CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 10-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2016 |
10-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1149 |
1.1190 |
0.0042 |
0.4% |
1.1249 |
| High |
1.1185 |
1.1252 |
0.0068 |
0.6% |
1.1300 |
| Low |
1.1134 |
1.1188 |
0.0054 |
0.5% |
1.1109 |
| Close |
1.1171 |
1.1237 |
0.0066 |
0.6% |
1.1154 |
| Range |
0.0051 |
0.0065 |
0.0014 |
26.5% |
0.0191 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
0.5% |
0.0000 |
| Volume |
1,376 |
993 |
-383 |
-27.8% |
2,858 |
|
| Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1419 |
1.1392 |
1.1272 |
|
| R3 |
1.1354 |
1.1328 |
1.1254 |
|
| R2 |
1.1290 |
1.1290 |
1.1248 |
|
| R1 |
1.1263 |
1.1263 |
1.1242 |
1.1277 |
| PP |
1.1225 |
1.1225 |
1.1225 |
1.1232 |
| S1 |
1.1199 |
1.1199 |
1.1231 |
1.1212 |
| S2 |
1.1161 |
1.1161 |
1.1225 |
|
| S3 |
1.1096 |
1.1134 |
1.1219 |
|
| S4 |
1.1032 |
1.1070 |
1.1201 |
|
|
| 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 |
1.1252 |
1.1109 |
0.0143 |
1.3% |
0.0060 |
0.5% |
89% |
True |
False |
926 |
| 10 |
1.1300 |
1.1109 |
0.0191 |
1.7% |
0.0065 |
0.6% |
67% |
False |
False |
744 |
| 20 |
1.1300 |
1.1020 |
0.0280 |
2.5% |
0.0069 |
0.6% |
77% |
False |
False |
586 |
| 40 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0089 |
0.8% |
48% |
False |
False |
674 |
| 60 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0079 |
0.7% |
48% |
False |
False |
508 |
| 80 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0072 |
0.6% |
34% |
False |
False |
388 |
| 100 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0064 |
0.6% |
34% |
False |
False |
318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1526 |
|
2.618 |
1.1421 |
|
1.618 |
1.1356 |
|
1.000 |
1.1317 |
|
0.618 |
1.1292 |
|
HIGH |
1.1252 |
|
0.618 |
1.1227 |
|
0.500 |
1.1220 |
|
0.382 |
1.1212 |
|
LOW |
1.1188 |
|
0.618 |
1.1148 |
|
1.000 |
1.1123 |
|
1.618 |
1.1083 |
|
2.618 |
1.1019 |
|
4.250 |
1.0913 |
|
|
| Fisher Pivots for day following 10-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1231 |
1.1222 |
| PP |
1.1225 |
1.1207 |
| S1 |
1.1220 |
1.1193 |
|