 |
1.0947 |
0.0545 |
4.8% |
0.0089 |
0.8% |
55% |
False |
False |
105,343 |
| 80 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0087 |
0.8% |
42% |
False |
False |
79,118 |
| 100 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0086 |
0.8% |
42% |
False |
False |
63,360 |
| 120 |
1.1665 |
1.0898 |
0.0767 |
6.8% |
0.0084 |
0.7% |
46% |
False |
False |
52,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1562 |
|
2.618 |
1.1444 |
|
1.618 |
1.1372 |
|
1.000 |
1.1328 |
|
0.618 |
1.1300 |
|
HIGH |
1.1256 |
|
0.618 |
1.1228 |
|
0.500 |
1.1220 |
|
0.382 |
1.1211 |
|
LOW |
1.1184 |
|
0.618 |
1.1139 |
|
1.000 |
1.1112 |
|
1.618 |
1.1067 |
|
2.618 |
1.0995 |
|
4.250 |
1.0878 |
|
|
| Fisher Pivots for day following 02-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1239 |
1.1223 |
| PP |
1.1229 |
1.1199 |
| S1 |
1.1220 |
1.1174 |
|