CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 26-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2016 |
26-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1274 |
1.1295 |
0.0021 |
0.2% |
1.1326 |
| High |
1.1308 |
1.1352 |
0.0044 |
0.4% |
1.1367 |
| Low |
1.1270 |
1.1190 |
-0.0080 |
-0.7% |
1.1190 |
| Close |
1.1289 |
1.1197 |
-0.0093 |
-0.8% |
1.1197 |
| Range |
0.0039 |
0.0163 |
0.0124 |
322.1% |
0.0177 |
| ATR |
0.0073 |
0.0080 |
0.0006 |
8.7% |
0.0000 |
| Volume |
103,635 |
261,824 |
158,189 |
152.6% |
698,873 |
|
| Daily Pivots for day following 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1734 |
1.1628 |
1.1286 |
|
| R3 |
1.1571 |
1.1465 |
1.1241 |
|
| R2 |
1.1409 |
1.1409 |
1.1226 |
|
| R1 |
1.1303 |
1.1303 |
1.1211 |
1.1274 |
| PP |
1.1246 |
1.1246 |
1.1246 |
1.1232 |
| S1 |
1.1140 |
1.1140 |
1.1182 |
1.1112 |
| S2 |
1.1084 |
1.1084 |
1.1167 |
|
| S3 |
1.0921 |
1.0978 |
1.1152 |
|
| S4 |
1.0759 |
1.0815 |
1.1107 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1782 |
1.1666 |
1.1294 |
|
| R3 |
1.1605 |
1.1489 |
1.1245 |
|
| R2 |
1.1428 |
1.1428 |
1.1229 |
|
| R1 |
1.1312 |
1.1312 |
1.1213 |
1.1282 |
| PP |
1.1251 |
1.1251 |
1.1251 |
1.1236 |
| S1 |
1.1135 |
1.1135 |
1.1180 |
1.1105 |
| S2 |
1.1074 |
1.1074 |
1.1164 |
|
| S3 |
1.0897 |
1.0958 |
1.1148 |
|
| S4 |
1.0720 |
1.0781 |
1.1099 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1367 |
1.1190 |
0.0177 |
1.6% |
0.0076 |
0.7% |
4% |
False |
True |
139,774 |
| 10 |
1.1380 |
1.1168 |
0.0212 |
1.9% |
0.0079 |
0.7% |
13% |
False |
False |
139,513 |
| 20 |
1.1380 |
1.1064 |
0.0316 |
2.8% |
0.0072 |
0.6% |
42% |
False |
False |
128,409 |
| 40 |
1.1380 |
1.0976 |
0.0404 |
3.6% |
0.0077 |
0.7% |
55% |
False |
False |
132,272 |
| 60 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0092 |
0.8% |
49% |
False |
False |
143,455 |
| 80 |
1.1542 |
1.0947 |
0.0595 |
5.3% |
0.0086 |
0.8% |
42% |
False |
False |
108,247 |
| 100 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0085 |
0.8% |
35% |
False |
False |
86,679 |
| 120 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0087 |
0.8% |
39% |
False |
False |
72,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2043 |
|
2.618 |
1.1777 |
|
1.618 |
1.1615 |
|
1.000 |
1.1515 |
|
0.618 |
1.1452 |
|
HIGH |
1.1352 |
|
0.618 |
1.1290 |
|
0.500 |
1.1271 |
|
0.382 |
1.1252 |
|
LOW |
1.1190 |
|
0.618 |
1.1089 |
|
1.000 |
1.1027 |
|
1.618 |
1.0927 |
|
2.618 |
1.0764 |
|
4.250 |
1.0499 |
|
|
| Fisher Pivots for day following 26-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1271 |
1.1271 |
| PP |
1.1246 |
1.1246 |
| S1 |
1.1221 |
1.1221 |
|