CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 18-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1290 |
1.1301 |
0.0011 |
0.1% |
1.1104 |
| High |
1.1331 |
1.1380 |
0.0050 |
0.4% |
1.1237 |
| Low |
1.1254 |
1.1300 |
0.0047 |
0.4% |
1.1089 |
| Close |
1.1304 |
1.1367 |
0.0063 |
0.6% |
1.1178 |
| Range |
0.0077 |
0.0080 |
0.0003 |
3.9% |
0.0149 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
139,701 |
159,275 |
19,574 |
14.0% |
556,323 |
|
| Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1589 |
1.1558 |
1.1411 |
|
| R3 |
1.1509 |
1.1478 |
1.1389 |
|
| R2 |
1.1429 |
1.1429 |
1.1382 |
|
| R1 |
1.1398 |
1.1398 |
1.1374 |
1.1414 |
| PP |
1.1349 |
1.1349 |
1.1349 |
1.1357 |
| S1 |
1.1318 |
1.1318 |
1.1360 |
1.1334 |
| S2 |
1.1269 |
1.1269 |
1.1352 |
|
| S3 |
1.1189 |
1.1238 |
1.1345 |
|
| S4 |
1.1109 |
1.1158 |
1.1323 |
|
|
| 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 |
1.1380 |
1.1147 |
0.0234 |
2.1% |
0.0089 |
0.8% |
94% |
True |
False |
142,456 |
| 10 |
1.1380 |
1.1064 |
0.0316 |
2.8% |
0.0078 |
0.7% |
96% |
True |
False |
129,175 |
| 20 |
1.1380 |
1.0976 |
0.0404 |
3.6% |
0.0075 |
0.7% |
97% |
True |
False |
127,399 |
| 40 |
1.1458 |
1.0947 |
0.0511 |
4.5% |
0.0092 |
0.8% |
82% |
False |
False |
144,085 |
| 60 |
1.1458 |
1.0947 |
0.0511 |
4.5% |
0.0092 |
0.8% |
82% |
False |
False |
130,291 |
| 80 |
1.1665 |
1.0947 |
0.0718 |
6.3% |
0.0087 |
0.8% |
58% |
False |
False |
98,027 |
| 100 |
1.1665 |
1.0947 |
0.0718 |
6.3% |
0.0085 |
0.7% |
58% |
False |
False |
78,489 |
| 120 |
1.1665 |
1.0898 |
0.0767 |
6.7% |
0.0086 |
0.8% |
61% |
False |
False |
65,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1720 |
|
2.618 |
1.1589 |
|
1.618 |
1.1509 |
|
1.000 |
1.1460 |
|
0.618 |
1.1429 |
|
HIGH |
1.1380 |
|
0.618 |
1.1349 |
|
0.500 |
1.1340 |
|
0.382 |
1.1331 |
|
LOW |
1.1300 |
|
0.618 |
1.1251 |
|
1.000 |
1.1220 |
|
1.618 |
1.1171 |
|
2.618 |
1.1091 |
|
4.250 |
1.0960 |
|
|
| Fisher Pivots for day following 18-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1358 |
1.1340 |
| PP |
1.1349 |
1.1313 |
| S1 |
1.1340 |
1.1286 |
|