CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 12-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2016 |
12-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1080 |
1.1088 |
0.0009 |
0.1% |
1.1165 |
| High |
1.1104 |
1.1155 |
0.0052 |
0.5% |
1.1216 |
| Low |
1.1043 |
1.1080 |
0.0037 |
0.3% |
1.1030 |
| Close |
1.1085 |
1.1096 |
0.0011 |
0.1% |
1.1078 |
| Range |
0.0061 |
0.0075 |
0.0015 |
24.0% |
0.0187 |
| ATR |
0.0110 |
0.0108 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
98,509 |
144,077 |
45,568 |
46.3% |
608,098 |
|
| Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1335 |
1.1291 |
1.1137 |
|
| R3 |
1.1260 |
1.1216 |
1.1117 |
|
| R2 |
1.1185 |
1.1185 |
1.1110 |
|
| R1 |
1.1141 |
1.1141 |
1.1103 |
1.1163 |
| PP |
1.1110 |
1.1110 |
1.1110 |
1.1122 |
| S1 |
1.1066 |
1.1066 |
1.1089 |
1.1088 |
| S2 |
1.1035 |
1.1035 |
1.1082 |
|
| S3 |
1.0960 |
1.0991 |
1.1075 |
|
| S4 |
1.0885 |
1.0916 |
1.1055 |
|
|
| 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 |
1.1155 |
1.1030 |
0.0126 |
1.1% |
0.0079 |
0.7% |
53% |
True |
False |
133,624 |
| 10 |
1.1216 |
1.1030 |
0.0187 |
1.7% |
0.0093 |
0.8% |
36% |
False |
False |
150,736 |
| 20 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0120 |
1.1% |
29% |
False |
False |
171,677 |
| 40 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0097 |
0.9% |
29% |
False |
False |
108,593 |
| 60 |
1.1665 |
1.0947 |
0.0718 |
6.5% |
0.0090 |
0.8% |
21% |
False |
False |
72,591 |
| 80 |
1.1665 |
1.0947 |
0.0718 |
6.5% |
0.0087 |
0.8% |
21% |
False |
False |
54,523 |
| 100 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0087 |
0.8% |
26% |
False |
False |
43,653 |
| 120 |
1.1665 |
1.0865 |
0.0800 |
7.2% |
0.0085 |
0.8% |
29% |
False |
False |
36,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1474 |
|
2.618 |
1.1351 |
|
1.618 |
1.1276 |
|
1.000 |
1.1230 |
|
0.618 |
1.1201 |
|
HIGH |
1.1155 |
|
0.618 |
1.1126 |
|
0.500 |
1.1118 |
|
0.382 |
1.1109 |
|
LOW |
1.1080 |
|
0.618 |
1.1034 |
|
1.000 |
1.1005 |
|
1.618 |
1.0959 |
|
2.618 |
1.0884 |
|
4.250 |
1.0761 |
|
|
| Fisher Pivots for day following 12-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1118 |
1.1095 |
| PP |
1.1110 |
1.1094 |
| S1 |
1.1103 |
1.1092 |
|