CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 20-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2016 |
20-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1101 |
1.1045 |
-0.0056 |
-0.5% |
1.1080 |
| High |
1.1108 |
1.1057 |
-0.0051 |
-0.5% |
1.1192 |
| Low |
1.1026 |
1.1007 |
-0.0019 |
-0.2% |
1.1043 |
| Close |
1.1042 |
1.1030 |
-0.0012 |
-0.1% |
1.1089 |
| Range |
0.0082 |
0.0050 |
-0.0032 |
-39.0% |
0.0149 |
| ATR |
0.0100 |
0.0096 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
146,873 |
124,763 |
-22,110 |
-15.1% |
653,076 |
|
| Daily Pivots for day following 20-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1181 |
1.1156 |
1.1058 |
|
| R3 |
1.1131 |
1.1106 |
1.1044 |
|
| R2 |
1.1081 |
1.1081 |
1.1039 |
|
| R1 |
1.1056 |
1.1056 |
1.1035 |
1.1043 |
| PP |
1.1031 |
1.1031 |
1.1031 |
1.1025 |
| S1 |
1.1006 |
1.1006 |
1.1025 |
1.0993 |
| S2 |
1.0981 |
1.0981 |
1.1021 |
|
| S3 |
1.0931 |
1.0956 |
1.1016 |
|
| S4 |
1.0881 |
1.0906 |
1.1003 |
|
|
| 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 |
1.1007 |
0.0186 |
1.7% |
0.0076 |
0.7% |
13% |
False |
True |
128,072 |
| 10 |
1.1192 |
1.1007 |
0.0186 |
1.7% |
0.0077 |
0.7% |
13% |
False |
True |
129,228 |
| 20 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0111 |
1.0% |
16% |
False |
False |
158,576 |
| 40 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0101 |
0.9% |
16% |
False |
False |
127,502 |
| 60 |
1.1665 |
1.0947 |
0.0718 |
6.5% |
0.0091 |
0.8% |
12% |
False |
False |
85,386 |
| 80 |
1.1665 |
1.0947 |
0.0718 |
6.5% |
0.0088 |
0.8% |
12% |
False |
False |
64,115 |
| 100 |
1.1665 |
1.0898 |
0.0767 |
7.0% |
0.0088 |
0.8% |
17% |
False |
False |
51,341 |
| 120 |
1.1665 |
1.0892 |
0.0773 |
7.0% |
0.0086 |
0.8% |
18% |
False |
False |
42,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1269 |
|
2.618 |
1.1187 |
|
1.618 |
1.1137 |
|
1.000 |
1.1107 |
|
0.618 |
1.1087 |
|
HIGH |
1.1057 |
|
0.618 |
1.1037 |
|
0.500 |
1.1032 |
|
0.382 |
1.1026 |
|
LOW |
1.1007 |
|
0.618 |
1.0976 |
|
1.000 |
1.0957 |
|
1.618 |
1.0926 |
|
2.618 |
1.0876 |
|
4.250 |
1.0794 |
|
|
| Fisher Pivots for day following 20-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1032 |
1.1060 |
| PP |
1.1031 |
1.1050 |
| S1 |
1.1031 |
1.1040 |
|