CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 02-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2016 |
02-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1249 |
1.1239 |
-0.0010 |
-0.1% |
1.1039 |
| High |
1.1249 |
1.1300 |
0.0051 |
0.5% |
1.1263 |
| Low |
1.1222 |
1.1229 |
0.0007 |
0.1% |
1.1020 |
| Close |
1.1236 |
1.1293 |
0.0058 |
0.5% |
1.1246 |
| Range |
0.0027 |
0.0071 |
0.0045 |
167.9% |
0.0243 |
| ATR |
0.0083 |
0.0083 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
220 |
353 |
133 |
60.5% |
3,490 |
|
| Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1487 |
1.1461 |
1.1332 |
|
| R3 |
1.1416 |
1.1390 |
1.1313 |
|
| R2 |
1.1345 |
1.1345 |
1.1306 |
|
| R1 |
1.1319 |
1.1319 |
1.1300 |
1.1332 |
| PP |
1.1274 |
1.1274 |
1.1274 |
1.1280 |
| S1 |
1.1248 |
1.1248 |
1.1286 |
1.1261 |
| S2 |
1.1203 |
1.1203 |
1.1280 |
|
| S3 |
1.1132 |
1.1177 |
1.1273 |
|
| S4 |
1.1061 |
1.1106 |
1.1254 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1904 |
1.1817 |
1.1379 |
|
| R3 |
1.1661 |
1.1575 |
1.1313 |
|
| R2 |
1.1419 |
1.1419 |
1.1290 |
|
| R1 |
1.1332 |
1.1332 |
1.1268 |
1.1376 |
| PP |
1.1176 |
1.1176 |
1.1176 |
1.1198 |
| S1 |
1.1090 |
1.1090 |
1.1224 |
1.1133 |
| S2 |
1.0934 |
1.0934 |
1.1202 |
|
| S3 |
1.0691 |
1.0847 |
1.1179 |
|
| S4 |
1.0449 |
1.0605 |
1.1113 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1300 |
1.1034 |
0.0266 |
2.4% |
0.0075 |
0.7% |
98% |
True |
False |
544 |
| 10 |
1.1300 |
1.1020 |
0.0280 |
2.5% |
0.0068 |
0.6% |
98% |
True |
False |
497 |
| 20 |
1.1300 |
1.1020 |
0.0280 |
2.5% |
0.0071 |
0.6% |
98% |
True |
False |
450 |
| 40 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0089 |
0.8% |
59% |
False |
False |
604 |
| 60 |
1.1522 |
1.0994 |
0.0528 |
4.7% |
0.0077 |
0.7% |
57% |
False |
False |
429 |
| 80 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0069 |
0.6% |
42% |
False |
False |
328 |
| 100 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0063 |
0.6% |
42% |
False |
False |
268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1601 |
|
2.618 |
1.1485 |
|
1.618 |
1.1414 |
|
1.000 |
1.1371 |
|
0.618 |
1.1343 |
|
HIGH |
1.1300 |
|
0.618 |
1.1272 |
|
0.500 |
1.1264 |
|
0.382 |
1.1256 |
|
LOW |
1.1229 |
|
0.618 |
1.1185 |
|
1.000 |
1.1158 |
|
1.618 |
1.1114 |
|
2.618 |
1.1043 |
|
4.250 |
1.0927 |
|
|
| Fisher Pivots for day following 02-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1283 |
1.1269 |
| PP |
1.1274 |
1.1245 |
| S1 |
1.1264 |
1.1221 |
|