CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 09-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2016 |
09-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1145 |
1.1149 |
0.0004 |
0.0% |
1.1249 |
| High |
1.1167 |
1.1185 |
0.0018 |
0.2% |
1.1300 |
| Low |
1.1136 |
1.1134 |
-0.0002 |
0.0% |
1.1109 |
| Close |
1.1145 |
1.1171 |
0.0026 |
0.2% |
1.1154 |
| Range |
0.0031 |
0.0051 |
0.0020 |
64.5% |
0.0191 |
| ATR |
0.0078 |
0.0077 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
359 |
1,376 |
1,017 |
283.3% |
2,858 |
|
| Daily Pivots for day following 09-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1316 |
1.1294 |
1.1199 |
|
| R3 |
1.1265 |
1.1243 |
1.1185 |
|
| R2 |
1.1214 |
1.1214 |
1.1180 |
|
| R1 |
1.1192 |
1.1192 |
1.1175 |
1.1203 |
| PP |
1.1163 |
1.1163 |
1.1163 |
1.1168 |
| S1 |
1.1141 |
1.1141 |
1.1166 |
1.1152 |
| S2 |
1.1112 |
1.1112 |
1.1161 |
|
| S3 |
1.1061 |
1.1090 |
1.1156 |
|
| S4 |
1.1010 |
1.1039 |
1.1142 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1759 |
1.1647 |
1.1258 |
|
| R3 |
1.1568 |
1.1456 |
1.1206 |
|
| R2 |
1.1378 |
1.1378 |
1.1188 |
|
| R1 |
1.1266 |
1.1266 |
1.1171 |
1.1227 |
| PP |
1.1187 |
1.1187 |
1.1187 |
1.1168 |
| S1 |
1.1075 |
1.1075 |
1.1136 |
1.1036 |
| S2 |
1.0997 |
1.0997 |
1.1119 |
|
| S3 |
1.0806 |
1.0885 |
1.1101 |
|
| S4 |
1.0616 |
1.0694 |
1.1049 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1283 |
1.1109 |
0.0174 |
1.6% |
0.0062 |
0.6% |
35% |
False |
False |
804 |
| 10 |
1.1300 |
1.1034 |
0.0266 |
2.4% |
0.0069 |
0.6% |
51% |
False |
False |
674 |
| 20 |
1.1300 |
1.1020 |
0.0280 |
2.5% |
0.0069 |
0.6% |
54% |
False |
False |
546 |
| 40 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0090 |
0.8% |
35% |
False |
False |
675 |
| 60 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0078 |
0.7% |
35% |
False |
False |
492 |
| 80 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0071 |
0.6% |
25% |
False |
False |
375 |
| 100 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0064 |
0.6% |
25% |
False |
False |
308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1401 |
|
2.618 |
1.1318 |
|
1.618 |
1.1267 |
|
1.000 |
1.1236 |
|
0.618 |
1.1216 |
|
HIGH |
1.1185 |
|
0.618 |
1.1165 |
|
0.500 |
1.1159 |
|
0.382 |
1.1153 |
|
LOW |
1.1134 |
|
0.618 |
1.1102 |
|
1.000 |
1.1083 |
|
1.618 |
1.1051 |
|
2.618 |
1.1000 |
|
4.250 |
1.0917 |
|
|
| Fisher Pivots for day following 09-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1167 |
1.1169 |
| PP |
1.1163 |
1.1168 |
| S1 |
1.1159 |
1.1166 |
|