CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 04-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2016 |
04-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1283 |
1.1211 |
-0.0072 |
-0.6% |
1.1039 |
| High |
1.1283 |
1.1221 |
-0.0063 |
-0.6% |
1.1263 |
| Low |
1.1208 |
1.1180 |
-0.0028 |
-0.2% |
1.1020 |
| Close |
1.1213 |
1.1194 |
-0.0019 |
-0.2% |
1.1246 |
| Range |
0.0075 |
0.0041 |
-0.0035 |
-46.0% |
0.0243 |
| ATR |
0.0083 |
0.0080 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
379 |
742 |
363 |
95.8% |
3,490 |
|
| Daily Pivots for day following 04-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1320 |
1.1297 |
1.1216 |
|
| R3 |
1.1279 |
1.1257 |
1.1205 |
|
| R2 |
1.1239 |
1.1239 |
1.1201 |
|
| R1 |
1.1216 |
1.1216 |
1.1197 |
1.1207 |
| PP |
1.1198 |
1.1198 |
1.1198 |
1.1194 |
| S1 |
1.1176 |
1.1176 |
1.1190 |
1.1167 |
| S2 |
1.1158 |
1.1158 |
1.1186 |
|
| S3 |
1.1117 |
1.1135 |
1.1182 |
|
| S4 |
1.1077 |
1.1095 |
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 |
1.1143 |
0.0157 |
1.4% |
0.0067 |
0.6% |
32% |
False |
False |
517 |
| 10 |
1.1300 |
1.1020 |
0.0280 |
2.5% |
0.0067 |
0.6% |
62% |
False |
False |
545 |
| 20 |
1.1300 |
1.1020 |
0.0280 |
2.5% |
0.0071 |
0.6% |
62% |
False |
False |
485 |
| 40 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0091 |
0.8% |
40% |
False |
False |
619 |
| 60 |
1.1522 |
1.0994 |
0.0528 |
4.7% |
0.0078 |
0.7% |
38% |
False |
False |
446 |
| 80 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0069 |
0.6% |
28% |
False |
False |
341 |
| 100 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0064 |
0.6% |
28% |
False |
False |
279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1393 |
|
2.618 |
1.1327 |
|
1.618 |
1.1286 |
|
1.000 |
1.1261 |
|
0.618 |
1.1246 |
|
HIGH |
1.1221 |
|
0.618 |
1.1205 |
|
0.500 |
1.1200 |
|
0.382 |
1.1195 |
|
LOW |
1.1180 |
|
0.618 |
1.1155 |
|
1.000 |
1.1140 |
|
1.618 |
1.1114 |
|
2.618 |
1.1074 |
|
4.250 |
1.1008 |
|
|
| Fisher Pivots for day following 04-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1200 |
1.1240 |
| PP |
1.1198 |
1.1224 |
| S1 |
1.1196 |
1.1209 |
|