CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 26-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2016 |
26-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1315 |
1.1338 |
0.0023 |
0.2% |
1.1374 |
| High |
1.1351 |
1.1395 |
0.0044 |
0.4% |
1.1412 |
| Low |
1.1314 |
1.1235 |
-0.0080 |
-0.7% |
1.1235 |
| Close |
1.1333 |
1.1241 |
-0.0092 |
-0.8% |
1.1241 |
| Range |
0.0037 |
0.0161 |
0.0124 |
333.8% |
0.0177 |
| ATR |
0.0071 |
0.0077 |
0.0006 |
9.0% |
0.0000 |
| Volume |
1,272 |
2,594 |
1,322 |
103.9% |
7,176 |
|
| Daily Pivots for day following 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1772 |
1.1667 |
1.1329 |
|
| R3 |
1.1611 |
1.1506 |
1.1285 |
|
| R2 |
1.1451 |
1.1451 |
1.1270 |
|
| R1 |
1.1346 |
1.1346 |
1.1256 |
1.1318 |
| PP |
1.1290 |
1.1290 |
1.1290 |
1.1276 |
| S1 |
1.1185 |
1.1185 |
1.1226 |
1.1158 |
| S2 |
1.1130 |
1.1130 |
1.1212 |
|
| S3 |
1.0969 |
1.1025 |
1.1197 |
|
| S4 |
1.0809 |
1.0864 |
1.1153 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1827 |
1.1711 |
1.1338 |
|
| R3 |
1.1650 |
1.1534 |
1.1290 |
|
| R2 |
1.1473 |
1.1473 |
1.1273 |
|
| R1 |
1.1357 |
1.1357 |
1.1257 |
1.1326 |
| PP |
1.1296 |
1.1296 |
1.1296 |
1.1280 |
| S1 |
1.1180 |
1.1180 |
1.1225 |
1.1149 |
| S2 |
1.1119 |
1.1119 |
1.1209 |
|
| S3 |
1.0942 |
1.1003 |
1.1192 |
|
| S4 |
1.0765 |
1.0826 |
1.1144 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1412 |
1.1235 |
0.0177 |
1.6% |
0.0075 |
0.7% |
4% |
False |
True |
1,435 |
| 10 |
1.1423 |
1.1214 |
0.0209 |
1.9% |
0.0077 |
0.7% |
13% |
False |
False |
1,585 |
| 20 |
1.1423 |
1.1109 |
0.0314 |
2.8% |
0.0070 |
0.6% |
42% |
False |
False |
1,212 |
| 40 |
1.1423 |
1.1020 |
0.0403 |
3.6% |
0.0073 |
0.6% |
55% |
False |
False |
840 |
| 60 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0086 |
0.8% |
49% |
False |
False |
810 |
| 80 |
1.1575 |
1.0994 |
0.0582 |
5.2% |
0.0076 |
0.7% |
43% |
False |
False |
618 |
| 100 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0069 |
0.6% |
35% |
False |
False |
499 |
| 120 |
1.1700 |
1.0932 |
0.0769 |
6.8% |
0.0067 |
0.6% |
40% |
False |
False |
421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2077 |
|
2.618 |
1.1815 |
|
1.618 |
1.1655 |
|
1.000 |
1.1556 |
|
0.618 |
1.1494 |
|
HIGH |
1.1395 |
|
0.618 |
1.1334 |
|
0.500 |
1.1315 |
|
0.382 |
1.1296 |
|
LOW |
1.1235 |
|
0.618 |
1.1135 |
|
1.000 |
1.1074 |
|
1.618 |
1.0975 |
|
2.618 |
1.0814 |
|
4.250 |
1.0552 |
|
|
| Fisher Pivots for day following 26-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1315 |
1.1315 |
| PP |
1.1290 |
1.1290 |
| S1 |
1.1266 |
1.1266 |
|