CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 22-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1366 |
1.1326 |
-0.0040 |
-0.3% |
1.1185 |
| High |
1.1373 |
1.1343 |
-0.0030 |
-0.3% |
1.1380 |
| Low |
1.1317 |
1.1283 |
-0.0034 |
-0.3% |
1.1168 |
| Close |
1.1336 |
1.1337 |
0.0001 |
0.0% |
1.1336 |
| Range |
0.0057 |
0.0061 |
0.0004 |
7.1% |
0.0212 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
122,551 |
103,805 |
-18,746 |
-15.3% |
696,263 |
|
| Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1502 |
1.1480 |
1.1370 |
|
| R3 |
1.1442 |
1.1419 |
1.1353 |
|
| R2 |
1.1381 |
1.1381 |
1.1348 |
|
| R1 |
1.1359 |
1.1359 |
1.1342 |
1.1370 |
| PP |
1.1321 |
1.1321 |
1.1321 |
1.1326 |
| S1 |
1.1298 |
1.1298 |
1.1331 |
1.1310 |
| S2 |
1.1260 |
1.1260 |
1.1325 |
|
| S3 |
1.1200 |
1.1238 |
1.1320 |
|
| S4 |
1.1139 |
1.1177 |
1.1303 |
|
|
| 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 |
1.1192 |
0.0188 |
1.7% |
0.0084 |
0.7% |
77% |
False |
False |
146,643 |
| 10 |
1.1380 |
1.1089 |
0.0292 |
2.6% |
0.0075 |
0.7% |
85% |
False |
False |
128,540 |
| 20 |
1.1380 |
1.0984 |
0.0396 |
3.5% |
0.0074 |
0.6% |
89% |
False |
False |
128,153 |
| 40 |
1.1380 |
1.0976 |
0.0404 |
3.6% |
0.0080 |
0.7% |
89% |
False |
False |
136,029 |
| 60 |
1.1458 |
1.0947 |
0.0511 |
4.5% |
0.0092 |
0.8% |
76% |
False |
False |
134,011 |
| 80 |
1.1665 |
1.0947 |
0.0718 |
6.3% |
0.0086 |
0.8% |
54% |
False |
False |
100,841 |
| 100 |
1.1665 |
1.0947 |
0.0718 |
6.3% |
0.0085 |
0.7% |
54% |
False |
False |
80,746 |
| 120 |
1.1665 |
1.0898 |
0.0767 |
6.8% |
0.0087 |
0.8% |
57% |
False |
False |
67,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1600 |
|
2.618 |
1.1501 |
|
1.618 |
1.1441 |
|
1.000 |
1.1404 |
|
0.618 |
1.1380 |
|
HIGH |
1.1343 |
|
0.618 |
1.1320 |
|
0.500 |
1.1313 |
|
0.382 |
1.1306 |
|
LOW |
1.1283 |
|
0.618 |
1.1245 |
|
1.000 |
1.1222 |
|
1.618 |
1.1185 |
|
2.618 |
1.1124 |
|
4.250 |
1.1025 |
|
|
| Fisher Pivots for day following 22-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1329 |
1.1335 |
| PP |
1.1321 |
1.1333 |
| S1 |
1.1313 |
1.1331 |
|