CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 01-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2016 |
01-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1154 |
1.1133 |
-0.0021 |
-0.2% |
1.1087 |
| High |
1.1185 |
1.1200 |
0.0015 |
0.1% |
1.1200 |
| Low |
1.1052 |
1.1102 |
0.0050 |
0.5% |
1.1004 |
| Close |
1.1108 |
1.1165 |
0.0058 |
0.5% |
1.1165 |
| Range |
0.0133 |
0.0098 |
-0.0035 |
-26.4% |
0.0196 |
| ATR |
0.0122 |
0.0120 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
220,001 |
129,733 |
-90,268 |
-41.0% |
875,107 |
|
| Daily Pivots for day following 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1448 |
1.1404 |
1.1219 |
|
| R3 |
1.1351 |
1.1307 |
1.1192 |
|
| R2 |
1.1253 |
1.1253 |
1.1183 |
|
| R1 |
1.1209 |
1.1209 |
1.1174 |
1.1231 |
| PP |
1.1156 |
1.1156 |
1.1156 |
1.1167 |
| S1 |
1.1112 |
1.1112 |
1.1156 |
1.1134 |
| S2 |
1.1058 |
1.1058 |
1.1147 |
|
| S3 |
1.0961 |
1.1014 |
1.1138 |
|
| S4 |
1.0863 |
1.0917 |
1.1111 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1711 |
1.1634 |
1.1273 |
|
| R3 |
1.1515 |
1.1438 |
1.1219 |
|
| R2 |
1.1319 |
1.1319 |
1.1201 |
|
| R1 |
1.1242 |
1.1242 |
1.1183 |
1.1280 |
| PP |
1.1123 |
1.1123 |
1.1123 |
1.1142 |
| S1 |
1.1046 |
1.1046 |
1.1147 |
1.1084 |
| S2 |
1.0927 |
1.0927 |
1.1129 |
|
| S3 |
1.0731 |
1.0850 |
1.1111 |
|
| S4 |
1.0535 |
1.0654 |
1.1057 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1200 |
1.1004 |
0.0196 |
1.8% |
0.0105 |
0.9% |
82% |
True |
False |
175,021 |
| 10 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0143 |
1.3% |
43% |
False |
False |
183,877 |
| 20 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0116 |
1.0% |
43% |
False |
False |
171,405 |
| 40 |
1.1534 |
1.0947 |
0.0587 |
5.3% |
0.0094 |
0.8% |
37% |
False |
False |
87,447 |
| 60 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0090 |
0.8% |
30% |
False |
False |
58,444 |
| 80 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0092 |
0.8% |
35% |
False |
False |
43,912 |
| 100 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0086 |
0.8% |
35% |
False |
False |
35,147 |
| 120 |
1.1665 |
1.0865 |
0.0800 |
7.2% |
0.0083 |
0.7% |
38% |
False |
False |
29,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1614 |
|
2.618 |
1.1455 |
|
1.618 |
1.1357 |
|
1.000 |
1.1297 |
|
0.618 |
1.1260 |
|
HIGH |
1.1200 |
|
0.618 |
1.1162 |
|
0.500 |
1.1151 |
|
0.382 |
1.1139 |
|
LOW |
1.1102 |
|
0.618 |
1.1042 |
|
1.000 |
1.1005 |
|
1.618 |
1.0944 |
|
2.618 |
1.0847 |
|
4.250 |
1.0688 |
|
|
| Fisher Pivots for day following 01-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1160 |
1.1152 |
| PP |
1.1156 |
1.1139 |
| S1 |
1.1151 |
1.1126 |
|