CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 30-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2016 |
30-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1197 |
1.1195 |
-0.0002 |
0.0% |
1.1326 |
| High |
1.1217 |
1.1201 |
-0.0017 |
-0.1% |
1.1367 |
| Low |
1.1167 |
1.1141 |
-0.0027 |
-0.2% |
1.1190 |
| Close |
1.1196 |
1.1150 |
-0.0046 |
-0.4% |
1.1197 |
| Range |
0.0050 |
0.0060 |
0.0010 |
20.0% |
0.0177 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
115,729 |
129,704 |
13,975 |
12.1% |
698,873 |
|
| Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1344 |
1.1307 |
1.1183 |
|
| R3 |
1.1284 |
1.1247 |
1.1166 |
|
| R2 |
1.1224 |
1.1224 |
1.1161 |
|
| R1 |
1.1187 |
1.1187 |
1.1155 |
1.1175 |
| PP |
1.1164 |
1.1164 |
1.1164 |
1.1158 |
| S1 |
1.1127 |
1.1127 |
1.1144 |
1.1115 |
| S2 |
1.1104 |
1.1104 |
1.1139 |
|
| S3 |
1.1044 |
1.1067 |
1.1133 |
|
| S4 |
1.0984 |
1.1007 |
1.1117 |
|
|
| 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 |
1.1352 |
1.1141 |
0.0212 |
1.9% |
0.0075 |
0.7% |
4% |
False |
True |
146,470 |
| 10 |
1.1380 |
1.1141 |
0.0240 |
2.1% |
0.0070 |
0.6% |
4% |
False |
True |
136,583 |
| 20 |
1.1380 |
1.1064 |
0.0316 |
2.8% |
0.0073 |
0.7% |
27% |
False |
False |
129,172 |
| 40 |
1.1380 |
1.0976 |
0.0404 |
3.6% |
0.0074 |
0.7% |
43% |
False |
False |
130,600 |
| 60 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0089 |
0.8% |
40% |
False |
False |
146,389 |
| 80 |
1.1492 |
1.0947 |
0.0545 |
4.9% |
0.0085 |
0.8% |
37% |
False |
False |
111,300 |
| 100 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0084 |
0.8% |
28% |
False |
False |
89,129 |
| 120 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0084 |
0.8% |
28% |
False |
False |
74,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1456 |
|
2.618 |
1.1358 |
|
1.618 |
1.1298 |
|
1.000 |
1.1261 |
|
0.618 |
1.1238 |
|
HIGH |
1.1201 |
|
0.618 |
1.1178 |
|
0.500 |
1.1171 |
|
0.382 |
1.1163 |
|
LOW |
1.1141 |
|
0.618 |
1.1103 |
|
1.000 |
1.1081 |
|
1.618 |
1.1043 |
|
2.618 |
1.0983 |
|
4.250 |
1.0886 |
|
|
| Fisher Pivots for day following 30-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1171 |
1.1246 |
| PP |
1.1164 |
1.1214 |
| S1 |
1.1157 |
1.1182 |
|