CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 16-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1185 |
1.1197 |
0.0013 |
0.1% |
1.1104 |
| High |
1.1219 |
1.1338 |
0.0119 |
1.1% |
1.1237 |
| Low |
1.1168 |
1.1192 |
0.0024 |
0.2% |
1.1089 |
| Close |
1.1197 |
1.1291 |
0.0094 |
0.8% |
1.1178 |
| Range |
0.0051 |
0.0146 |
0.0095 |
185.3% |
0.0149 |
| ATR |
0.0077 |
0.0082 |
0.0005 |
6.3% |
0.0000 |
| Volume |
66,849 |
207,887 |
141,038 |
211.0% |
556,323 |
|
| Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1710 |
1.1646 |
1.1371 |
|
| R3 |
1.1564 |
1.1500 |
1.1331 |
|
| R2 |
1.1419 |
1.1419 |
1.1317 |
|
| R1 |
1.1355 |
1.1355 |
1.1304 |
1.1387 |
| PP |
1.1273 |
1.1273 |
1.1273 |
1.1289 |
| S1 |
1.1209 |
1.1209 |
1.1277 |
1.1241 |
| S2 |
1.1128 |
1.1128 |
1.1264 |
|
| S3 |
1.0982 |
1.1064 |
1.1250 |
|
| S4 |
1.0837 |
1.0918 |
1.1210 |
|
|
| 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 |
1.1338 |
1.1132 |
0.0206 |
1.8% |
0.0084 |
0.7% |
77% |
True |
False |
131,453 |
| 10 |
1.1338 |
1.1064 |
0.0274 |
2.4% |
0.0075 |
0.7% |
83% |
True |
False |
121,761 |
| 20 |
1.1338 |
1.0976 |
0.0362 |
3.2% |
0.0073 |
0.6% |
87% |
True |
False |
127,284 |
| 40 |
1.1458 |
1.0947 |
0.0511 |
4.5% |
0.0094 |
0.8% |
67% |
False |
False |
143,456 |
| 60 |
1.1458 |
1.0947 |
0.0511 |
4.5% |
0.0092 |
0.8% |
67% |
False |
False |
125,374 |
| 80 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0086 |
0.8% |
48% |
False |
False |
94,303 |
| 100 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0085 |
0.8% |
48% |
False |
False |
75,502 |
| 120 |
1.1665 |
1.0898 |
0.0767 |
6.8% |
0.0087 |
0.8% |
51% |
False |
False |
62,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1956 |
|
2.618 |
1.1718 |
|
1.618 |
1.1573 |
|
1.000 |
1.1483 |
|
0.618 |
1.1427 |
|
HIGH |
1.1338 |
|
0.618 |
1.1282 |
|
0.500 |
1.1265 |
|
0.382 |
1.1248 |
|
LOW |
1.1192 |
|
0.618 |
1.1102 |
|
1.000 |
1.1047 |
|
1.618 |
1.0957 |
|
2.618 |
1.0811 |
|
4.250 |
1.0574 |
|
|
| Fisher Pivots for day following 16-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1282 |
1.1274 |
| PP |
1.1273 |
1.1258 |
| S1 |
1.1265 |
1.1242 |
|