CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 18-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2016 |
18-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1141 |
1.1080 |
-0.0062 |
-0.6% |
1.1080 |
| High |
1.1177 |
1.1113 |
-0.0064 |
-0.6% |
1.1192 |
| Low |
1.1052 |
1.1065 |
0.0013 |
0.1% |
1.1043 |
| Close |
1.1089 |
1.1096 |
0.0008 |
0.1% |
1.1089 |
| Range |
0.0125 |
0.0048 |
-0.0077 |
-61.4% |
0.0149 |
| ATR |
0.0105 |
0.0101 |
-0.0004 |
-3.9% |
0.0000 |
| Volume |
141,796 |
87,018 |
-54,778 |
-38.6% |
653,076 |
|
| Daily Pivots for day following 18-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1235 |
1.1214 |
1.1122 |
|
| R3 |
1.1187 |
1.1166 |
1.1109 |
|
| R2 |
1.1139 |
1.1139 |
1.1105 |
|
| R1 |
1.1118 |
1.1118 |
1.1100 |
1.1128 |
| PP |
1.1091 |
1.1091 |
1.1091 |
1.1096 |
| S1 |
1.1070 |
1.1070 |
1.1092 |
1.1080 |
| S2 |
1.1043 |
1.1043 |
1.1087 |
|
| S3 |
1.0995 |
1.1022 |
1.1083 |
|
| S4 |
1.0947 |
1.0974 |
1.1070 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1555 |
1.1471 |
1.1170 |
|
| R3 |
1.1406 |
1.1322 |
1.1129 |
|
| R2 |
1.1257 |
1.1257 |
1.1116 |
|
| R1 |
1.1173 |
1.1173 |
1.1102 |
1.1215 |
| PP |
1.1108 |
1.1108 |
1.1108 |
1.1129 |
| S1 |
1.1024 |
1.1024 |
1.1075 |
1.1066 |
| S2 |
1.0959 |
1.0959 |
1.1061 |
|
| S3 |
1.0810 |
1.0875 |
1.1048 |
|
| S4 |
1.0661 |
1.0726 |
1.1007 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1192 |
1.1052 |
0.0140 |
1.3% |
0.0081 |
0.7% |
31% |
False |
False |
128,317 |
| 10 |
1.1216 |
1.1030 |
0.0187 |
1.7% |
0.0085 |
0.8% |
36% |
False |
False |
134,819 |
| 20 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0114 |
1.0% |
29% |
False |
False |
159,348 |
| 40 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0100 |
0.9% |
29% |
False |
False |
120,776 |
| 60 |
1.1665 |
1.0947 |
0.0718 |
6.5% |
0.0090 |
0.8% |
21% |
False |
False |
80,866 |
| 80 |
1.1665 |
1.0947 |
0.0718 |
6.5% |
0.0088 |
0.8% |
21% |
False |
False |
60,727 |
| 100 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0089 |
0.8% |
26% |
False |
False |
48,627 |
| 120 |
1.1665 |
1.0892 |
0.0773 |
7.0% |
0.0086 |
0.8% |
26% |
False |
False |
40,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1317 |
|
2.618 |
1.1238 |
|
1.618 |
1.1190 |
|
1.000 |
1.1161 |
|
0.618 |
1.1142 |
|
HIGH |
1.1113 |
|
0.618 |
1.1094 |
|
0.500 |
1.1089 |
|
0.382 |
1.1083 |
|
LOW |
1.1065 |
|
0.618 |
1.1035 |
|
1.000 |
1.1017 |
|
1.618 |
1.0987 |
|
2.618 |
1.0939 |
|
4.250 |
1.0861 |
|
|
| Fisher Pivots for day following 18-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1094 |
1.1122 |
| PP |
1.1091 |
1.1113 |
| S1 |
1.1089 |
1.1105 |
|