CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 01-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2016 |
01-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1196 |
1.1207 |
0.0011 |
0.1% |
1.1374 |
| High |
1.1217 |
1.1255 |
0.0038 |
0.3% |
1.1412 |
| Low |
1.1176 |
1.1179 |
0.0003 |
0.0% |
1.1235 |
| Close |
1.1212 |
1.1249 |
0.0038 |
0.3% |
1.1241 |
| Range |
0.0041 |
0.0076 |
0.0035 |
85.4% |
0.0177 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
0.4% |
0.0000 |
| Volume |
3,524 |
3,740 |
216 |
6.1% |
7,176 |
|
| Daily Pivots for day following 01-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1456 |
1.1428 |
1.1291 |
|
| R3 |
1.1380 |
1.1352 |
1.1270 |
|
| R2 |
1.1304 |
1.1304 |
1.1263 |
|
| R1 |
1.1276 |
1.1276 |
1.1256 |
1.1290 |
| PP |
1.1228 |
1.1228 |
1.1228 |
1.1235 |
| S1 |
1.1200 |
1.1200 |
1.1242 |
1.1214 |
| S2 |
1.1152 |
1.1152 |
1.1235 |
|
| S3 |
1.1076 |
1.1124 |
1.1228 |
|
| S4 |
1.1000 |
1.1048 |
1.1207 |
|
|
| 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 |
1.9% |
0.0077 |
0.7% |
33% |
False |
False |
2,568 |
| 10 |
1.1415 |
1.1176 |
0.0239 |
2.1% |
0.0065 |
0.6% |
31% |
False |
False |
1,947 |
| 20 |
1.1423 |
1.1109 |
0.0314 |
2.8% |
0.0070 |
0.6% |
45% |
False |
False |
1,640 |
| 40 |
1.1423 |
1.1020 |
0.0403 |
3.6% |
0.0071 |
0.6% |
57% |
False |
False |
1,063 |
| 60 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0084 |
0.7% |
51% |
False |
False |
959 |
| 80 |
1.1522 |
1.0994 |
0.0528 |
4.7% |
0.0076 |
0.7% |
48% |
False |
False |
745 |
| 100 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0069 |
0.6% |
36% |
False |
False |
601 |
| 120 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0065 |
0.6% |
36% |
False |
False |
506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1578 |
|
2.618 |
1.1454 |
|
1.618 |
1.1378 |
|
1.000 |
1.1331 |
|
0.618 |
1.1302 |
|
HIGH |
1.1255 |
|
0.618 |
1.1226 |
|
0.500 |
1.1217 |
|
0.382 |
1.1208 |
|
LOW |
1.1179 |
|
0.618 |
1.1132 |
|
1.000 |
1.1103 |
|
1.618 |
1.1056 |
|
2.618 |
1.0980 |
|
4.250 |
1.0856 |
|
|
| Fisher Pivots for day following 01-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1238 |
1.1238 |
| PP |
1.1228 |
1.1227 |
| S1 |
1.1217 |
1.1216 |
|