CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 05-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2016 |
05-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1133 |
1.1165 |
0.0033 |
0.3% |
1.1087 |
| High |
1.1200 |
1.1216 |
0.0017 |
0.1% |
1.1200 |
| Low |
1.1102 |
1.1092 |
-0.0011 |
-0.1% |
1.1004 |
| Close |
1.1165 |
1.1101 |
-0.0065 |
-0.6% |
1.1165 |
| Range |
0.0098 |
0.0125 |
0.0027 |
27.7% |
0.0196 |
| ATR |
0.0120 |
0.0120 |
0.0000 |
0.3% |
0.0000 |
| Volume |
129,733 |
182,561 |
52,828 |
40.7% |
875,107 |
|
| Daily Pivots for day following 05-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1510 |
1.1430 |
1.1169 |
|
| R3 |
1.1385 |
1.1305 |
1.1135 |
|
| R2 |
1.1261 |
1.1261 |
1.1123 |
|
| R1 |
1.1181 |
1.1181 |
1.1112 |
1.1158 |
| PP |
1.1136 |
1.1136 |
1.1136 |
1.1125 |
| S1 |
1.1056 |
1.1056 |
1.1089 |
1.1034 |
| S2 |
1.1012 |
1.1012 |
1.1078 |
|
| S3 |
1.0887 |
1.0932 |
1.1066 |
|
| S4 |
1.0763 |
1.0807 |
1.1032 |
|
|
| 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 |
1.1216 |
1.1044 |
0.0173 |
1.6% |
0.0107 |
1.0% |
33% |
True |
False |
167,849 |
| 10 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0148 |
1.3% |
30% |
False |
False |
188,008 |
| 20 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0119 |
1.1% |
30% |
False |
False |
177,966 |
| 40 |
1.1492 |
1.0947 |
0.0545 |
4.9% |
0.0095 |
0.9% |
28% |
False |
False |
92,000 |
| 60 |
1.1665 |
1.0947 |
0.0718 |
6.5% |
0.0091 |
0.8% |
21% |
False |
False |
61,481 |
| 80 |
1.1665 |
1.0947 |
0.0718 |
6.5% |
0.0089 |
0.8% |
21% |
False |
False |
46,193 |
| 100 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0086 |
0.8% |
26% |
False |
False |
36,973 |
| 120 |
1.1665 |
1.0865 |
0.0800 |
7.2% |
0.0084 |
0.8% |
29% |
False |
False |
30,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1745 |
|
2.618 |
1.1542 |
|
1.618 |
1.1417 |
|
1.000 |
1.1341 |
|
0.618 |
1.1293 |
|
HIGH |
1.1216 |
|
0.618 |
1.1168 |
|
0.500 |
1.1154 |
|
0.382 |
1.1139 |
|
LOW |
1.1092 |
|
0.618 |
1.1015 |
|
1.000 |
1.0967 |
|
1.618 |
1.0890 |
|
2.618 |
1.0766 |
|
4.250 |
1.0562 |
|
|
| Fisher Pivots for day following 05-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1154 |
1.1134 |
| PP |
1.1136 |
1.1123 |
| S1 |
1.1118 |
1.1112 |
|