CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 23-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2016 |
23-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1374 |
1.1377 |
0.0004 |
0.0% |
1.1223 |
| High |
1.1386 |
1.1412 |
0.0026 |
0.2% |
1.1423 |
| Low |
1.1328 |
1.1360 |
0.0033 |
0.3% |
1.1214 |
| Close |
1.1381 |
1.1362 |
-0.0019 |
-0.2% |
1.1380 |
| Range |
0.0059 |
0.0052 |
-0.0007 |
-12.0% |
0.0209 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
1,041 |
983 |
-58 |
-5.6% |
8,675 |
|
| Daily Pivots for day following 23-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1532 |
1.1499 |
1.1390 |
|
| R3 |
1.1481 |
1.1447 |
1.1376 |
|
| R2 |
1.1429 |
1.1429 |
1.1371 |
|
| R1 |
1.1396 |
1.1396 |
1.1367 |
1.1387 |
| PP |
1.1378 |
1.1378 |
1.1378 |
1.1373 |
| S1 |
1.1344 |
1.1344 |
1.1357 |
1.1335 |
| S2 |
1.1326 |
1.1326 |
1.1353 |
|
| S3 |
1.1275 |
1.1293 |
1.1348 |
|
| S4 |
1.1223 |
1.1241 |
1.1334 |
|
|
| 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 |
1.1299 |
0.0124 |
1.1% |
0.0063 |
0.6% |
51% |
False |
False |
1,358 |
| 10 |
1.1423 |
1.1188 |
0.0235 |
2.1% |
0.0072 |
0.6% |
74% |
False |
False |
1,450 |
| 20 |
1.1423 |
1.1034 |
0.0389 |
3.4% |
0.0070 |
0.6% |
84% |
False |
False |
1,062 |
| 40 |
1.1423 |
1.1020 |
0.0403 |
3.5% |
0.0073 |
0.6% |
85% |
False |
False |
765 |
| 60 |
1.1498 |
1.0994 |
0.0505 |
4.4% |
0.0084 |
0.7% |
73% |
False |
False |
726 |
| 80 |
1.1700 |
1.0994 |
0.0707 |
6.2% |
0.0075 |
0.7% |
52% |
False |
False |
555 |
| 100 |
1.1700 |
1.0994 |
0.0707 |
6.2% |
0.0067 |
0.6% |
52% |
False |
False |
448 |
| 120 |
1.1700 |
1.0932 |
0.0769 |
6.8% |
0.0065 |
0.6% |
56% |
False |
False |
378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1630 |
|
2.618 |
1.1546 |
|
1.618 |
1.1495 |
|
1.000 |
1.1463 |
|
0.618 |
1.1443 |
|
HIGH |
1.1412 |
|
0.618 |
1.1392 |
|
0.500 |
1.1386 |
|
0.382 |
1.1380 |
|
LOW |
1.1360 |
|
0.618 |
1.1328 |
|
1.000 |
1.1309 |
|
1.618 |
1.1277 |
|
2.618 |
1.1225 |
|
4.250 |
1.1141 |
|
|
| Fisher Pivots for day following 23-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1386 |
1.1371 |
| PP |
1.1378 |
1.1368 |
| S1 |
1.1370 |
1.1365 |
|