CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 29-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1338 |
1.1249 |
-0.0089 |
-0.8% |
1.1374 |
| High |
1.1395 |
1.1261 |
-0.0135 |
-1.2% |
1.1412 |
| Low |
1.1235 |
1.1213 |
-0.0022 |
-0.2% |
1.1235 |
| Close |
1.1241 |
1.1240 |
-0.0001 |
0.0% |
1.1241 |
| Range |
0.0161 |
0.0048 |
-0.0113 |
-70.1% |
0.0177 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
2,594 |
1,639 |
-955 |
-36.8% |
7,176 |
|
| Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1382 |
1.1359 |
1.1266 |
|
| R3 |
1.1334 |
1.1311 |
1.1253 |
|
| R2 |
1.1286 |
1.1286 |
1.1249 |
|
| R1 |
1.1263 |
1.1263 |
1.1244 |
1.1250 |
| PP |
1.1238 |
1.1238 |
1.1238 |
1.1231 |
| S1 |
1.1215 |
1.1215 |
1.1236 |
1.1202 |
| S2 |
1.1190 |
1.1190 |
1.1231 |
|
| S3 |
1.1142 |
1.1167 |
1.1227 |
|
| S4 |
1.1094 |
1.1119 |
1.1214 |
|
|
| 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 |
1.1213 |
0.0199 |
1.8% |
0.0073 |
0.6% |
14% |
False |
True |
1,554 |
| 10 |
1.1423 |
1.1213 |
0.0210 |
1.9% |
0.0077 |
0.7% |
13% |
False |
True |
1,685 |
| 20 |
1.1423 |
1.1109 |
0.0314 |
2.8% |
0.0071 |
0.6% |
42% |
False |
False |
1,283 |
| 40 |
1.1423 |
1.1020 |
0.0403 |
3.6% |
0.0072 |
0.6% |
55% |
False |
False |
866 |
| 60 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0083 |
0.7% |
49% |
False |
False |
828 |
| 80 |
1.1551 |
1.0994 |
0.0558 |
5.0% |
0.0075 |
0.7% |
44% |
False |
False |
638 |
| 100 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0069 |
0.6% |
35% |
False |
False |
515 |
| 120 |
1.1700 |
1.0932 |
0.0769 |
6.8% |
0.0067 |
0.6% |
40% |
False |
False |
435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1465 |
|
2.618 |
1.1386 |
|
1.618 |
1.1338 |
|
1.000 |
1.1309 |
|
0.618 |
1.1290 |
|
HIGH |
1.1261 |
|
0.618 |
1.1242 |
|
0.500 |
1.1237 |
|
0.382 |
1.1231 |
|
LOW |
1.1213 |
|
0.618 |
1.1183 |
|
1.000 |
1.1165 |
|
1.618 |
1.1135 |
|
2.618 |
1.1087 |
|
4.250 |
1.1009 |
|
|
| Fisher Pivots for day following 29-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1239 |
1.1304 |
| PP |
1.1238 |
1.1283 |
| S1 |
1.1237 |
1.1261 |
|