CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 25-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2016 |
25-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1359 |
1.1315 |
-0.0044 |
-0.4% |
1.1223 |
| High |
1.1367 |
1.1351 |
-0.0016 |
-0.1% |
1.1423 |
| Low |
1.1301 |
1.1314 |
0.0013 |
0.1% |
1.1214 |
| Close |
1.1318 |
1.1333 |
0.0015 |
0.1% |
1.1380 |
| Range |
0.0066 |
0.0037 |
-0.0029 |
-43.5% |
0.0209 |
| ATR |
0.0073 |
0.0071 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
1,286 |
1,272 |
-14 |
-1.1% |
8,675 |
|
| Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1444 |
1.1425 |
1.1353 |
|
| R3 |
1.1407 |
1.1388 |
1.1343 |
|
| R2 |
1.1370 |
1.1370 |
1.1340 |
|
| R1 |
1.1351 |
1.1351 |
1.1336 |
1.1361 |
| PP |
1.1333 |
1.1333 |
1.1333 |
1.1337 |
| S1 |
1.1314 |
1.1314 |
1.1330 |
1.1324 |
| S2 |
1.1296 |
1.1296 |
1.1326 |
|
| S3 |
1.1259 |
1.1277 |
1.1323 |
|
| S4 |
1.1222 |
1.1240 |
1.1313 |
|
|
| 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 |
1.1415 |
1.1301 |
0.0114 |
1.0% |
0.0053 |
0.5% |
28% |
False |
False |
1,327 |
| 10 |
1.1423 |
1.1192 |
0.0231 |
2.0% |
0.0070 |
0.6% |
61% |
False |
False |
1,516 |
| 20 |
1.1423 |
1.1109 |
0.0314 |
2.8% |
0.0068 |
0.6% |
71% |
False |
False |
1,127 |
| 40 |
1.1423 |
1.1020 |
0.0403 |
3.6% |
0.0072 |
0.6% |
78% |
False |
False |
801 |
| 60 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0084 |
0.7% |
67% |
False |
False |
767 |
| 80 |
1.1597 |
1.0994 |
0.0604 |
5.3% |
0.0074 |
0.7% |
56% |
False |
False |
586 |
| 100 |
1.1700 |
1.0994 |
0.0707 |
6.2% |
0.0067 |
0.6% |
48% |
False |
False |
473 |
| 120 |
1.1700 |
1.0932 |
0.0769 |
6.8% |
0.0065 |
0.6% |
52% |
False |
False |
399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1508 |
|
2.618 |
1.1448 |
|
1.618 |
1.1411 |
|
1.000 |
1.1388 |
|
0.618 |
1.1374 |
|
HIGH |
1.1351 |
|
0.618 |
1.1337 |
|
0.500 |
1.1333 |
|
0.382 |
1.1328 |
|
LOW |
1.1314 |
|
0.618 |
1.1291 |
|
1.000 |
1.1277 |
|
1.618 |
1.1254 |
|
2.618 |
1.1217 |
|
4.250 |
1.1157 |
|
|
| Fisher Pivots for day following 25-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1333 |
1.1356 |
| PP |
1.1333 |
1.1349 |
| S1 |
1.1333 |
1.1341 |
|