CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 05-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2016 |
05-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1211 |
1.1198 |
-0.0013 |
-0.1% |
1.1249 |
| High |
1.1221 |
1.1223 |
0.0003 |
0.0% |
1.1300 |
| Low |
1.1180 |
1.1109 |
-0.0071 |
-0.6% |
1.1109 |
| Close |
1.1194 |
1.1154 |
-0.0040 |
-0.4% |
1.1154 |
| Range |
0.0041 |
0.0114 |
0.0074 |
181.5% |
0.0191 |
| ATR |
0.0080 |
0.0082 |
0.0002 |
3.1% |
0.0000 |
| Volume |
742 |
1,164 |
422 |
56.9% |
2,858 |
|
| Daily Pivots for day following 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1504 |
1.1443 |
1.1216 |
|
| R3 |
1.1390 |
1.1329 |
1.1185 |
|
| R2 |
1.1276 |
1.1276 |
1.1174 |
|
| R1 |
1.1215 |
1.1215 |
1.1164 |
1.1188 |
| PP |
1.1162 |
1.1162 |
1.1162 |
1.1149 |
| S1 |
1.1101 |
1.1101 |
1.1143 |
1.1074 |
| S2 |
1.1048 |
1.1048 |
1.1133 |
|
| S3 |
1.0934 |
1.0987 |
1.1122 |
|
| S4 |
1.0820 |
1.0873 |
1.1091 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1759 |
1.1647 |
1.1258 |
|
| R3 |
1.1568 |
1.1456 |
1.1206 |
|
| R2 |
1.1378 |
1.1378 |
1.1188 |
|
| R1 |
1.1266 |
1.1266 |
1.1171 |
1.1227 |
| PP |
1.1187 |
1.1187 |
1.1187 |
1.1168 |
| S1 |
1.1075 |
1.1075 |
1.1136 |
1.1036 |
| S2 |
1.0997 |
1.0997 |
1.1119 |
|
| S3 |
1.0806 |
1.0885 |
1.1101 |
|
| S4 |
1.0616 |
1.0694 |
1.1049 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1300 |
1.1109 |
0.0191 |
1.7% |
0.0065 |
0.6% |
23% |
False |
True |
571 |
| 10 |
1.1300 |
1.1020 |
0.0280 |
2.5% |
0.0070 |
0.6% |
48% |
False |
False |
634 |
| 20 |
1.1300 |
1.1020 |
0.0280 |
2.5% |
0.0071 |
0.6% |
48% |
False |
False |
487 |
| 40 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0091 |
0.8% |
32% |
False |
False |
645 |
| 60 |
1.1504 |
1.0994 |
0.0510 |
4.6% |
0.0079 |
0.7% |
31% |
False |
False |
465 |
| 80 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0070 |
0.6% |
23% |
False |
False |
355 |
| 100 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0065 |
0.6% |
23% |
False |
False |
291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1708 |
|
2.618 |
1.1521 |
|
1.618 |
1.1407 |
|
1.000 |
1.1337 |
|
0.618 |
1.1293 |
|
HIGH |
1.1223 |
|
0.618 |
1.1179 |
|
0.500 |
1.1166 |
|
0.382 |
1.1153 |
|
LOW |
1.1109 |
|
0.618 |
1.1039 |
|
1.000 |
1.0995 |
|
1.618 |
1.0925 |
|
2.618 |
1.0811 |
|
4.250 |
1.0625 |
|
|
| Fisher Pivots for day following 05-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1166 |
1.1196 |
| PP |
1.1162 |
1.1182 |
| S1 |
1.1158 |
1.1168 |
|