CME Euro FX (E) Future December 2016


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Trading Metrics calculated at close of trading on 15-Aug-2016
Day Change Summary
Previous Current
12-Aug-2016 15-Aug-2016 Change Change % Previous Week
Open 1.1204 1.1223 0.0019 0.2% 1.1145
High 1.1281 1.1262 -0.0019 -0.2% 1.1281
Low 1.1192 1.1214 0.0022 0.2% 1.1134
Close 1.1222 1.1241 0.0019 0.2% 1.1222
Range 0.0089 0.0049 -0.0041 -45.5% 0.0148
ATR 0.0076 0.0074 -0.0002 -2.6% 0.0000
Volume 1,912 635 -1,277 -66.8% 5,543
Daily Pivots for day following 15-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.1384 1.1361 1.1267
R3 1.1336 1.1312 1.1254
R2 1.1287 1.1287 1.1249
R1 1.1264 1.1264 1.1245 1.1276
PP 1.1239 1.1239 1.1239 1.1245
S1 1.1215 1.1215 1.1236 1.1227
S2 1.1190 1.1190 1.1232
S3 1.1142 1.1167 1.1227
S4 1.1093 1.1118 1.1214
Weekly Pivots for week ending 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.1655 1.1586 1.1303
R3 1.1507 1.1438 1.1263
R2 1.1360 1.1360 1.1249
R1 1.1291 1.1291 1.1236 1.1325
PP 1.1212 1.1212 1.1212 1.1229
S1 1.1143 1.1143 1.1208 1.1178
S2 1.1065 1.1065 1.1195
S3 1.0917 1.0996 1.1181
S4 1.0770 1.0848 1.1141
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1281 1.1134 0.0148 1.3% 0.0062 0.6% 73% False False 1,163
10 1.1300 1.1109 0.0191 1.7% 0.0064 0.6% 69% False False 881
20 1.1300 1.1020 0.0280 2.5% 0.0066 0.6% 79% False False 698
40 1.1498 1.0994 0.0505 4.5% 0.0086 0.8% 49% False False 698
60 1.1498 1.0994 0.0505 4.5% 0.0080 0.7% 49% False False 562
80 1.1700 1.0994 0.0707 6.3% 0.0072 0.6% 35% False False 431
100 1.1700 1.0994 0.0707 6.3% 0.0066 0.6% 35% False False 351
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1468
2.618 1.1389
1.618 1.1340
1.000 1.1311
0.618 1.1292
HIGH 1.1262
0.618 1.1243
0.500 1.1238
0.382 1.1232
LOW 1.1214
0.618 1.1184
1.000 1.1165
1.618 1.1135
2.618 1.1087
4.250 1.1007
Fisher Pivots for day following 15-Aug-2016
Pivot 1 day 3 day
R1 1.1240 1.1239
PP 1.1239 1.1238
S1 1.1238 1.1237

These figures are updated between 7pm and 10pm EST after a trading day.

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