CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 02-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2016 |
02-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1207 |
1.1246 |
0.0040 |
0.4% |
1.1249 |
| High |
1.1255 |
1.1305 |
0.0050 |
0.4% |
1.1305 |
| Low |
1.1179 |
1.1201 |
0.0022 |
0.2% |
1.1176 |
| Close |
1.1249 |
1.1210 |
-0.0040 |
-0.4% |
1.1210 |
| Range |
0.0076 |
0.0104 |
0.0028 |
36.8% |
0.0129 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
3.2% |
0.0000 |
| Volume |
3,740 |
3,117 |
-623 |
-16.7% |
13,365 |
|
| Daily Pivots for day following 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1550 |
1.1484 |
1.1267 |
|
| R3 |
1.1446 |
1.1380 |
1.1238 |
|
| R2 |
1.1342 |
1.1342 |
1.1229 |
|
| R1 |
1.1276 |
1.1276 |
1.1219 |
1.1257 |
| PP |
1.1238 |
1.1238 |
1.1238 |
1.1229 |
| S1 |
1.1172 |
1.1172 |
1.1200 |
1.1153 |
| S2 |
1.1134 |
1.1134 |
1.1190 |
|
| S3 |
1.1030 |
1.1068 |
1.1181 |
|
| S4 |
1.0926 |
1.0964 |
1.1152 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1616 |
1.1541 |
1.1280 |
|
| R3 |
1.1487 |
1.1413 |
1.1245 |
|
| R2 |
1.1359 |
1.1359 |
1.1233 |
|
| R1 |
1.1284 |
1.1284 |
1.1221 |
1.1257 |
| PP |
1.1230 |
1.1230 |
1.1230 |
1.1217 |
| S1 |
1.1156 |
1.1156 |
1.1198 |
1.1129 |
| S2 |
1.1102 |
1.1102 |
1.1186 |
|
| S3 |
1.0973 |
1.1027 |
1.1174 |
|
| S4 |
1.0845 |
1.0899 |
1.1139 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1305 |
1.1176 |
0.0129 |
1.1% |
0.0066 |
0.6% |
26% |
True |
False |
2,673 |
| 10 |
1.1412 |
1.1176 |
0.0236 |
2.1% |
0.0070 |
0.6% |
14% |
False |
False |
2,054 |
| 20 |
1.1423 |
1.1134 |
0.0289 |
2.6% |
0.0070 |
0.6% |
26% |
False |
False |
1,737 |
| 40 |
1.1423 |
1.1020 |
0.0403 |
3.6% |
0.0070 |
0.6% |
47% |
False |
False |
1,112 |
| 60 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0084 |
0.7% |
43% |
False |
False |
1,009 |
| 80 |
1.1504 |
1.0994 |
0.0510 |
4.5% |
0.0077 |
0.7% |
42% |
False |
False |
783 |
| 100 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0070 |
0.6% |
31% |
False |
False |
632 |
| 120 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0066 |
0.6% |
31% |
False |
False |
532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1747 |
|
2.618 |
1.1577 |
|
1.618 |
1.1473 |
|
1.000 |
1.1409 |
|
0.618 |
1.1369 |
|
HIGH |
1.1305 |
|
0.618 |
1.1265 |
|
0.500 |
1.1253 |
|
0.382 |
1.1240 |
|
LOW |
1.1201 |
|
0.618 |
1.1136 |
|
1.000 |
1.1097 |
|
1.618 |
1.1032 |
|
2.618 |
1.0928 |
|
4.250 |
1.0759 |
|
|
| Fisher Pivots for day following 02-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1253 |
1.1240 |
| PP |
1.1238 |
1.1230 |
| S1 |
1.1224 |
1.1220 |
|