CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 17-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1197 |
1.1290 |
0.0093 |
0.8% |
1.1104 |
| High |
1.1338 |
1.1331 |
-0.0007 |
-0.1% |
1.1237 |
| Low |
1.1192 |
1.1254 |
0.0062 |
0.5% |
1.1089 |
| Close |
1.1291 |
1.1304 |
0.0014 |
0.1% |
1.1178 |
| Range |
0.0146 |
0.0077 |
-0.0069 |
-47.1% |
0.0149 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
207,887 |
139,701 |
-68,186 |
-32.8% |
556,323 |
|
| Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1527 |
1.1493 |
1.1346 |
|
| R3 |
1.1450 |
1.1416 |
1.1325 |
|
| R2 |
1.1373 |
1.1373 |
1.1318 |
|
| R1 |
1.1339 |
1.1339 |
1.1311 |
1.1356 |
| PP |
1.1296 |
1.1296 |
1.1296 |
1.1305 |
| S1 |
1.1262 |
1.1262 |
1.1297 |
1.1279 |
| S2 |
1.1219 |
1.1219 |
1.1290 |
|
| S3 |
1.1142 |
1.1185 |
1.1283 |
|
| S4 |
1.1065 |
1.1108 |
1.1262 |
|
|
| 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 |
1.1147 |
0.0191 |
1.7% |
0.0084 |
0.7% |
82% |
False |
False |
131,203 |
| 10 |
1.1338 |
1.1064 |
0.0274 |
2.4% |
0.0074 |
0.7% |
88% |
False |
False |
124,046 |
| 20 |
1.1338 |
1.0976 |
0.0362 |
3.2% |
0.0075 |
0.7% |
91% |
False |
False |
128,031 |
| 40 |
1.1458 |
1.0947 |
0.0511 |
4.5% |
0.0093 |
0.8% |
70% |
False |
False |
143,303 |
| 60 |
1.1458 |
1.0947 |
0.0511 |
4.5% |
0.0092 |
0.8% |
70% |
False |
False |
127,678 |
| 80 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0087 |
0.8% |
50% |
False |
False |
96,047 |
| 100 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0086 |
0.8% |
50% |
False |
False |
76,899 |
| 120 |
1.1665 |
1.0898 |
0.0767 |
6.8% |
0.0086 |
0.8% |
53% |
False |
False |
64,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1658 |
|
2.618 |
1.1532 |
|
1.618 |
1.1455 |
|
1.000 |
1.1408 |
|
0.618 |
1.1378 |
|
HIGH |
1.1331 |
|
0.618 |
1.1301 |
|
0.500 |
1.1292 |
|
0.382 |
1.1283 |
|
LOW |
1.1254 |
|
0.618 |
1.1206 |
|
1.000 |
1.1177 |
|
1.618 |
1.1129 |
|
2.618 |
1.1052 |
|
4.250 |
1.0926 |
|
|
| Fisher Pivots for day following 17-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1300 |
1.1287 |
| PP |
1.1296 |
1.1270 |
| S1 |
1.1292 |
1.1253 |
|