CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 23-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2016 |
23-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1326 |
1.1333 |
0.0007 |
0.1% |
1.1185 |
| High |
1.1343 |
1.1367 |
0.0024 |
0.2% |
1.1380 |
| Low |
1.1283 |
1.1315 |
0.0033 |
0.3% |
1.1168 |
| Close |
1.1337 |
1.1318 |
-0.0019 |
-0.2% |
1.1336 |
| Range |
0.0061 |
0.0052 |
-0.0009 |
-14.9% |
0.0212 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
103,805 |
108,149 |
4,344 |
4.2% |
696,263 |
|
| Daily Pivots for day following 23-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1488 |
1.1454 |
1.1346 |
|
| R3 |
1.1436 |
1.1403 |
1.1332 |
|
| R2 |
1.1385 |
1.1385 |
1.1327 |
|
| R1 |
1.1351 |
1.1351 |
1.1322 |
1.1342 |
| PP |
1.1333 |
1.1333 |
1.1333 |
1.1329 |
| S1 |
1.1300 |
1.1300 |
1.1313 |
1.1291 |
| S2 |
1.1282 |
1.1282 |
1.1308 |
|
| S3 |
1.1230 |
1.1248 |
1.1303 |
|
| S4 |
1.1179 |
1.1197 |
1.1289 |
|
|
| 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 |
1.1254 |
0.0127 |
1.1% |
0.0065 |
0.6% |
51% |
False |
False |
126,696 |
| 10 |
1.1380 |
1.1132 |
0.0249 |
2.2% |
0.0075 |
0.7% |
75% |
False |
False |
129,074 |
| 20 |
1.1380 |
1.0984 |
0.0396 |
3.5% |
0.0074 |
0.7% |
84% |
False |
False |
128,329 |
| 40 |
1.1380 |
1.0976 |
0.0404 |
3.6% |
0.0078 |
0.7% |
85% |
False |
False |
133,272 |
| 60 |
1.1458 |
1.0947 |
0.0511 |
4.5% |
0.0092 |
0.8% |
73% |
False |
False |
135,784 |
| 80 |
1.1665 |
1.0947 |
0.0718 |
6.3% |
0.0086 |
0.8% |
52% |
False |
False |
102,184 |
| 100 |
1.1665 |
1.0947 |
0.0718 |
6.3% |
0.0084 |
0.7% |
52% |
False |
False |
81,820 |
| 120 |
1.1665 |
1.0898 |
0.0767 |
6.8% |
0.0086 |
0.8% |
55% |
False |
False |
68,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1585 |
|
2.618 |
1.1501 |
|
1.618 |
1.1450 |
|
1.000 |
1.1418 |
|
0.618 |
1.1398 |
|
HIGH |
1.1367 |
|
0.618 |
1.1347 |
|
0.500 |
1.1341 |
|
0.382 |
1.1335 |
|
LOW |
1.1315 |
|
0.618 |
1.1283 |
|
1.000 |
1.1264 |
|
1.618 |
1.1232 |
|
2.618 |
1.1180 |
|
4.250 |
1.1096 |
|
|
| Fisher Pivots for day following 23-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1341 |
1.1328 |
| PP |
1.1333 |
1.1324 |
| S1 |
1.1325 |
1.1321 |
|