CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 04-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2016 |
04-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1244 |
1.1169 |
-0.0075 |
-0.7% |
1.0996 |
| High |
1.1245 |
1.1176 |
-0.0069 |
-0.6% |
1.1219 |
| Low |
1.1162 |
1.1134 |
-0.0029 |
-0.3% |
1.0976 |
| Close |
1.1167 |
1.1150 |
-0.0018 |
-0.2% |
1.1202 |
| Range |
0.0083 |
0.0043 |
-0.0041 |
-48.8% |
0.0243 |
| ATR |
0.0087 |
0.0084 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
116,852 |
107,982 |
-8,870 |
-7.6% |
677,000 |
|
| Daily Pivots for day following 04-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1281 |
1.1258 |
1.1173 |
|
| R3 |
1.1238 |
1.1215 |
1.1161 |
|
| R2 |
1.1196 |
1.1196 |
1.1157 |
|
| R1 |
1.1173 |
1.1173 |
1.1153 |
1.1163 |
| PP |
1.1153 |
1.1153 |
1.1153 |
1.1148 |
| S1 |
1.1130 |
1.1130 |
1.1146 |
1.1120 |
| S2 |
1.1111 |
1.1111 |
1.1142 |
|
| S3 |
1.1068 |
1.1088 |
1.1138 |
|
| S4 |
1.1026 |
1.1045 |
1.1126 |
|
|
| 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 |
1.1093 |
0.0163 |
1.5% |
0.0071 |
0.6% |
35% |
False |
False |
129,465 |
| 10 |
1.1256 |
1.0976 |
0.0280 |
2.5% |
0.0071 |
0.6% |
62% |
False |
False |
125,624 |
| 20 |
1.1256 |
1.0976 |
0.0280 |
2.5% |
0.0075 |
0.7% |
62% |
False |
False |
130,701 |
| 40 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0098 |
0.9% |
40% |
False |
False |
155,301 |
| 60 |
1.1492 |
1.0947 |
0.0545 |
4.9% |
0.0089 |
0.8% |
37% |
False |
False |
109,077 |
| 80 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0086 |
0.8% |
28% |
False |
False |
81,917 |
| 100 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0085 |
0.8% |
28% |
False |
False |
65,601 |
| 120 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0084 |
0.8% |
33% |
False |
False |
54,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1357 |
|
2.618 |
1.1287 |
|
1.618 |
1.1245 |
|
1.000 |
1.1219 |
|
0.618 |
1.1202 |
|
HIGH |
1.1176 |
|
0.618 |
1.1160 |
|
0.500 |
1.1155 |
|
0.382 |
1.1150 |
|
LOW |
1.1134 |
|
0.618 |
1.1107 |
|
1.000 |
1.1091 |
|
1.618 |
1.1065 |
|
2.618 |
1.1022 |
|
4.250 |
1.0953 |
|
|
| Fisher Pivots for day following 04-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1155 |
1.1195 |
| PP |
1.1153 |
1.1180 |
| S1 |
1.1151 |
1.1165 |
|