CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 13-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2016 |
13-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1088 |
1.1090 |
0.0002 |
0.0% |
1.1165 |
| High |
1.1155 |
1.1148 |
-0.0007 |
-0.1% |
1.1216 |
| Low |
1.1080 |
1.1070 |
-0.0011 |
-0.1% |
1.1030 |
| Close |
1.1096 |
1.1136 |
0.0040 |
0.4% |
1.1078 |
| Range |
0.0075 |
0.0079 |
0.0004 |
4.7% |
0.0187 |
| ATR |
0.0108 |
0.0106 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
144,077 |
128,781 |
-15,296 |
-10.6% |
608,098 |
|
| Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1353 |
1.1323 |
1.1179 |
|
| R3 |
1.1275 |
1.1244 |
1.1157 |
|
| R2 |
1.1196 |
1.1196 |
1.1150 |
|
| R1 |
1.1166 |
1.1166 |
1.1143 |
1.1181 |
| PP |
1.1118 |
1.1118 |
1.1118 |
1.1125 |
| S1 |
1.1087 |
1.1087 |
1.1128 |
1.1103 |
| S2 |
1.1039 |
1.1039 |
1.1121 |
|
| S3 |
1.0961 |
1.1009 |
1.1114 |
|
| S4 |
1.0882 |
1.0930 |
1.1092 |
|
|
| 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% |
0.0078 |
0.7% |
84% |
False |
False |
130,385 |
| 10 |
1.1216 |
1.1030 |
0.0187 |
1.7% |
0.0091 |
0.8% |
57% |
False |
False |
148,537 |
| 20 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0119 |
1.1% |
37% |
False |
False |
169,328 |
| 40 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0098 |
0.9% |
37% |
False |
False |
111,790 |
| 60 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0091 |
0.8% |
26% |
False |
False |
74,736 |
| 80 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0087 |
0.8% |
26% |
False |
False |
56,128 |
| 100 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0087 |
0.8% |
31% |
False |
False |
44,940 |
| 120 |
1.1665 |
1.0875 |
0.0790 |
7.1% |
0.0085 |
0.8% |
33% |
False |
False |
37,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1482 |
|
2.618 |
1.1354 |
|
1.618 |
1.1275 |
|
1.000 |
1.1227 |
|
0.618 |
1.1197 |
|
HIGH |
1.1148 |
|
0.618 |
1.1118 |
|
0.500 |
1.1109 |
|
0.382 |
1.1099 |
|
LOW |
1.1070 |
|
0.618 |
1.1021 |
|
1.000 |
1.0991 |
|
1.618 |
1.0942 |
|
2.618 |
1.0864 |
|
4.250 |
1.0736 |
|
|
| Fisher Pivots for day following 13-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1127 |
1.1123 |
| PP |
1.1118 |
1.1111 |
| S1 |
1.1109 |
1.1099 |
|