CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 10-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2016 |
10-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1105 |
1.1132 |
0.0027 |
0.2% |
1.1206 |
| High |
1.1141 |
1.1208 |
0.0067 |
0.6% |
1.1256 |
| Low |
1.1089 |
1.1132 |
0.0043 |
0.4% |
1.1064 |
| Close |
1.1126 |
1.1192 |
0.0066 |
0.6% |
1.1110 |
| Range |
0.0052 |
0.0076 |
0.0024 |
46.2% |
0.0192 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
0.2% |
0.0000 |
| Volume |
102,809 |
140,949 |
38,140 |
37.1% |
616,731 |
|
| Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1405 |
1.1374 |
1.1233 |
|
| R3 |
1.1329 |
1.1298 |
1.1212 |
|
| R2 |
1.1253 |
1.1253 |
1.1205 |
|
| R1 |
1.1222 |
1.1222 |
1.1198 |
1.1238 |
| PP |
1.1177 |
1.1177 |
1.1177 |
1.1185 |
| S1 |
1.1146 |
1.1146 |
1.1185 |
1.1162 |
| S2 |
1.1101 |
1.1101 |
1.1178 |
|
| S3 |
1.1025 |
1.1070 |
1.1171 |
|
| S4 |
1.0949 |
1.0994 |
1.1150 |
|
|
| 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 |
1.1208 |
1.1064 |
0.0144 |
1.3% |
0.0064 |
0.6% |
89% |
True |
False |
116,888 |
| 10 |
1.1256 |
1.1064 |
0.0192 |
1.7% |
0.0070 |
0.6% |
67% |
False |
False |
126,646 |
| 20 |
1.1256 |
1.0976 |
0.0280 |
2.5% |
0.0073 |
0.6% |
77% |
False |
False |
127,248 |
| 40 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0096 |
0.9% |
48% |
False |
False |
148,288 |
| 60 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0090 |
0.8% |
48% |
False |
False |
116,942 |
| 80 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0086 |
0.8% |
34% |
False |
False |
87,864 |
| 100 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0084 |
0.7% |
34% |
False |
False |
70,352 |
| 120 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0085 |
0.8% |
38% |
False |
False |
58,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1531 |
|
2.618 |
1.1406 |
|
1.618 |
1.1330 |
|
1.000 |
1.1284 |
|
0.618 |
1.1254 |
|
HIGH |
1.1208 |
|
0.618 |
1.1178 |
|
0.500 |
1.1170 |
|
0.382 |
1.1161 |
|
LOW |
1.1132 |
|
0.618 |
1.1085 |
|
1.000 |
1.1056 |
|
1.618 |
1.1009 |
|
2.618 |
1.0933 |
|
4.250 |
1.0809 |
|
|
| Fisher Pivots for day following 10-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1184 |
1.1177 |
| PP |
1.1177 |
1.1163 |
| S1 |
1.1170 |
1.1148 |
|