CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 05-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2016 |
05-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1169 |
1.1146 |
-0.0023 |
-0.2% |
1.1206 |
| High |
1.1176 |
1.1181 |
0.0005 |
0.0% |
1.1256 |
| Low |
1.1134 |
1.1064 |
-0.0070 |
-0.6% |
1.1064 |
| Close |
1.1150 |
1.1110 |
-0.0040 |
-0.4% |
1.1110 |
| Range |
0.0043 |
0.0117 |
0.0074 |
174.1% |
0.0192 |
| ATR |
0.0084 |
0.0086 |
0.0002 |
2.8% |
0.0000 |
| Volume |
107,982 |
161,721 |
53,739 |
49.8% |
616,731 |
|
| Daily Pivots for day following 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1468 |
1.1405 |
1.1174 |
|
| R3 |
1.1351 |
1.1289 |
1.1142 |
|
| R2 |
1.1235 |
1.1235 |
1.1131 |
|
| R1 |
1.1172 |
1.1172 |
1.1120 |
1.1145 |
| PP |
1.1118 |
1.1118 |
1.1118 |
1.1105 |
| S1 |
1.1056 |
1.1056 |
1.1099 |
1.1029 |
| S2 |
1.1002 |
1.1002 |
1.1088 |
|
| S3 |
1.0885 |
1.0939 |
1.1077 |
|
| S4 |
1.0769 |
1.0823 |
1.1045 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1718 |
1.1605 |
1.1215 |
|
| R3 |
1.1526 |
1.1414 |
1.1162 |
|
| R2 |
1.1335 |
1.1335 |
1.1145 |
|
| R1 |
1.1222 |
1.1222 |
1.1127 |
1.1183 |
| PP |
1.1143 |
1.1143 |
1.1143 |
1.1123 |
| S1 |
1.1031 |
1.1031 |
1.1092 |
1.0991 |
| S2 |
1.0952 |
1.0952 |
1.1074 |
|
| S3 |
1.0760 |
1.0839 |
1.1057 |
|
| S4 |
1.0569 |
1.0648 |
1.1004 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1256 |
1.1064 |
0.0192 |
1.7% |
0.0069 |
0.6% |
24% |
False |
True |
123,346 |
| 10 |
1.1256 |
1.0976 |
0.0280 |
2.5% |
0.0074 |
0.7% |
48% |
False |
False |
129,373 |
| 20 |
1.1256 |
1.0976 |
0.0280 |
2.5% |
0.0075 |
0.7% |
48% |
False |
False |
130,079 |
| 40 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0098 |
0.9% |
32% |
False |
False |
154,775 |
| 60 |
1.1473 |
1.0947 |
0.0526 |
4.7% |
0.0090 |
0.8% |
31% |
False |
False |
111,757 |
| 80 |
1.1665 |
1.0947 |
0.0718 |
6.5% |
0.0087 |
0.8% |
23% |
False |
False |
83,935 |
| 100 |
1.1665 |
1.0947 |
0.0718 |
6.5% |
0.0086 |
0.8% |
23% |
False |
False |
67,218 |
| 120 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0084 |
0.8% |
28% |
False |
False |
56,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1676 |
|
2.618 |
1.1485 |
|
1.618 |
1.1369 |
|
1.000 |
1.1297 |
|
0.618 |
1.1252 |
|
HIGH |
1.1181 |
|
0.618 |
1.1136 |
|
0.500 |
1.1122 |
|
0.382 |
1.1109 |
|
LOW |
1.1064 |
|
0.618 |
1.0992 |
|
1.000 |
1.0948 |
|
1.618 |
1.0876 |
|
2.618 |
1.0759 |
|
4.250 |
1.0569 |
|
|
| Fisher Pivots for day following 05-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1122 |
1.1155 |
| PP |
1.1118 |
1.1140 |
| S1 |
1.1114 |
1.1125 |
|