CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 06-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2016 |
06-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1165 |
1.1096 |
-0.0070 |
-0.6% |
1.1087 |
| High |
1.1216 |
1.1143 |
-0.0073 |
-0.7% |
1.1200 |
| Low |
1.1092 |
1.1060 |
-0.0032 |
-0.3% |
1.1004 |
| Close |
1.1101 |
1.1134 |
0.0034 |
0.3% |
1.1165 |
| Range |
0.0125 |
0.0084 |
-0.0041 |
-32.9% |
0.0196 |
| ATR |
0.0120 |
0.0118 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
182,561 |
144,979 |
-37,582 |
-20.6% |
875,107 |
|
| Daily Pivots for day following 06-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1363 |
1.1332 |
1.1180 |
|
| R3 |
1.1279 |
1.1248 |
1.1157 |
|
| R2 |
1.1196 |
1.1196 |
1.1149 |
|
| R1 |
1.1165 |
1.1165 |
1.1142 |
1.1180 |
| PP |
1.1112 |
1.1112 |
1.1112 |
1.1120 |
| S1 |
1.1081 |
1.1081 |
1.1126 |
1.1097 |
| S2 |
1.1029 |
1.1029 |
1.1119 |
|
| S3 |
1.0945 |
1.0998 |
1.1111 |
|
| S4 |
1.0862 |
1.0914 |
1.1088 |
|
|
| 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 |
1.1052 |
0.0164 |
1.5% |
0.0104 |
0.9% |
50% |
False |
False |
166,690 |
| 10 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0145 |
1.3% |
37% |
False |
False |
187,923 |
| 20 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0121 |
1.1% |
37% |
False |
False |
181,478 |
| 40 |
1.1492 |
1.0947 |
0.0545 |
4.9% |
0.0096 |
0.9% |
34% |
False |
False |
95,614 |
| 60 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0091 |
0.8% |
26% |
False |
False |
63,896 |
| 80 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0088 |
0.8% |
26% |
False |
False |
48,000 |
| 100 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0086 |
0.8% |
31% |
False |
False |
38,422 |
| 120 |
1.1665 |
1.0865 |
0.0800 |
7.2% |
0.0084 |
0.8% |
34% |
False |
False |
32,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1498 |
|
2.618 |
1.1362 |
|
1.618 |
1.1278 |
|
1.000 |
1.1227 |
|
0.618 |
1.1195 |
|
HIGH |
1.1143 |
|
0.618 |
1.1111 |
|
0.500 |
1.1101 |
|
0.382 |
1.1091 |
|
LOW |
1.1060 |
|
0.618 |
1.1008 |
|
1.000 |
1.0976 |
|
1.618 |
1.0924 |
|
2.618 |
1.0841 |
|
4.250 |
1.0705 |
|
|
| Fisher Pivots for day following 06-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1123 |
1.1138 |
| PP |
1.1112 |
1.1137 |
| S1 |
1.1101 |
1.1135 |
|