CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 03-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2016 |
03-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1185 |
1.1244 |
0.0059 |
0.5% |
1.0996 |
| High |
1.1256 |
1.1245 |
-0.0011 |
-0.1% |
1.1219 |
| Low |
1.1184 |
1.1162 |
-0.0022 |
-0.2% |
1.0976 |
| Close |
1.1248 |
1.1167 |
-0.0081 |
-0.7% |
1.1202 |
| Range |
0.0072 |
0.0083 |
0.0011 |
15.3% |
0.0243 |
| ATR |
0.0087 |
0.0087 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
130,517 |
116,852 |
-13,665 |
-10.5% |
677,000 |
|
| Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1440 |
1.1387 |
1.1213 |
|
| R3 |
1.1357 |
1.1304 |
1.1190 |
|
| R2 |
1.1274 |
1.1274 |
1.1182 |
|
| R1 |
1.1221 |
1.1221 |
1.1175 |
1.1206 |
| PP |
1.1191 |
1.1191 |
1.1191 |
1.1184 |
| S1 |
1.1138 |
1.1138 |
1.1159 |
1.1123 |
| S2 |
1.1108 |
1.1108 |
1.1152 |
|
| S3 |
1.1025 |
1.1055 |
1.1144 |
|
| S4 |
1.0942 |
1.0972 |
1.1121 |
|
|
| 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 |
1.1075 |
0.0181 |
1.6% |
0.0076 |
0.7% |
51% |
False |
False |
136,403 |
| 10 |
1.1256 |
1.0976 |
0.0280 |
2.5% |
0.0075 |
0.7% |
68% |
False |
False |
132,016 |
| 20 |
1.1256 |
1.0976 |
0.0280 |
2.5% |
0.0076 |
0.7% |
68% |
False |
False |
130,622 |
| 40 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0098 |
0.9% |
43% |
False |
False |
156,050 |
| 60 |
1.1492 |
1.0947 |
0.0545 |
4.9% |
0.0090 |
0.8% |
40% |
False |
False |
107,283 |
| 80 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0087 |
0.8% |
31% |
False |
False |
80,578 |
| 100 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0086 |
0.8% |
31% |
False |
False |
64,525 |
| 120 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0084 |
0.8% |
35% |
False |
False |
53,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1598 |
|
2.618 |
1.1462 |
|
1.618 |
1.1379 |
|
1.000 |
1.1328 |
|
0.618 |
1.1296 |
|
HIGH |
1.1245 |
|
0.618 |
1.1213 |
|
0.500 |
1.1204 |
|
0.382 |
1.1194 |
|
LOW |
1.1162 |
|
0.618 |
1.1111 |
|
1.000 |
1.1079 |
|
1.618 |
1.1028 |
|
2.618 |
1.0945 |
|
4.250 |
1.0809 |
|
|
| Fisher Pivots for day following 03-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1204 |
1.1209 |
| PP |
1.1191 |
1.1195 |
| S1 |
1.1179 |
1.1181 |
|