CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 15-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2016 |
15-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1155 |
1.1185 |
0.0030 |
0.3% |
1.1104 |
| High |
1.1237 |
1.1219 |
-0.0018 |
-0.2% |
1.1237 |
| Low |
1.1147 |
1.1168 |
0.0022 |
0.2% |
1.1089 |
| Close |
1.1178 |
1.1197 |
0.0019 |
0.2% |
1.1178 |
| Range |
0.0091 |
0.0051 |
-0.0040 |
-43.6% |
0.0149 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
138,571 |
66,849 |
-71,722 |
-51.8% |
556,323 |
|
| Daily Pivots for day following 15-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1348 |
1.1323 |
1.1225 |
|
| R3 |
1.1297 |
1.1272 |
1.1211 |
|
| R2 |
1.1246 |
1.1246 |
1.1206 |
|
| R1 |
1.1221 |
1.1221 |
1.1201 |
1.1233 |
| PP |
1.1195 |
1.1195 |
1.1195 |
1.1201 |
| S1 |
1.1170 |
1.1170 |
1.1192 |
1.1182 |
| S2 |
1.1144 |
1.1144 |
1.1187 |
|
| S3 |
1.1093 |
1.1119 |
1.1182 |
|
| S4 |
1.1042 |
1.1068 |
1.1168 |
|
|
| 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% |
0.0065 |
0.6% |
73% |
False |
False |
110,437 |
| 10 |
1.1256 |
1.1064 |
0.0192 |
1.7% |
0.0067 |
0.6% |
69% |
False |
False |
114,024 |
| 20 |
1.1256 |
1.0976 |
0.0280 |
2.5% |
0.0070 |
0.6% |
79% |
False |
False |
124,233 |
| 40 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0092 |
0.8% |
49% |
False |
False |
141,790 |
| 60 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0090 |
0.8% |
49% |
False |
False |
121,929 |
| 80 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0085 |
0.8% |
35% |
False |
False |
91,708 |
| 100 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0084 |
0.8% |
35% |
False |
False |
73,428 |
| 120 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0086 |
0.8% |
39% |
False |
False |
61,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1436 |
|
2.618 |
1.1353 |
|
1.618 |
1.1302 |
|
1.000 |
1.1270 |
|
0.618 |
1.1251 |
|
HIGH |
1.1219 |
|
0.618 |
1.1200 |
|
0.500 |
1.1194 |
|
0.382 |
1.1187 |
|
LOW |
1.1168 |
|
0.618 |
1.1136 |
|
1.000 |
1.1117 |
|
1.618 |
1.1085 |
|
2.618 |
1.1034 |
|
4.250 |
1.0951 |
|
|
| Fisher Pivots for day following 15-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1196 |
1.1195 |
| PP |
1.1195 |
1.1193 |
| S1 |
1.1194 |
1.1192 |
|