CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 12-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2016 |
12-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1199 |
1.1155 |
-0.0044 |
-0.4% |
1.1104 |
| High |
1.1209 |
1.1237 |
0.0029 |
0.3% |
1.1237 |
| Low |
1.1151 |
1.1147 |
-0.0005 |
0.0% |
1.1089 |
| Close |
1.1159 |
1.1178 |
0.0019 |
0.2% |
1.1178 |
| Range |
0.0058 |
0.0091 |
0.0033 |
57.4% |
0.0149 |
| ATR |
0.0079 |
0.0079 |
0.0001 |
1.1% |
0.0000 |
| Volume |
103,011 |
138,571 |
35,560 |
34.5% |
556,323 |
|
| Daily Pivots for day following 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1459 |
1.1409 |
1.1227 |
|
| R3 |
1.1368 |
1.1318 |
1.1202 |
|
| R2 |
1.1278 |
1.1278 |
1.1194 |
|
| R1 |
1.1228 |
1.1228 |
1.1186 |
1.1253 |
| PP |
1.1187 |
1.1187 |
1.1187 |
1.1200 |
| S1 |
1.1137 |
1.1137 |
1.1169 |
1.1162 |
| S2 |
1.1097 |
1.1097 |
1.1161 |
|
| S3 |
1.1006 |
1.1047 |
1.1153 |
|
| S4 |
1.0916 |
1.0956 |
1.1128 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1613 |
1.1544 |
1.1259 |
|
| R3 |
1.1465 |
1.1395 |
1.1218 |
|
| R2 |
1.1316 |
1.1316 |
1.1205 |
|
| R1 |
1.1247 |
1.1247 |
1.1191 |
1.1282 |
| PP |
1.1168 |
1.1168 |
1.1168 |
1.1185 |
| S1 |
1.1098 |
1.1098 |
1.1164 |
1.1133 |
| S2 |
1.1019 |
1.1019 |
1.1150 |
|
| S3 |
1.0871 |
1.0950 |
1.1137 |
|
| S4 |
1.0722 |
1.0801 |
1.1096 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1237 |
1.1089 |
0.0149 |
1.3% |
0.0062 |
0.6% |
60% |
True |
False |
111,264 |
| 10 |
1.1256 |
1.1064 |
0.0192 |
1.7% |
0.0065 |
0.6% |
59% |
False |
False |
117,305 |
| 20 |
1.1256 |
1.0976 |
0.0280 |
2.5% |
0.0070 |
0.6% |
72% |
False |
False |
125,242 |
| 40 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0093 |
0.8% |
45% |
False |
False |
143,848 |
| 60 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0090 |
0.8% |
45% |
False |
False |
120,862 |
| 80 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0086 |
0.8% |
32% |
False |
False |
90,879 |
| 100 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0084 |
0.8% |
32% |
False |
False |
72,762 |
| 120 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0086 |
0.8% |
36% |
False |
False |
60,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1622 |
|
2.618 |
1.1474 |
|
1.618 |
1.1383 |
|
1.000 |
1.1328 |
|
0.618 |
1.1293 |
|
HIGH |
1.1237 |
|
0.618 |
1.1202 |
|
0.500 |
1.1192 |
|
0.382 |
1.1181 |
|
LOW |
1.1147 |
|
0.618 |
1.1091 |
|
1.000 |
1.1056 |
|
1.618 |
1.1000 |
|
2.618 |
1.0910 |
|
4.250 |
1.0762 |
|
|
| Fisher Pivots for day following 12-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1192 |
1.1184 |
| PP |
1.1187 |
1.1182 |
| S1 |
1.1182 |
1.1180 |
|