CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 12-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2016 |
12-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1250 |
1.1204 |
-0.0046 |
-0.4% |
1.1145 |
| High |
1.1253 |
1.1281 |
0.0029 |
0.3% |
1.1281 |
| Low |
1.1196 |
1.1192 |
-0.0004 |
0.0% |
1.1134 |
| Close |
1.1204 |
1.1222 |
0.0018 |
0.2% |
1.1222 |
| Range |
0.0057 |
0.0089 |
0.0033 |
57.5% |
0.0148 |
| ATR |
0.0075 |
0.0076 |
0.0001 |
1.3% |
0.0000 |
| Volume |
903 |
1,912 |
1,009 |
111.7% |
5,543 |
|
| Daily Pivots for day following 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1499 |
1.1449 |
1.1271 |
|
| R3 |
1.1410 |
1.1360 |
1.1246 |
|
| R2 |
1.1321 |
1.1321 |
1.1238 |
|
| R1 |
1.1271 |
1.1271 |
1.1230 |
1.1296 |
| PP |
1.1232 |
1.1232 |
1.1232 |
1.1244 |
| S1 |
1.1182 |
1.1182 |
1.1214 |
1.1207 |
| S2 |
1.1143 |
1.1143 |
1.1206 |
|
| S3 |
1.1054 |
1.1093 |
1.1198 |
|
| S4 |
1.0965 |
1.1004 |
1.1173 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1655 |
1.1586 |
1.1303 |
|
| R3 |
1.1507 |
1.1438 |
1.1263 |
|
| R2 |
1.1360 |
1.1360 |
1.1249 |
|
| R1 |
1.1291 |
1.1291 |
1.1236 |
1.1325 |
| PP |
1.1212 |
1.1212 |
1.1212 |
1.1229 |
| S1 |
1.1143 |
1.1143 |
1.1208 |
1.1178 |
| S2 |
1.1065 |
1.1065 |
1.1195 |
|
| S3 |
1.0917 |
1.0996 |
1.1181 |
|
| S4 |
1.0770 |
1.0848 |
1.1141 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1281 |
1.1134 |
0.0148 |
1.3% |
0.0058 |
0.5% |
60% |
True |
False |
1,108 |
| 10 |
1.1300 |
1.1109 |
0.0191 |
1.7% |
0.0062 |
0.6% |
59% |
False |
False |
840 |
| 20 |
1.1300 |
1.1020 |
0.0280 |
2.5% |
0.0066 |
0.6% |
72% |
False |
False |
677 |
| 40 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0086 |
0.8% |
45% |
False |
False |
709 |
| 60 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0080 |
0.7% |
45% |
False |
False |
552 |
| 80 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0072 |
0.6% |
32% |
False |
False |
423 |
| 100 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0065 |
0.6% |
32% |
False |
False |
345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1659 |
|
2.618 |
1.1514 |
|
1.618 |
1.1425 |
|
1.000 |
1.1370 |
|
0.618 |
1.1336 |
|
HIGH |
1.1281 |
|
0.618 |
1.1247 |
|
0.500 |
1.1237 |
|
0.382 |
1.1226 |
|
LOW |
1.1192 |
|
0.618 |
1.1137 |
|
1.000 |
1.1103 |
|
1.618 |
1.1048 |
|
2.618 |
1.0959 |
|
4.250 |
1.0814 |
|
|
| Fisher Pivots for day following 12-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1237 |
1.1234 |
| PP |
1.1232 |
1.1230 |
| S1 |
1.1227 |
1.1226 |
|