CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 22-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1405 |
1.1374 |
-0.0032 |
-0.3% |
1.1223 |
| High |
1.1415 |
1.1386 |
-0.0029 |
-0.3% |
1.1423 |
| Low |
1.1361 |
1.1328 |
-0.0033 |
-0.3% |
1.1214 |
| Close |
1.1380 |
1.1381 |
0.0002 |
0.0% |
1.1380 |
| Range |
0.0055 |
0.0059 |
0.0004 |
7.3% |
0.0209 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
2,055 |
1,041 |
-1,014 |
-49.3% |
8,675 |
|
| Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1540 |
1.1519 |
1.1413 |
|
| R3 |
1.1482 |
1.1461 |
1.1397 |
|
| R2 |
1.1423 |
1.1423 |
1.1392 |
|
| R1 |
1.1402 |
1.1402 |
1.1386 |
1.1413 |
| PP |
1.1365 |
1.1365 |
1.1365 |
1.1370 |
| S1 |
1.1344 |
1.1344 |
1.1376 |
1.1354 |
| S2 |
1.1306 |
1.1306 |
1.1370 |
|
| S3 |
1.1248 |
1.1285 |
1.1365 |
|
| S4 |
1.1189 |
1.1227 |
1.1349 |
|
|
| 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 |
1.1237 |
0.0186 |
1.6% |
0.0082 |
0.7% |
78% |
False |
False |
1,816 |
| 10 |
1.1423 |
1.1134 |
0.0289 |
2.5% |
0.0072 |
0.6% |
86% |
False |
False |
1,490 |
| 20 |
1.1423 |
1.1034 |
0.0389 |
3.4% |
0.0070 |
0.6% |
89% |
False |
False |
1,029 |
| 40 |
1.1423 |
1.1020 |
0.0403 |
3.5% |
0.0075 |
0.7% |
90% |
False |
False |
749 |
| 60 |
1.1498 |
1.0994 |
0.0505 |
4.4% |
0.0084 |
0.7% |
77% |
False |
False |
710 |
| 80 |
1.1700 |
1.0994 |
0.0707 |
6.2% |
0.0075 |
0.7% |
55% |
False |
False |
543 |
| 100 |
1.1700 |
1.0994 |
0.0707 |
6.2% |
0.0067 |
0.6% |
55% |
False |
False |
439 |
| 120 |
1.1700 |
1.0932 |
0.0769 |
6.8% |
0.0065 |
0.6% |
58% |
False |
False |
370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1635 |
|
2.618 |
1.1539 |
|
1.618 |
1.1481 |
|
1.000 |
1.1445 |
|
0.618 |
1.1422 |
|
HIGH |
1.1386 |
|
0.618 |
1.1364 |
|
0.500 |
1.1357 |
|
0.382 |
1.1350 |
|
LOW |
1.1328 |
|
0.618 |
1.1291 |
|
1.000 |
1.1269 |
|
1.618 |
1.1233 |
|
2.618 |
1.1174 |
|
4.250 |
1.1079 |
|
|
| Fisher Pivots for day following 22-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1373 |
1.1379 |
| PP |
1.1365 |
1.1377 |
| S1 |
1.1357 |
1.1375 |
|