CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 11-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2016 |
11-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1190 |
1.1250 |
0.0060 |
0.5% |
1.1249 |
| High |
1.1252 |
1.1253 |
0.0001 |
0.0% |
1.1300 |
| Low |
1.1188 |
1.1196 |
0.0009 |
0.1% |
1.1109 |
| Close |
1.1237 |
1.1204 |
-0.0033 |
-0.3% |
1.1154 |
| Range |
0.0065 |
0.0057 |
-0.0008 |
-12.4% |
0.0191 |
| ATR |
0.0077 |
0.0075 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
993 |
903 |
-90 |
-9.1% |
2,858 |
|
| Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1387 |
1.1352 |
1.1235 |
|
| R3 |
1.1331 |
1.1296 |
1.1220 |
|
| R2 |
1.1274 |
1.1274 |
1.1214 |
|
| R1 |
1.1239 |
1.1239 |
1.1209 |
1.1228 |
| PP |
1.1218 |
1.1218 |
1.1218 |
1.1212 |
| S1 |
1.1183 |
1.1183 |
1.1199 |
1.1172 |
| S2 |
1.1161 |
1.1161 |
1.1194 |
|
| S3 |
1.1105 |
1.1126 |
1.1188 |
|
| S4 |
1.1048 |
1.1070 |
1.1173 |
|
|
| 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 |
1.1253 |
1.1109 |
0.0144 |
1.3% |
0.0063 |
0.6% |
66% |
True |
False |
959 |
| 10 |
1.1300 |
1.1109 |
0.0191 |
1.7% |
0.0065 |
0.6% |
50% |
False |
False |
738 |
| 20 |
1.1300 |
1.1020 |
0.0280 |
2.5% |
0.0068 |
0.6% |
66% |
False |
False |
616 |
| 40 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0088 |
0.8% |
42% |
False |
False |
688 |
| 60 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0079 |
0.7% |
42% |
False |
False |
521 |
| 80 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0072 |
0.6% |
30% |
False |
False |
399 |
| 100 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0065 |
0.6% |
30% |
False |
False |
326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1493 |
|
2.618 |
1.1400 |
|
1.618 |
1.1344 |
|
1.000 |
1.1309 |
|
0.618 |
1.1287 |
|
HIGH |
1.1253 |
|
0.618 |
1.1231 |
|
0.500 |
1.1224 |
|
0.382 |
1.1218 |
|
LOW |
1.1196 |
|
0.618 |
1.1161 |
|
1.000 |
1.1140 |
|
1.618 |
1.1105 |
|
2.618 |
1.1048 |
|
4.250 |
1.0956 |
|
|
| Fisher Pivots for day following 11-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1224 |
1.1200 |
| PP |
1.1218 |
1.1197 |
| S1 |
1.1211 |
1.1193 |
|