CME Euro FX (E) Future September 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 |
1.1295 |
1.1197 |
-0.0099 |
-0.9% |
1.1326 |
| High |
1.1352 |
1.1217 |
-0.0135 |
-1.2% |
1.1367 |
| Low |
1.1190 |
1.1167 |
-0.0023 |
-0.2% |
1.1190 |
| Close |
1.1197 |
1.1196 |
-0.0001 |
0.0% |
1.1197 |
| Range |
0.0163 |
0.0050 |
-0.0113 |
-69.2% |
0.0177 |
| ATR |
0.0080 |
0.0077 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
261,824 |
115,729 |
-146,095 |
-55.8% |
698,873 |
|
| Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1343 |
1.1319 |
1.1223 |
|
| R3 |
1.1293 |
1.1269 |
1.1209 |
|
| R2 |
1.1243 |
1.1243 |
1.1205 |
|
| R1 |
1.1219 |
1.1219 |
1.1200 |
1.1206 |
| PP |
1.1193 |
1.1193 |
1.1193 |
1.1187 |
| S1 |
1.1169 |
1.1169 |
1.1191 |
1.1156 |
| S2 |
1.1143 |
1.1143 |
1.1186 |
|
| S3 |
1.1093 |
1.1119 |
1.1182 |
|
| S4 |
1.1043 |
1.1069 |
1.1168 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1782 |
1.1666 |
1.1294 |
|
| R3 |
1.1605 |
1.1489 |
1.1245 |
|
| R2 |
1.1428 |
1.1428 |
1.1229 |
|
| R1 |
1.1312 |
1.1312 |
1.1213 |
1.1282 |
| PP |
1.1251 |
1.1251 |
1.1251 |
1.1236 |
| S1 |
1.1135 |
1.1135 |
1.1180 |
1.1105 |
| S2 |
1.1074 |
1.1074 |
1.1164 |
|
| S3 |
1.0897 |
1.0958 |
1.1148 |
|
| S4 |
1.0720 |
1.0781 |
1.1099 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1367 |
1.1167 |
0.0200 |
1.8% |
0.0074 |
0.7% |
14% |
False |
True |
142,159 |
| 10 |
1.1380 |
1.1167 |
0.0213 |
1.9% |
0.0079 |
0.7% |
13% |
False |
True |
144,401 |
| 20 |
1.1380 |
1.1064 |
0.0316 |
2.8% |
0.0073 |
0.7% |
42% |
False |
False |
129,213 |
| 40 |
1.1380 |
1.0976 |
0.0404 |
3.6% |
0.0076 |
0.7% |
54% |
False |
False |
131,922 |
| 60 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0089 |
0.8% |
49% |
False |
False |
145,083 |
| 80 |
1.1534 |
1.0947 |
0.0587 |
5.2% |
0.0085 |
0.8% |
42% |
False |
False |
109,684 |
| 100 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0084 |
0.8% |
35% |
False |
False |
87,835 |
| 120 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0086 |
0.8% |
39% |
False |
False |
73,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1430 |
|
2.618 |
1.1348 |
|
1.618 |
1.1298 |
|
1.000 |
1.1267 |
|
0.618 |
1.1248 |
|
HIGH |
1.1217 |
|
0.618 |
1.1198 |
|
0.500 |
1.1192 |
|
0.382 |
1.1186 |
|
LOW |
1.1167 |
|
0.618 |
1.1136 |
|
1.000 |
1.1117 |
|
1.618 |
1.1086 |
|
2.618 |
1.1036 |
|
4.250 |
1.0955 |
|
|
| Fisher Pivots for day following 29-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1194 |
1.1260 |
| PP |
1.1193 |
1.1238 |
| S1 |
1.1192 |
1.1217 |
|