CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 31-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2016 |
31-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1195 |
1.1151 |
-0.0044 |
-0.4% |
1.1326 |
| High |
1.1201 |
1.1173 |
-0.0028 |
-0.2% |
1.1367 |
| Low |
1.1141 |
1.1131 |
-0.0010 |
-0.1% |
1.1190 |
| Close |
1.1150 |
1.1167 |
0.0017 |
0.2% |
1.1197 |
| Range |
0.0060 |
0.0042 |
-0.0018 |
-30.0% |
0.0177 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
129,704 |
148,992 |
19,288 |
14.9% |
698,873 |
|
| Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1283 |
1.1267 |
1.1190 |
|
| R3 |
1.1241 |
1.1225 |
1.1178 |
|
| R2 |
1.1199 |
1.1199 |
1.1174 |
|
| R1 |
1.1183 |
1.1183 |
1.1170 |
1.1191 |
| PP |
1.1157 |
1.1157 |
1.1157 |
1.1161 |
| S1 |
1.1141 |
1.1141 |
1.1163 |
1.1149 |
| S2 |
1.1115 |
1.1115 |
1.1159 |
|
| S3 |
1.1073 |
1.1099 |
1.1155 |
|
| S4 |
1.1031 |
1.1057 |
1.1143 |
|
|
| 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 |
1.1131 |
0.0221 |
2.0% |
0.0071 |
0.6% |
16% |
False |
True |
151,976 |
| 10 |
1.1380 |
1.1131 |
0.0249 |
2.2% |
0.0067 |
0.6% |
14% |
False |
True |
137,512 |
| 20 |
1.1380 |
1.1064 |
0.0316 |
2.8% |
0.0070 |
0.6% |
32% |
False |
False |
130,779 |
| 40 |
1.1380 |
1.0976 |
0.0404 |
3.6% |
0.0073 |
0.7% |
47% |
False |
False |
130,700 |
| 60 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0089 |
0.8% |
43% |
False |
False |
147,626 |
| 80 |
1.1492 |
1.0947 |
0.0545 |
4.9% |
0.0085 |
0.8% |
40% |
False |
False |
113,157 |
| 100 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0084 |
0.8% |
31% |
False |
False |
90,618 |
| 120 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0083 |
0.7% |
31% |
False |
False |
75,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1352 |
|
2.618 |
1.1283 |
|
1.618 |
1.1241 |
|
1.000 |
1.1215 |
|
0.618 |
1.1199 |
|
HIGH |
1.1173 |
|
0.618 |
1.1157 |
|
0.500 |
1.1152 |
|
0.382 |
1.1147 |
|
LOW |
1.1131 |
|
0.618 |
1.1105 |
|
1.000 |
1.1089 |
|
1.618 |
1.1063 |
|
2.618 |
1.1021 |
|
4.250 |
1.0953 |
|
|
| Fisher Pivots for day following 31-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1162 |
1.1174 |
| PP |
1.1157 |
1.1172 |
| S1 |
1.1152 |
1.1169 |
|