CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 01-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2016 |
01-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1151 |
1.1165 |
0.0014 |
0.1% |
1.1326 |
| High |
1.1173 |
1.1211 |
0.0038 |
0.3% |
1.1367 |
| Low |
1.1131 |
1.1133 |
0.0002 |
0.0% |
1.1190 |
| Close |
1.1167 |
1.1205 |
0.0038 |
0.3% |
1.1197 |
| Range |
0.0042 |
0.0078 |
0.0036 |
85.7% |
0.0177 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.4% |
0.0000 |
| Volume |
148,992 |
174,294 |
25,302 |
17.0% |
698,873 |
|
| Daily Pivots for day following 01-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1417 |
1.1389 |
1.1247 |
|
| R3 |
1.1339 |
1.1311 |
1.1226 |
|
| R2 |
1.1261 |
1.1261 |
1.1219 |
|
| R1 |
1.1233 |
1.1233 |
1.1212 |
1.1247 |
| PP |
1.1183 |
1.1183 |
1.1183 |
1.1190 |
| S1 |
1.1155 |
1.1155 |
1.1197 |
1.1169 |
| S2 |
1.1105 |
1.1105 |
1.1190 |
|
| S3 |
1.1027 |
1.1077 |
1.1183 |
|
| S4 |
1.0949 |
1.0999 |
1.1162 |
|
|
| 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% |
0.0079 |
0.7% |
33% |
False |
False |
166,108 |
| 10 |
1.1373 |
1.1131 |
0.0242 |
2.2% |
0.0067 |
0.6% |
30% |
False |
False |
139,014 |
| 20 |
1.1380 |
1.1064 |
0.0316 |
2.8% |
0.0072 |
0.6% |
44% |
False |
False |
134,094 |
| 40 |
1.1380 |
1.0976 |
0.0404 |
3.6% |
0.0074 |
0.7% |
57% |
False |
False |
132,398 |
| 60 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0089 |
0.8% |
50% |
False |
False |
148,232 |
| 80 |
1.1492 |
1.0947 |
0.0545 |
4.9% |
0.0085 |
0.8% |
47% |
False |
False |
115,331 |
| 100 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0084 |
0.7% |
36% |
False |
False |
92,353 |
| 120 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0083 |
0.7% |
36% |
False |
False |
77,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1543 |
|
2.618 |
1.1415 |
|
1.618 |
1.1337 |
|
1.000 |
1.1289 |
|
0.618 |
1.1259 |
|
HIGH |
1.1211 |
|
0.618 |
1.1181 |
|
0.500 |
1.1172 |
|
0.382 |
1.1163 |
|
LOW |
1.1133 |
|
0.618 |
1.1085 |
|
1.000 |
1.1055 |
|
1.618 |
1.1007 |
|
2.618 |
1.0929 |
|
4.250 |
1.0802 |
|
|
| Fisher Pivots for day following 01-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1194 |
1.1193 |
| PP |
1.1183 |
1.1182 |
| S1 |
1.1172 |
1.1171 |
|