CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 16-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1223 |
1.1239 |
0.0016 |
0.1% |
1.1145 |
| High |
1.1262 |
1.1380 |
0.0118 |
1.0% |
1.1281 |
| Low |
1.1214 |
1.1237 |
0.0023 |
0.2% |
1.1134 |
| Close |
1.1241 |
1.1334 |
0.0094 |
0.8% |
1.1222 |
| Range |
0.0049 |
0.0144 |
0.0095 |
195.9% |
0.0148 |
| ATR |
0.0074 |
0.0079 |
0.0005 |
6.6% |
0.0000 |
| Volume |
635 |
3,270 |
2,635 |
415.0% |
5,543 |
|
| Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1747 |
1.1684 |
1.1413 |
|
| R3 |
1.1604 |
1.1541 |
1.1373 |
|
| R2 |
1.1460 |
1.1460 |
1.1360 |
|
| R1 |
1.1397 |
1.1397 |
1.1347 |
1.1429 |
| PP |
1.1317 |
1.1317 |
1.1317 |
1.1333 |
| S1 |
1.1254 |
1.1254 |
1.1321 |
1.1285 |
| S2 |
1.1173 |
1.1173 |
1.1308 |
|
| S3 |
1.1030 |
1.1110 |
1.1295 |
|
| S4 |
1.0886 |
1.0967 |
1.1255 |
|
|
| 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 |
1.1380 |
1.1188 |
0.0193 |
1.7% |
0.0080 |
0.7% |
76% |
True |
False |
1,542 |
| 10 |
1.1380 |
1.1109 |
0.0271 |
2.4% |
0.0071 |
0.6% |
83% |
True |
False |
1,173 |
| 20 |
1.1380 |
1.1020 |
0.0360 |
3.2% |
0.0070 |
0.6% |
87% |
True |
False |
835 |
| 40 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0088 |
0.8% |
67% |
False |
False |
746 |
| 60 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0082 |
0.7% |
67% |
False |
False |
616 |
| 80 |
1.1700 |
1.0994 |
0.0707 |
6.2% |
0.0073 |
0.6% |
48% |
False |
False |
471 |
| 100 |
1.1700 |
1.0994 |
0.0707 |
6.2% |
0.0067 |
0.6% |
48% |
False |
False |
384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1990 |
|
2.618 |
1.1756 |
|
1.618 |
1.1612 |
|
1.000 |
1.1524 |
|
0.618 |
1.1469 |
|
HIGH |
1.1380 |
|
0.618 |
1.1325 |
|
0.500 |
1.1308 |
|
0.382 |
1.1291 |
|
LOW |
1.1237 |
|
0.618 |
1.1148 |
|
1.000 |
1.1093 |
|
1.618 |
1.1004 |
|
2.618 |
1.0861 |
|
4.250 |
1.0627 |
|
|
| Fisher Pivots for day following 16-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1325 |
1.1318 |
| PP |
1.1317 |
1.1302 |
| S1 |
1.1308 |
1.1286 |
|