CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 25-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2016 |
25-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1318 |
1.1274 |
-0.0044 |
-0.4% |
1.1185 |
| High |
1.1323 |
1.1308 |
-0.0015 |
-0.1% |
1.1380 |
| Low |
1.1257 |
1.1270 |
0.0013 |
0.1% |
1.1168 |
| Close |
1.1274 |
1.1289 |
0.0016 |
0.1% |
1.1336 |
| Range |
0.0066 |
0.0039 |
-0.0028 |
-41.7% |
0.0212 |
| ATR |
0.0076 |
0.0073 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
121,460 |
103,635 |
-17,825 |
-14.7% |
696,263 |
|
| Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1404 |
1.1385 |
1.1310 |
|
| R3 |
1.1366 |
1.1347 |
1.1300 |
|
| R2 |
1.1327 |
1.1327 |
1.1296 |
|
| R1 |
1.1308 |
1.1308 |
1.1293 |
1.1318 |
| PP |
1.1289 |
1.1289 |
1.1289 |
1.1294 |
| S1 |
1.1270 |
1.1270 |
1.1285 |
1.1279 |
| S2 |
1.1250 |
1.1250 |
1.1282 |
|
| S3 |
1.1212 |
1.1231 |
1.1278 |
|
| S4 |
1.1173 |
1.1193 |
1.1268 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1931 |
1.1845 |
1.1452 |
|
| R3 |
1.1719 |
1.1633 |
1.1394 |
|
| R2 |
1.1507 |
1.1507 |
1.1374 |
|
| R1 |
1.1421 |
1.1421 |
1.1355 |
1.1464 |
| PP |
1.1295 |
1.1295 |
1.1295 |
1.1316 |
| S1 |
1.1209 |
1.1209 |
1.1316 |
1.1252 |
| S2 |
1.1083 |
1.1083 |
1.1297 |
|
| S3 |
1.0871 |
1.0997 |
1.1277 |
|
| S4 |
1.0659 |
1.0785 |
1.1219 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1373 |
1.1257 |
0.0117 |
1.0% |
0.0055 |
0.5% |
28% |
False |
False |
111,920 |
| 10 |
1.1380 |
1.1147 |
0.0234 |
2.1% |
0.0072 |
0.6% |
61% |
False |
False |
127,188 |
| 20 |
1.1380 |
1.1064 |
0.0316 |
2.8% |
0.0070 |
0.6% |
71% |
False |
False |
124,934 |
| 40 |
1.1380 |
1.0976 |
0.0404 |
3.6% |
0.0076 |
0.7% |
77% |
False |
False |
131,226 |
| 60 |
1.1458 |
1.0947 |
0.0511 |
4.5% |
0.0091 |
0.8% |
67% |
False |
False |
139,221 |
| 80 |
1.1579 |
1.0947 |
0.0632 |
5.6% |
0.0085 |
0.7% |
54% |
False |
False |
104,978 |
| 100 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0084 |
0.7% |
48% |
False |
False |
84,064 |
| 120 |
1.1665 |
1.0898 |
0.0767 |
6.8% |
0.0086 |
0.8% |
51% |
False |
False |
70,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1472 |
|
2.618 |
1.1409 |
|
1.618 |
1.1370 |
|
1.000 |
1.1347 |
|
0.618 |
1.1332 |
|
HIGH |
1.1308 |
|
0.618 |
1.1293 |
|
0.500 |
1.1289 |
|
0.382 |
1.1284 |
|
LOW |
1.1270 |
|
0.618 |
1.1246 |
|
1.000 |
1.1231 |
|
1.618 |
1.1207 |
|
2.618 |
1.1169 |
|
4.250 |
1.1106 |
|
|
| Fisher Pivots for day following 25-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1289 |
1.1312 |
| PP |
1.1289 |
1.1304 |
| S1 |
1.1289 |
1.1297 |
|