CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 09-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2016 |
09-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1104 |
1.1105 |
0.0002 |
0.0% |
1.1206 |
| High |
1.1124 |
1.1141 |
0.0017 |
0.2% |
1.1256 |
| Low |
1.1091 |
1.1089 |
-0.0002 |
0.0% |
1.1064 |
| Close |
1.1101 |
1.1126 |
0.0025 |
0.2% |
1.1110 |
| Range |
0.0033 |
0.0052 |
0.0019 |
57.6% |
0.0192 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
70,983 |
102,809 |
31,826 |
44.8% |
616,731 |
|
| Daily Pivots for day following 09-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1274 |
1.1252 |
1.1154 |
|
| R3 |
1.1222 |
1.1200 |
1.1140 |
|
| R2 |
1.1170 |
1.1170 |
1.1135 |
|
| R1 |
1.1148 |
1.1148 |
1.1130 |
1.1159 |
| PP |
1.1118 |
1.1118 |
1.1118 |
1.1124 |
| S1 |
1.1096 |
1.1096 |
1.1121 |
1.1107 |
| S2 |
1.1066 |
1.1066 |
1.1116 |
|
| S3 |
1.1014 |
1.1044 |
1.1111 |
|
| S4 |
1.0962 |
1.0992 |
1.1097 |
|
|
| 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 |
1.1245 |
1.1064 |
0.0181 |
1.6% |
0.0065 |
0.6% |
34% |
False |
False |
112,069 |
| 10 |
1.1256 |
1.0984 |
0.0272 |
2.4% |
0.0073 |
0.7% |
52% |
False |
False |
127,583 |
| 20 |
1.1256 |
1.0976 |
0.0280 |
2.5% |
0.0073 |
0.7% |
53% |
False |
False |
126,640 |
| 40 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0097 |
0.9% |
35% |
False |
False |
149,158 |
| 60 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0089 |
0.8% |
35% |
False |
False |
114,608 |
| 80 |
1.1665 |
1.0947 |
0.0718 |
6.5% |
0.0086 |
0.8% |
25% |
False |
False |
86,103 |
| 100 |
1.1665 |
1.0947 |
0.0718 |
6.5% |
0.0084 |
0.8% |
25% |
False |
False |
68,947 |
| 120 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0085 |
0.8% |
30% |
False |
False |
57,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1362 |
|
2.618 |
1.1277 |
|
1.618 |
1.1225 |
|
1.000 |
1.1193 |
|
0.618 |
1.1173 |
|
HIGH |
1.1141 |
|
0.618 |
1.1121 |
|
0.500 |
1.1115 |
|
0.382 |
1.1108 |
|
LOW |
1.1089 |
|
0.618 |
1.1056 |
|
1.000 |
1.1037 |
|
1.618 |
1.1004 |
|
2.618 |
1.0952 |
|
4.250 |
1.0868 |
|
|
| Fisher Pivots for day following 09-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1122 |
1.1124 |
| PP |
1.1118 |
1.1123 |
| S1 |
1.1115 |
1.1122 |
|