CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 21-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2016 |
21-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1045 |
1.1036 |
-0.0009 |
-0.1% |
1.1080 |
| High |
1.1057 |
1.1086 |
0.0029 |
0.3% |
1.1192 |
| Low |
1.1007 |
1.1005 |
-0.0002 |
0.0% |
1.1043 |
| Close |
1.1030 |
1.1039 |
0.0009 |
0.1% |
1.1089 |
| Range |
0.0050 |
0.0081 |
0.0031 |
62.0% |
0.0149 |
| ATR |
0.0096 |
0.0095 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
124,763 |
171,902 |
47,139 |
37.8% |
653,076 |
|
| Daily Pivots for day following 21-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1286 |
1.1243 |
1.1083 |
|
| R3 |
1.1205 |
1.1162 |
1.1061 |
|
| R2 |
1.1124 |
1.1124 |
1.1053 |
|
| R1 |
1.1081 |
1.1081 |
1.1046 |
1.1103 |
| PP |
1.1043 |
1.1043 |
1.1043 |
1.1054 |
| S1 |
1.1000 |
1.1000 |
1.1031 |
1.1022 |
| S2 |
1.0962 |
1.0962 |
1.1024 |
|
| S3 |
1.0881 |
1.0919 |
1.1016 |
|
| S4 |
1.0800 |
1.0838 |
1.0994 |
|
|
| 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 |
1.1177 |
1.1005 |
0.0172 |
1.6% |
0.0077 |
0.7% |
20% |
False |
True |
134,470 |
| 10 |
1.1192 |
1.1005 |
0.0188 |
1.7% |
0.0080 |
0.7% |
18% |
False |
True |
135,779 |
| 20 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0110 |
1.0% |
18% |
False |
False |
160,770 |
| 40 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0101 |
0.9% |
18% |
False |
False |
131,737 |
| 60 |
1.1665 |
1.0947 |
0.0718 |
6.5% |
0.0091 |
0.8% |
13% |
False |
False |
88,236 |
| 80 |
1.1665 |
1.0947 |
0.0718 |
6.5% |
0.0088 |
0.8% |
13% |
False |
False |
66,262 |
| 100 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0089 |
0.8% |
18% |
False |
False |
53,060 |
| 120 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0086 |
0.8% |
18% |
False |
False |
44,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1430 |
|
2.618 |
1.1298 |
|
1.618 |
1.1217 |
|
1.000 |
1.1167 |
|
0.618 |
1.1136 |
|
HIGH |
1.1086 |
|
0.618 |
1.1055 |
|
0.500 |
1.1045 |
|
0.382 |
1.1035 |
|
LOW |
1.1005 |
|
0.618 |
1.0954 |
|
1.000 |
1.0924 |
|
1.618 |
1.0873 |
|
2.618 |
1.0792 |
|
4.250 |
1.0660 |
|
|
| Fisher Pivots for day following 21-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1045 |
1.1056 |
| PP |
1.1043 |
1.1050 |
| S1 |
1.1041 |
1.1044 |
|