CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 08-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2016 |
08-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1146 |
1.1104 |
-0.0043 |
-0.4% |
1.1206 |
| High |
1.1181 |
1.1124 |
-0.0057 |
-0.5% |
1.1256 |
| Low |
1.1064 |
1.1091 |
0.0027 |
0.2% |
1.1064 |
| Close |
1.1110 |
1.1101 |
-0.0009 |
-0.1% |
1.1110 |
| Range |
0.0117 |
0.0033 |
-0.0084 |
-71.7% |
0.0192 |
| ATR |
0.0086 |
0.0082 |
-0.0004 |
-4.4% |
0.0000 |
| Volume |
161,721 |
70,983 |
-90,738 |
-56.1% |
616,731 |
|
| Daily Pivots for day following 08-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1204 |
1.1185 |
1.1119 |
|
| R3 |
1.1171 |
1.1152 |
1.1110 |
|
| R2 |
1.1138 |
1.1138 |
1.1107 |
|
| R1 |
1.1119 |
1.1119 |
1.1104 |
1.1112 |
| PP |
1.1105 |
1.1105 |
1.1105 |
1.1101 |
| S1 |
1.1086 |
1.1086 |
1.1097 |
1.1079 |
| S2 |
1.1072 |
1.1072 |
1.1094 |
|
| S3 |
1.1039 |
1.1053 |
1.1091 |
|
| S4 |
1.1006 |
1.1020 |
1.1082 |
|
|
| 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% |
19% |
False |
False |
117,611 |
| 10 |
1.1256 |
1.0984 |
0.0272 |
2.4% |
0.0073 |
0.7% |
43% |
False |
False |
127,765 |
| 20 |
1.1256 |
1.0976 |
0.0280 |
2.5% |
0.0074 |
0.7% |
45% |
False |
False |
128,703 |
| 40 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0097 |
0.9% |
30% |
False |
False |
150,402 |
| 60 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0090 |
0.8% |
30% |
False |
False |
112,932 |
| 80 |
1.1665 |
1.0947 |
0.0718 |
6.5% |
0.0086 |
0.8% |
21% |
False |
False |
84,820 |
| 100 |
1.1665 |
1.0947 |
0.0718 |
6.5% |
0.0085 |
0.8% |
21% |
False |
False |
67,922 |
| 120 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0084 |
0.8% |
26% |
False |
False |
56,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1264 |
|
2.618 |
1.1210 |
|
1.618 |
1.1177 |
|
1.000 |
1.1157 |
|
0.618 |
1.1144 |
|
HIGH |
1.1124 |
|
0.618 |
1.1111 |
|
0.500 |
1.1107 |
|
0.382 |
1.1103 |
|
LOW |
1.1091 |
|
0.618 |
1.1070 |
|
1.000 |
1.1058 |
|
1.618 |
1.1037 |
|
2.618 |
1.1004 |
|
4.250 |
1.0950 |
|
|
| Fisher Pivots for day following 08-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1107 |
1.1122 |
| PP |
1.1105 |
1.1115 |
| S1 |
1.1103 |
1.1108 |
|