CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 08-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2016 |
08-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1198 |
1.1145 |
-0.0053 |
-0.5% |
1.1249 |
| High |
1.1223 |
1.1167 |
-0.0057 |
-0.5% |
1.1300 |
| Low |
1.1109 |
1.1136 |
0.0027 |
0.2% |
1.1109 |
| Close |
1.1154 |
1.1145 |
-0.0009 |
-0.1% |
1.1154 |
| Range |
0.0114 |
0.0031 |
-0.0083 |
-72.8% |
0.0191 |
| ATR |
0.0082 |
0.0078 |
-0.0004 |
-4.4% |
0.0000 |
| Volume |
1,164 |
359 |
-805 |
-69.2% |
2,858 |
|
| Daily Pivots for day following 08-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1242 |
1.1225 |
1.1162 |
|
| R3 |
1.1211 |
1.1194 |
1.1154 |
|
| R2 |
1.1180 |
1.1180 |
1.1151 |
|
| R1 |
1.1163 |
1.1163 |
1.1148 |
1.1161 |
| PP |
1.1149 |
1.1149 |
1.1149 |
1.1148 |
| S1 |
1.1132 |
1.1132 |
1.1142 |
1.1130 |
| S2 |
1.1118 |
1.1118 |
1.1139 |
|
| S3 |
1.1087 |
1.1101 |
1.1136 |
|
| S4 |
1.1056 |
1.1070 |
1.1128 |
|
|
| 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% |
0.0066 |
0.6% |
19% |
False |
False |
599 |
| 10 |
1.1300 |
1.1034 |
0.0266 |
2.4% |
0.0069 |
0.6% |
42% |
False |
False |
569 |
| 20 |
1.1300 |
1.1020 |
0.0280 |
2.5% |
0.0070 |
0.6% |
45% |
False |
False |
492 |
| 40 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0090 |
0.8% |
30% |
False |
False |
644 |
| 60 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0079 |
0.7% |
30% |
False |
False |
470 |
| 80 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0070 |
0.6% |
21% |
False |
False |
358 |
| 100 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0065 |
0.6% |
21% |
False |
False |
294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1298 |
|
2.618 |
1.1248 |
|
1.618 |
1.1217 |
|
1.000 |
1.1198 |
|
0.618 |
1.1186 |
|
HIGH |
1.1167 |
|
0.618 |
1.1155 |
|
0.500 |
1.1151 |
|
0.382 |
1.1147 |
|
LOW |
1.1136 |
|
0.618 |
1.1116 |
|
1.000 |
1.1105 |
|
1.618 |
1.1085 |
|
2.618 |
1.1054 |
|
4.250 |
1.1004 |
|
|
| Fisher Pivots for day following 08-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1151 |
1.1166 |
| PP |
1.1149 |
1.1159 |
| S1 |
1.1147 |
1.1152 |
|