CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 14-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2016 |
14-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1090 |
1.1121 |
0.0031 |
0.3% |
1.1165 |
| High |
1.1148 |
1.1192 |
0.0044 |
0.4% |
1.1216 |
| Low |
1.1070 |
1.1115 |
0.0046 |
0.4% |
1.1030 |
| Close |
1.1136 |
1.1149 |
0.0013 |
0.1% |
1.1078 |
| Range |
0.0079 |
0.0077 |
-0.0002 |
-1.9% |
0.0187 |
| ATR |
0.0106 |
0.0103 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
128,781 |
139,913 |
11,132 |
8.6% |
608,098 |
|
| Daily Pivots for day following 14-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1383 |
1.1343 |
1.1191 |
|
| R3 |
1.1306 |
1.1266 |
1.1170 |
|
| R2 |
1.1229 |
1.1229 |
1.1163 |
|
| R1 |
1.1189 |
1.1189 |
1.1156 |
1.1209 |
| PP |
1.1152 |
1.1152 |
1.1152 |
1.1162 |
| S1 |
1.1112 |
1.1112 |
1.1141 |
1.1132 |
| S2 |
1.1075 |
1.1075 |
1.1134 |
|
| S3 |
1.0998 |
1.1035 |
1.1127 |
|
| S4 |
1.0921 |
1.0958 |
1.1106 |
|
|
| 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 |
1.1192 |
1.1030 |
0.0163 |
1.5% |
0.0082 |
0.7% |
73% |
True |
False |
137,087 |
| 10 |
1.1216 |
1.1030 |
0.0187 |
1.7% |
0.0091 |
0.8% |
64% |
False |
False |
146,911 |
| 20 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0117 |
1.1% |
39% |
False |
False |
167,966 |
| 40 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0099 |
0.9% |
39% |
False |
False |
115,166 |
| 60 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0091 |
0.8% |
28% |
False |
False |
77,064 |
| 80 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0087 |
0.8% |
28% |
False |
False |
57,874 |
| 100 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0088 |
0.8% |
33% |
False |
False |
46,339 |
| 120 |
1.1665 |
1.0892 |
0.0773 |
6.9% |
0.0085 |
0.8% |
33% |
False |
False |
38,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1519 |
|
2.618 |
1.1394 |
|
1.618 |
1.1317 |
|
1.000 |
1.1269 |
|
0.618 |
1.1240 |
|
HIGH |
1.1192 |
|
0.618 |
1.1163 |
|
0.500 |
1.1154 |
|
0.382 |
1.1144 |
|
LOW |
1.1115 |
|
0.618 |
1.1067 |
|
1.000 |
1.1038 |
|
1.618 |
1.0990 |
|
2.618 |
1.0913 |
|
4.250 |
1.0788 |
|
|
| Fisher Pivots for day following 14-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1154 |
1.1143 |
| PP |
1.1152 |
1.1137 |
| S1 |
1.1150 |
1.1131 |
|