CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 19-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2016 |
19-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1301 |
1.1366 |
0.0065 |
0.6% |
1.1185 |
| High |
1.1380 |
1.1373 |
-0.0007 |
-0.1% |
1.1380 |
| Low |
1.1300 |
1.1317 |
0.0017 |
0.1% |
1.1168 |
| Close |
1.1367 |
1.1336 |
-0.0032 |
-0.3% |
1.1336 |
| Range |
0.0080 |
0.0057 |
-0.0024 |
-29.4% |
0.0212 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
159,275 |
122,551 |
-36,724 |
-23.1% |
696,263 |
|
| Daily Pivots for day following 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1511 |
1.1480 |
1.1367 |
|
| R3 |
1.1455 |
1.1423 |
1.1351 |
|
| R2 |
1.1398 |
1.1398 |
1.1346 |
|
| R1 |
1.1367 |
1.1367 |
1.1341 |
1.1354 |
| PP |
1.1342 |
1.1342 |
1.1342 |
1.1335 |
| S1 |
1.1310 |
1.1310 |
1.1330 |
1.1298 |
| S2 |
1.1285 |
1.1285 |
1.1325 |
|
| S3 |
1.1229 |
1.1254 |
1.1320 |
|
| S4 |
1.1172 |
1.1197 |
1.1304 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1931 |
1.1845 |
1.1452 |
|
| R3 |
1.1719 |
1.1633 |
1.1394 |
|
| R2 |
1.1507 |
1.1507 |
1.1374 |
|
| R1 |
1.1421 |
1.1421 |
1.1355 |
1.1464 |
| PP |
1.1295 |
1.1295 |
1.1295 |
1.1316 |
| S1 |
1.1209 |
1.1209 |
1.1316 |
1.1252 |
| S2 |
1.1083 |
1.1083 |
1.1297 |
|
| S3 |
1.0871 |
1.0997 |
1.1277 |
|
| S4 |
1.0659 |
1.0785 |
1.1219 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1380 |
1.1168 |
0.0212 |
1.9% |
0.0082 |
0.7% |
79% |
False |
False |
139,252 |
| 10 |
1.1380 |
1.1089 |
0.0292 |
2.6% |
0.0072 |
0.6% |
85% |
False |
False |
125,258 |
| 20 |
1.1380 |
1.0976 |
0.0404 |
3.6% |
0.0073 |
0.6% |
89% |
False |
False |
127,315 |
| 40 |
1.1455 |
1.0947 |
0.0508 |
4.5% |
0.0091 |
0.8% |
76% |
False |
False |
143,163 |
| 60 |
1.1458 |
1.0947 |
0.0511 |
4.5% |
0.0092 |
0.8% |
76% |
False |
False |
132,317 |
| 80 |
1.1665 |
1.0947 |
0.0718 |
6.3% |
0.0086 |
0.8% |
54% |
False |
False |
99,553 |
| 100 |
1.1665 |
1.0947 |
0.0718 |
6.3% |
0.0085 |
0.7% |
54% |
False |
False |
79,710 |
| 120 |
1.1665 |
1.0898 |
0.0767 |
6.8% |
0.0087 |
0.8% |
57% |
False |
False |
66,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1613 |
|
2.618 |
1.1521 |
|
1.618 |
1.1464 |
|
1.000 |
1.1430 |
|
0.618 |
1.1408 |
|
HIGH |
1.1373 |
|
0.618 |
1.1351 |
|
0.500 |
1.1345 |
|
0.382 |
1.1338 |
|
LOW |
1.1317 |
|
0.618 |
1.1282 |
|
1.000 |
1.1260 |
|
1.618 |
1.1225 |
|
2.618 |
1.1169 |
|
4.250 |
1.1076 |
|
|
| Fisher Pivots for day following 19-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1345 |
1.1329 |
| PP |
1.1342 |
1.1323 |
| S1 |
1.1339 |
1.1317 |
|