CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 07-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2016 |
07-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1096 |
1.1127 |
0.0031 |
0.3% |
1.1087 |
| High |
1.1143 |
1.1138 |
-0.0006 |
0.0% |
1.1200 |
| Low |
1.1060 |
1.1081 |
0.0022 |
0.2% |
1.1004 |
| Close |
1.1134 |
1.1084 |
-0.0050 |
-0.4% |
1.1165 |
| Range |
0.0084 |
0.0057 |
-0.0027 |
-32.3% |
0.0196 |
| ATR |
0.0118 |
0.0113 |
-0.0004 |
-3.7% |
0.0000 |
| Volume |
144,979 |
106,400 |
-38,579 |
-26.6% |
875,107 |
|
| Daily Pivots for day following 07-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1270 |
1.1234 |
1.1115 |
|
| R3 |
1.1214 |
1.1177 |
1.1100 |
|
| R2 |
1.1157 |
1.1157 |
1.1094 |
|
| R1 |
1.1121 |
1.1121 |
1.1089 |
1.1111 |
| PP |
1.1101 |
1.1101 |
1.1101 |
1.1096 |
| S1 |
1.1064 |
1.1064 |
1.1079 |
1.1054 |
| S2 |
1.1044 |
1.1044 |
1.1074 |
|
| S3 |
1.0988 |
1.1008 |
1.1068 |
|
| S4 |
1.0931 |
1.0951 |
1.1053 |
|
|
| 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% |
0.0099 |
0.9% |
20% |
False |
False |
156,734 |
| 10 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0140 |
1.3% |
27% |
False |
False |
185,762 |
| 20 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0121 |
1.1% |
27% |
False |
False |
179,901 |
| 40 |
1.1492 |
1.0947 |
0.0545 |
4.9% |
0.0097 |
0.9% |
25% |
False |
False |
98,264 |
| 60 |
1.1665 |
1.0947 |
0.0718 |
6.5% |
0.0090 |
0.8% |
19% |
False |
False |
65,656 |
| 80 |
1.1665 |
1.0947 |
0.0718 |
6.5% |
0.0088 |
0.8% |
19% |
False |
False |
49,326 |
| 100 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0086 |
0.8% |
24% |
False |
False |
39,486 |
| 120 |
1.1665 |
1.0865 |
0.0800 |
7.2% |
0.0084 |
0.8% |
27% |
False |
False |
32,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1378 |
|
2.618 |
1.1285 |
|
1.618 |
1.1229 |
|
1.000 |
1.1194 |
|
0.618 |
1.1172 |
|
HIGH |
1.1138 |
|
0.618 |
1.1116 |
|
0.500 |
1.1109 |
|
0.382 |
1.1103 |
|
LOW |
1.1081 |
|
0.618 |
1.1046 |
|
1.000 |
1.1025 |
|
1.618 |
1.0990 |
|
2.618 |
1.0933 |
|
4.250 |
1.0841 |
|
|
| Fisher Pivots for day following 07-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1109 |
1.1138 |
| PP |
1.1101 |
1.1120 |
| S1 |
1.1092 |
1.1102 |
|