CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 31-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2016 |
31-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1240 |
1.1196 |
-0.0044 |
-0.4% |
1.1374 |
| High |
1.1244 |
1.1217 |
-0.0027 |
-0.2% |
1.1412 |
| Low |
1.1185 |
1.1176 |
-0.0009 |
-0.1% |
1.1235 |
| Close |
1.1194 |
1.1212 |
0.0018 |
0.2% |
1.1241 |
| Range |
0.0060 |
0.0041 |
-0.0019 |
-31.1% |
0.0177 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
1,345 |
3,524 |
2,179 |
162.0% |
7,176 |
|
| Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1325 |
1.1309 |
1.1234 |
|
| R3 |
1.1284 |
1.1268 |
1.1223 |
|
| R2 |
1.1243 |
1.1243 |
1.1219 |
|
| R1 |
1.1227 |
1.1227 |
1.1215 |
1.1235 |
| PP |
1.1202 |
1.1202 |
1.1202 |
1.1205 |
| S1 |
1.1186 |
1.1186 |
1.1208 |
1.1194 |
| S2 |
1.1161 |
1.1161 |
1.1204 |
|
| S3 |
1.1120 |
1.1145 |
1.1200 |
|
| S4 |
1.1079 |
1.1104 |
1.1189 |
|
|
| 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 |
1.1395 |
1.1176 |
0.0219 |
2.0% |
0.0069 |
0.6% |
16% |
False |
True |
2,074 |
| 10 |
1.1423 |
1.1176 |
0.0247 |
2.2% |
0.0065 |
0.6% |
14% |
False |
True |
1,734 |
| 20 |
1.1423 |
1.1109 |
0.0314 |
2.8% |
0.0068 |
0.6% |
33% |
False |
False |
1,490 |
| 40 |
1.1423 |
1.1020 |
0.0403 |
3.6% |
0.0070 |
0.6% |
48% |
False |
False |
972 |
| 60 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0083 |
0.7% |
43% |
False |
False |
899 |
| 80 |
1.1522 |
1.0994 |
0.0528 |
4.7% |
0.0076 |
0.7% |
41% |
False |
False |
699 |
| 100 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0069 |
0.6% |
31% |
False |
False |
564 |
| 120 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0064 |
0.6% |
31% |
False |
False |
475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1391 |
|
2.618 |
1.1324 |
|
1.618 |
1.1283 |
|
1.000 |
1.1258 |
|
0.618 |
1.1242 |
|
HIGH |
1.1217 |
|
0.618 |
1.1201 |
|
0.500 |
1.1197 |
|
0.382 |
1.1192 |
|
LOW |
1.1176 |
|
0.618 |
1.1151 |
|
1.000 |
1.1135 |
|
1.618 |
1.1110 |
|
2.618 |
1.1069 |
|
4.250 |
1.1002 |
|
|
| Fisher Pivots for day following 31-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1207 |
1.1218 |
| PP |
1.1202 |
1.1216 |
| S1 |
1.1197 |
1.1214 |
|