CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 22-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1036 |
1.1049 |
0.0014 |
0.1% |
1.1080 |
| High |
1.1086 |
1.1066 |
-0.0020 |
-0.2% |
1.1113 |
| Low |
1.1005 |
1.0980 |
-0.0025 |
-0.2% |
1.0980 |
| Close |
1.1039 |
1.0987 |
-0.0052 |
-0.5% |
1.0987 |
| Range |
0.0081 |
0.0087 |
0.0006 |
6.8% |
0.0133 |
| ATR |
0.0095 |
0.0094 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
171,902 |
124,231 |
-47,671 |
-27.7% |
654,787 |
|
| Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1270 |
1.1215 |
1.1034 |
|
| R3 |
1.1184 |
1.1128 |
1.1010 |
|
| R2 |
1.1097 |
1.1097 |
1.1002 |
|
| R1 |
1.1042 |
1.1042 |
1.0994 |
1.1026 |
| PP |
1.1011 |
1.1011 |
1.1011 |
1.1003 |
| S1 |
1.0955 |
1.0955 |
1.0979 |
1.0940 |
| S2 |
1.0924 |
1.0924 |
1.0971 |
|
| S3 |
1.0838 |
1.0869 |
1.0963 |
|
| S4 |
1.0751 |
1.0782 |
1.0939 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1425 |
1.1339 |
1.1060 |
|
| R3 |
1.1292 |
1.1206 |
1.1023 |
|
| R2 |
1.1159 |
1.1159 |
1.1011 |
|
| R1 |
1.1073 |
1.1073 |
1.0999 |
1.1050 |
| PP |
1.1026 |
1.1026 |
1.1026 |
1.1015 |
| S1 |
1.0940 |
1.0940 |
1.0974 |
1.0917 |
| S2 |
1.0893 |
1.0893 |
1.0962 |
|
| S3 |
1.0760 |
1.0807 |
1.0950 |
|
| S4 |
1.0627 |
1.0674 |
1.0913 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1113 |
1.0980 |
0.0133 |
1.2% |
0.0070 |
0.6% |
5% |
False |
True |
130,957 |
| 10 |
1.1192 |
1.0980 |
0.0213 |
1.9% |
0.0076 |
0.7% |
3% |
False |
True |
130,786 |
| 20 |
1.1455 |
1.0947 |
0.0508 |
4.6% |
0.0109 |
1.0% |
8% |
False |
False |
159,012 |
| 40 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0102 |
0.9% |
8% |
False |
False |
134,817 |
| 60 |
1.1665 |
1.0947 |
0.0718 |
6.5% |
0.0091 |
0.8% |
6% |
False |
False |
90,298 |
| 80 |
1.1665 |
1.0947 |
0.0718 |
6.5% |
0.0088 |
0.8% |
6% |
False |
False |
67,809 |
| 100 |
1.1665 |
1.0898 |
0.0767 |
7.0% |
0.0089 |
0.8% |
12% |
False |
False |
54,302 |
| 120 |
1.1665 |
1.0898 |
0.0767 |
7.0% |
0.0086 |
0.8% |
12% |
False |
False |
45,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1434 |
|
2.618 |
1.1292 |
|
1.618 |
1.1206 |
|
1.000 |
1.1153 |
|
0.618 |
1.1119 |
|
HIGH |
1.1066 |
|
0.618 |
1.1033 |
|
0.500 |
1.1023 |
|
0.382 |
1.1013 |
|
LOW |
1.0980 |
|
0.618 |
1.0926 |
|
1.000 |
1.0893 |
|
1.618 |
1.0840 |
|
2.618 |
1.0753 |
|
4.250 |
1.0612 |
|
|
| Fisher Pivots for day following 22-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1023 |
1.1033 |
| PP |
1.1011 |
1.1017 |
| S1 |
1.0999 |
1.1002 |
|