CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 11-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2016 |
11-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1090 |
1.1080 |
-0.0011 |
-0.1% |
1.1165 |
| High |
1.1150 |
1.1104 |
-0.0046 |
-0.4% |
1.1216 |
| Low |
1.1030 |
1.1043 |
0.0014 |
0.1% |
1.1030 |
| Close |
1.1078 |
1.1085 |
0.0008 |
0.1% |
1.1078 |
| Range |
0.0120 |
0.0061 |
-0.0060 |
-49.6% |
0.0187 |
| ATR |
0.0114 |
0.0110 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
174,158 |
98,509 |
-75,649 |
-43.4% |
608,098 |
|
| Daily Pivots for day following 11-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1259 |
1.1232 |
1.1118 |
|
| R3 |
1.1198 |
1.1172 |
1.1102 |
|
| R2 |
1.1138 |
1.1138 |
1.1096 |
|
| R1 |
1.1111 |
1.1111 |
1.1091 |
1.1125 |
| PP |
1.1077 |
1.1077 |
1.1077 |
1.1084 |
| S1 |
1.1051 |
1.1051 |
1.1079 |
1.1064 |
| S2 |
1.1017 |
1.1017 |
1.1074 |
|
| S3 |
1.0956 |
1.0990 |
1.1068 |
|
| S4 |
1.0896 |
1.0930 |
1.1052 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1667 |
1.1559 |
1.1180 |
|
| R3 |
1.1481 |
1.1372 |
1.1129 |
|
| R2 |
1.1294 |
1.1294 |
1.1112 |
|
| R1 |
1.1186 |
1.1186 |
1.1095 |
1.1147 |
| PP |
1.1108 |
1.1108 |
1.1108 |
1.1088 |
| S1 |
1.0999 |
1.0999 |
1.1060 |
1.0960 |
| S2 |
1.0921 |
1.0921 |
1.1043 |
|
| S3 |
1.0735 |
1.0813 |
1.1026 |
|
| S4 |
1.0548 |
1.0626 |
1.0975 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1216 |
1.1030 |
0.0187 |
1.7% |
0.0089 |
0.8% |
30% |
False |
False |
141,321 |
| 10 |
1.1216 |
1.1004 |
0.0213 |
1.9% |
0.0097 |
0.9% |
38% |
False |
False |
158,171 |
| 20 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0120 |
1.1% |
27% |
False |
False |
172,100 |
| 40 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0098 |
0.9% |
27% |
False |
False |
105,047 |
| 60 |
1.1665 |
1.0947 |
0.0718 |
6.5% |
0.0090 |
0.8% |
19% |
False |
False |
70,193 |
| 80 |
1.1665 |
1.0947 |
0.0718 |
6.5% |
0.0087 |
0.8% |
19% |
False |
False |
52,727 |
| 100 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0086 |
0.8% |
24% |
False |
False |
42,212 |
| 120 |
1.1665 |
1.0865 |
0.0800 |
7.2% |
0.0085 |
0.8% |
28% |
False |
False |
35,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1361 |
|
2.618 |
1.1262 |
|
1.618 |
1.1201 |
|
1.000 |
1.1164 |
|
0.618 |
1.1141 |
|
HIGH |
1.1104 |
|
0.618 |
1.1080 |
|
0.500 |
1.1073 |
|
0.382 |
1.1066 |
|
LOW |
1.1043 |
|
0.618 |
1.1006 |
|
1.000 |
1.0983 |
|
1.618 |
1.0945 |
|
2.618 |
1.0885 |
|
4.250 |
1.0786 |
|
|
| Fisher Pivots for day following 11-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1081 |
1.1090 |
| PP |
1.1077 |
1.1088 |
| S1 |
1.1073 |
1.1087 |
|