CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 17-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1239 |
1.1332 |
0.0093 |
0.8% |
1.1145 |
| High |
1.1380 |
1.1374 |
-0.0006 |
-0.1% |
1.1281 |
| Low |
1.1237 |
1.1299 |
0.0063 |
0.6% |
1.1134 |
| Close |
1.1334 |
1.1349 |
0.0015 |
0.1% |
1.1222 |
| Range |
0.0144 |
0.0075 |
-0.0069 |
-47.7% |
0.0148 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
3,270 |
1,114 |
-2,156 |
-65.9% |
5,543 |
|
| Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1566 |
1.1532 |
1.1390 |
|
| R3 |
1.1491 |
1.1457 |
1.1369 |
|
| R2 |
1.1416 |
1.1416 |
1.1362 |
|
| R1 |
1.1382 |
1.1382 |
1.1355 |
1.1399 |
| PP |
1.1341 |
1.1341 |
1.1341 |
1.1349 |
| S1 |
1.1307 |
1.1307 |
1.1342 |
1.1324 |
| S2 |
1.1266 |
1.1266 |
1.1335 |
|
| S3 |
1.1191 |
1.1232 |
1.1328 |
|
| S4 |
1.1116 |
1.1157 |
1.1307 |
|
|
| 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 |
1.1380 |
1.1192 |
0.0188 |
1.7% |
0.0083 |
0.7% |
83% |
False |
False |
1,566 |
| 10 |
1.1380 |
1.1109 |
0.0271 |
2.4% |
0.0071 |
0.6% |
88% |
False |
False |
1,246 |
| 20 |
1.1380 |
1.1020 |
0.0360 |
3.2% |
0.0071 |
0.6% |
91% |
False |
False |
873 |
| 40 |
1.1498 |
1.0994 |
0.0505 |
4.4% |
0.0087 |
0.8% |
70% |
False |
False |
724 |
| 60 |
1.1498 |
1.0994 |
0.0505 |
4.4% |
0.0083 |
0.7% |
70% |
False |
False |
634 |
| 80 |
1.1700 |
1.0994 |
0.0707 |
6.2% |
0.0074 |
0.6% |
50% |
False |
False |
485 |
| 100 |
1.1700 |
1.0994 |
0.0707 |
6.2% |
0.0067 |
0.6% |
50% |
False |
False |
395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1693 |
|
2.618 |
1.1570 |
|
1.618 |
1.1495 |
|
1.000 |
1.1449 |
|
0.618 |
1.1420 |
|
HIGH |
1.1374 |
|
0.618 |
1.1345 |
|
0.500 |
1.1337 |
|
0.382 |
1.1328 |
|
LOW |
1.1299 |
|
0.618 |
1.1253 |
|
1.000 |
1.1224 |
|
1.618 |
1.1178 |
|
2.618 |
1.1103 |
|
4.250 |
1.0980 |
|
|
| Fisher Pivots for day following 17-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1345 |
1.1331 |
| PP |
1.1341 |
1.1314 |
| S1 |
1.1337 |
1.1297 |
|