CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 18-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1332 |
1.1352 |
0.0020 |
0.2% |
1.1145 |
| High |
1.1374 |
1.1423 |
0.0049 |
0.4% |
1.1281 |
| Low |
1.1299 |
1.1345 |
0.0046 |
0.4% |
1.1134 |
| Close |
1.1349 |
1.1411 |
0.0063 |
0.6% |
1.1222 |
| Range |
0.0075 |
0.0078 |
0.0003 |
3.3% |
0.0148 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
1,114 |
1,601 |
487 |
43.7% |
5,543 |
|
| Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1625 |
1.1596 |
1.1454 |
|
| R3 |
1.1548 |
1.1518 |
1.1432 |
|
| R2 |
1.1470 |
1.1470 |
1.1425 |
|
| R1 |
1.1441 |
1.1441 |
1.1418 |
1.1456 |
| PP |
1.1393 |
1.1393 |
1.1393 |
1.1400 |
| S1 |
1.1363 |
1.1363 |
1.1404 |
1.1378 |
| S2 |
1.1315 |
1.1315 |
1.1397 |
|
| S3 |
1.1238 |
1.1286 |
1.1390 |
|
| S4 |
1.1160 |
1.1208 |
1.1368 |
|
|
| 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 |
1.1423 |
1.1192 |
0.0231 |
2.0% |
0.0087 |
0.8% |
95% |
True |
False |
1,706 |
| 10 |
1.1423 |
1.1109 |
0.0314 |
2.7% |
0.0075 |
0.7% |
96% |
True |
False |
1,332 |
| 20 |
1.1423 |
1.1020 |
0.0403 |
3.5% |
0.0071 |
0.6% |
97% |
True |
False |
939 |
| 40 |
1.1498 |
1.0994 |
0.0505 |
4.4% |
0.0086 |
0.8% |
83% |
False |
False |
719 |
| 60 |
1.1498 |
1.0994 |
0.0505 |
4.4% |
0.0083 |
0.7% |
83% |
False |
False |
660 |
| 80 |
1.1700 |
1.0994 |
0.0707 |
6.2% |
0.0074 |
0.7% |
59% |
False |
False |
505 |
| 100 |
1.1700 |
1.0994 |
0.0707 |
6.2% |
0.0067 |
0.6% |
59% |
False |
False |
411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1752 |
|
2.618 |
1.1625 |
|
1.618 |
1.1548 |
|
1.000 |
1.1500 |
|
0.618 |
1.1470 |
|
HIGH |
1.1423 |
|
0.618 |
1.1393 |
|
0.500 |
1.1384 |
|
0.382 |
1.1375 |
|
LOW |
1.1345 |
|
0.618 |
1.1297 |
|
1.000 |
1.1268 |
|
1.618 |
1.1220 |
|
2.618 |
1.1142 |
|
4.250 |
1.1016 |
|
|
| Fisher Pivots for day following 18-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1402 |
1.1384 |
| PP |
1.1393 |
1.1357 |
| S1 |
1.1384 |
1.1330 |
|