CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 03-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2016 |
03-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1239 |
1.1283 |
0.0044 |
0.4% |
1.1039 |
| High |
1.1300 |
1.1283 |
-0.0017 |
-0.1% |
1.1263 |
| Low |
1.1229 |
1.1208 |
-0.0021 |
-0.2% |
1.1020 |
| Close |
1.1293 |
1.1213 |
-0.0081 |
-0.7% |
1.1246 |
| Range |
0.0071 |
0.0075 |
0.0004 |
5.6% |
0.0243 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
0.2% |
0.0000 |
| Volume |
353 |
379 |
26 |
7.4% |
3,490 |
|
| Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1460 |
1.1411 |
1.1254 |
|
| R3 |
1.1385 |
1.1336 |
1.1233 |
|
| R2 |
1.1310 |
1.1310 |
1.1226 |
|
| R1 |
1.1261 |
1.1261 |
1.1219 |
1.1248 |
| PP |
1.1235 |
1.1235 |
1.1235 |
1.1228 |
| S1 |
1.1186 |
1.1186 |
1.1206 |
1.1173 |
| S2 |
1.1160 |
1.1160 |
1.1199 |
|
| S3 |
1.1085 |
1.1111 |
1.1192 |
|
| S4 |
1.1010 |
1.1036 |
1.1171 |
|
|
| 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 |
1.1128 |
0.0172 |
1.5% |
0.0070 |
0.6% |
49% |
False |
False |
561 |
| 10 |
1.1300 |
1.1020 |
0.0280 |
2.5% |
0.0071 |
0.6% |
69% |
False |
False |
500 |
| 20 |
1.1300 |
1.1020 |
0.0280 |
2.5% |
0.0071 |
0.6% |
69% |
False |
False |
455 |
| 40 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0091 |
0.8% |
43% |
False |
False |
603 |
| 60 |
1.1522 |
1.0994 |
0.0528 |
4.7% |
0.0078 |
0.7% |
41% |
False |
False |
435 |
| 80 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0069 |
0.6% |
31% |
False |
False |
332 |
| 100 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0063 |
0.6% |
31% |
False |
False |
272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1602 |
|
2.618 |
1.1479 |
|
1.618 |
1.1404 |
|
1.000 |
1.1358 |
|
0.618 |
1.1329 |
|
HIGH |
1.1283 |
|
0.618 |
1.1254 |
|
0.500 |
1.1246 |
|
0.382 |
1.1237 |
|
LOW |
1.1208 |
|
0.618 |
1.1162 |
|
1.000 |
1.1133 |
|
1.618 |
1.1087 |
|
2.618 |
1.1012 |
|
4.250 |
1.0889 |
|
|
| Fisher Pivots for day following 03-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1246 |
1.1254 |
| PP |
1.1235 |
1.1240 |
| S1 |
1.1224 |
1.1226 |
|