CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 11-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2016 |
11-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1132 |
1.1199 |
0.0067 |
0.6% |
1.1206 |
| High |
1.1208 |
1.1209 |
0.0001 |
0.0% |
1.1256 |
| Low |
1.1132 |
1.1151 |
0.0020 |
0.2% |
1.1064 |
| Close |
1.1192 |
1.1159 |
-0.0033 |
-0.3% |
1.1110 |
| Range |
0.0076 |
0.0058 |
-0.0019 |
-24.3% |
0.0192 |
| ATR |
0.0080 |
0.0079 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
140,949 |
103,011 |
-37,938 |
-26.9% |
616,731 |
|
| Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1345 |
1.1310 |
1.1191 |
|
| R3 |
1.1288 |
1.1252 |
1.1175 |
|
| R2 |
1.1230 |
1.1230 |
1.1170 |
|
| R1 |
1.1195 |
1.1195 |
1.1164 |
1.1184 |
| PP |
1.1173 |
1.1173 |
1.1173 |
1.1167 |
| S1 |
1.1137 |
1.1137 |
1.1154 |
1.1126 |
| S2 |
1.1115 |
1.1115 |
1.1148 |
|
| S3 |
1.1058 |
1.1080 |
1.1143 |
|
| S4 |
1.1000 |
1.1022 |
1.1127 |
|
|
| 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 |
1.1209 |
1.1064 |
0.0145 |
1.3% |
0.0067 |
0.6% |
66% |
True |
False |
115,894 |
| 10 |
1.1256 |
1.1064 |
0.0192 |
1.7% |
0.0069 |
0.6% |
50% |
False |
False |
122,680 |
| 20 |
1.1256 |
1.0976 |
0.0280 |
2.5% |
0.0072 |
0.6% |
65% |
False |
False |
125,403 |
| 40 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0094 |
0.8% |
42% |
False |
False |
146,684 |
| 60 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0090 |
0.8% |
42% |
False |
False |
118,578 |
| 80 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0086 |
0.8% |
30% |
False |
False |
89,149 |
| 100 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0084 |
0.8% |
30% |
False |
False |
71,380 |
| 120 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0085 |
0.8% |
34% |
False |
False |
59,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1453 |
|
2.618 |
1.1359 |
|
1.618 |
1.1302 |
|
1.000 |
1.1266 |
|
0.618 |
1.1244 |
|
HIGH |
1.1209 |
|
0.618 |
1.1187 |
|
0.500 |
1.1180 |
|
0.382 |
1.1173 |
|
LOW |
1.1151 |
|
0.618 |
1.1115 |
|
1.000 |
1.1094 |
|
1.618 |
1.1058 |
|
2.618 |
1.1000 |
|
4.250 |
1.0907 |
|
|
| Fisher Pivots for day following 11-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1180 |
1.1156 |
| PP |
1.1173 |
1.1152 |
| S1 |
1.1166 |
1.1149 |
|