CME Euro FX (E) Future December 2016
| 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 |
|
|
|
| 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 |
|