CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 02-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2016 |
02-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1165 |
1.1203 |
0.0038 |
0.3% |
1.1197 |
| High |
1.1211 |
1.1261 |
0.0050 |
0.4% |
1.1261 |
| Low |
1.1133 |
1.1140 |
0.0007 |
0.1% |
1.1131 |
| Close |
1.1205 |
1.1165 |
-0.0040 |
-0.4% |
1.1165 |
| Range |
0.0078 |
0.0121 |
0.0043 |
54.5% |
0.0130 |
| ATR |
0.0074 |
0.0077 |
0.0003 |
4.5% |
0.0000 |
| Volume |
174,294 |
203,258 |
28,964 |
16.6% |
771,977 |
|
| Daily Pivots for day following 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1550 |
1.1478 |
1.1231 |
|
| R3 |
1.1430 |
1.1358 |
1.1198 |
|
| R2 |
1.1309 |
1.1309 |
1.1187 |
|
| R1 |
1.1237 |
1.1237 |
1.1176 |
1.1213 |
| PP |
1.1189 |
1.1189 |
1.1189 |
1.1176 |
| S1 |
1.1117 |
1.1117 |
1.1154 |
1.1092 |
| S2 |
1.1068 |
1.1068 |
1.1143 |
|
| S3 |
1.0948 |
1.0996 |
1.1132 |
|
| S4 |
1.0827 |
1.0876 |
1.1099 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1574 |
1.1499 |
1.1236 |
|
| R3 |
1.1445 |
1.1370 |
1.1201 |
|
| R2 |
1.1315 |
1.1315 |
1.1189 |
|
| R1 |
1.1240 |
1.1240 |
1.1177 |
1.1213 |
| PP |
1.1186 |
1.1186 |
1.1186 |
1.1172 |
| S1 |
1.1111 |
1.1111 |
1.1153 |
1.1083 |
| S2 |
1.1056 |
1.1056 |
1.1141 |
|
| S3 |
1.0927 |
1.0981 |
1.1129 |
|
| S4 |
1.0797 |
1.0852 |
1.1094 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1261 |
1.1131 |
0.0130 |
1.2% |
0.0070 |
0.6% |
26% |
True |
False |
154,395 |
| 10 |
1.1367 |
1.1131 |
0.0236 |
2.1% |
0.0073 |
0.7% |
14% |
False |
False |
147,085 |
| 20 |
1.1380 |
1.1089 |
0.0292 |
2.6% |
0.0072 |
0.6% |
26% |
False |
False |
136,171 |
| 40 |
1.1380 |
1.0976 |
0.0404 |
3.6% |
0.0074 |
0.7% |
47% |
False |
False |
133,125 |
| 60 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0090 |
0.8% |
43% |
False |
False |
148,574 |
| 80 |
1.1473 |
1.0947 |
0.0526 |
4.7% |
0.0086 |
0.8% |
41% |
False |
False |
117,861 |
| 100 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0084 |
0.7% |
30% |
False |
False |
94,382 |
| 120 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0084 |
0.8% |
30% |
False |
False |
78,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1773 |
|
2.618 |
1.1576 |
|
1.618 |
1.1455 |
|
1.000 |
1.1381 |
|
0.618 |
1.1335 |
|
HIGH |
1.1261 |
|
0.618 |
1.1214 |
|
0.500 |
1.1200 |
|
0.382 |
1.1186 |
|
LOW |
1.1140 |
|
0.618 |
1.1066 |
|
1.000 |
1.1020 |
|
1.618 |
1.0945 |
|
2.618 |
1.0825 |
|
4.250 |
1.0628 |
|
|
| Fisher Pivots for day following 02-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1200 |
1.1196 |
| PP |
1.1189 |
1.1186 |
| S1 |
1.1177 |
1.1175 |
|