CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 19-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2016 |
19-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1352 |
1.1405 |
0.0053 |
0.5% |
1.1223 |
| High |
1.1423 |
1.1415 |
-0.0008 |
-0.1% |
1.1423 |
| Low |
1.1345 |
1.1361 |
0.0016 |
0.1% |
1.1214 |
| Close |
1.1411 |
1.1380 |
-0.0032 |
-0.3% |
1.1380 |
| Range |
0.0078 |
0.0055 |
-0.0023 |
-29.7% |
0.0209 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
1,601 |
2,055 |
454 |
28.4% |
8,675 |
|
| Daily Pivots for day following 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1549 |
1.1519 |
1.1409 |
|
| R3 |
1.1494 |
1.1464 |
1.1394 |
|
| R2 |
1.1440 |
1.1440 |
1.1389 |
|
| R1 |
1.1410 |
1.1410 |
1.1384 |
1.1397 |
| PP |
1.1385 |
1.1385 |
1.1385 |
1.1379 |
| S1 |
1.1355 |
1.1355 |
1.1375 |
1.1343 |
| S2 |
1.1331 |
1.1331 |
1.1370 |
|
| S3 |
1.1276 |
1.1301 |
1.1365 |
|
| S4 |
1.1222 |
1.1246 |
1.1350 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1966 |
1.1882 |
1.1494 |
|
| R3 |
1.1757 |
1.1673 |
1.1437 |
|
| R2 |
1.1548 |
1.1548 |
1.1418 |
|
| R1 |
1.1464 |
1.1464 |
1.1399 |
1.1506 |
| PP |
1.1339 |
1.1339 |
1.1339 |
1.1360 |
| S1 |
1.1255 |
1.1255 |
1.1360 |
1.1297 |
| S2 |
1.1130 |
1.1130 |
1.1341 |
|
| S3 |
1.0921 |
1.1046 |
1.1322 |
|
| S4 |
1.0712 |
1.0837 |
1.1265 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1423 |
1.1214 |
0.0209 |
1.8% |
0.0080 |
0.7% |
79% |
False |
False |
1,735 |
| 10 |
1.1423 |
1.1134 |
0.0289 |
2.5% |
0.0069 |
0.6% |
85% |
False |
False |
1,421 |
| 20 |
1.1423 |
1.1020 |
0.0403 |
3.5% |
0.0070 |
0.6% |
89% |
False |
False |
1,028 |
| 40 |
1.1486 |
1.0994 |
0.0492 |
4.3% |
0.0085 |
0.8% |
78% |
False |
False |
760 |
| 60 |
1.1498 |
1.0994 |
0.0505 |
4.4% |
0.0084 |
0.7% |
77% |
False |
False |
694 |
| 80 |
1.1700 |
1.0994 |
0.0707 |
6.2% |
0.0075 |
0.7% |
55% |
False |
False |
531 |
| 100 |
1.1700 |
1.0994 |
0.0707 |
6.2% |
0.0067 |
0.6% |
55% |
False |
False |
429 |
| 120 |
1.1700 |
1.0932 |
0.0769 |
6.8% |
0.0065 |
0.6% |
58% |
False |
False |
362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1647 |
|
2.618 |
1.1558 |
|
1.618 |
1.1503 |
|
1.000 |
1.1470 |
|
0.618 |
1.1449 |
|
HIGH |
1.1415 |
|
0.618 |
1.1394 |
|
0.500 |
1.1388 |
|
0.382 |
1.1381 |
|
LOW |
1.1361 |
|
0.618 |
1.1327 |
|
1.000 |
1.1306 |
|
1.618 |
1.1272 |
|
2.618 |
1.1218 |
|
4.250 |
1.1129 |
|
|
| Fisher Pivots for day following 19-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1388 |
1.1373 |
| PP |
1.1385 |
1.1367 |
| S1 |
1.1382 |
1.1361 |
|