CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 25-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2016 |
25-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1049 |
1.0996 |
-0.0054 |
-0.5% |
1.1080 |
| High |
1.1066 |
1.1024 |
-0.0043 |
-0.4% |
1.1113 |
| Low |
1.0980 |
1.0976 |
-0.0004 |
0.0% |
1.0980 |
| Close |
1.0987 |
1.1014 |
0.0028 |
0.3% |
1.0987 |
| Range |
0.0087 |
0.0048 |
-0.0039 |
-45.1% |
0.0133 |
| ATR |
0.0094 |
0.0091 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
124,231 |
87,057 |
-37,174 |
-29.9% |
654,787 |
|
| Daily Pivots for day following 25-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1147 |
1.1128 |
1.1040 |
|
| R3 |
1.1100 |
1.1081 |
1.1027 |
|
| R2 |
1.1052 |
1.1052 |
1.1023 |
|
| R1 |
1.1033 |
1.1033 |
1.1018 |
1.1043 |
| PP |
1.1005 |
1.1005 |
1.1005 |
1.1009 |
| S1 |
1.0986 |
1.0986 |
1.1010 |
1.0995 |
| S2 |
1.0957 |
1.0957 |
1.1005 |
|
| S3 |
1.0910 |
1.0938 |
1.1001 |
|
| S4 |
1.0862 |
1.0891 |
1.0988 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1425 |
1.1339 |
1.1060 |
|
| R3 |
1.1292 |
1.1206 |
1.1023 |
|
| R2 |
1.1159 |
1.1159 |
1.1011 |
|
| R1 |
1.1073 |
1.1073 |
1.0999 |
1.1050 |
| PP |
1.1026 |
1.1026 |
1.1026 |
1.1015 |
| S1 |
1.0940 |
1.0940 |
1.0974 |
1.0917 |
| S2 |
1.0893 |
1.0893 |
1.0962 |
|
| S3 |
1.0760 |
1.0807 |
1.0950 |
|
| S4 |
1.0627 |
1.0674 |
1.0913 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1108 |
1.0976 |
0.0132 |
1.2% |
0.0069 |
0.6% |
29% |
False |
True |
130,965 |
| 10 |
1.1192 |
1.0976 |
0.0216 |
2.0% |
0.0075 |
0.7% |
18% |
False |
True |
129,641 |
| 20 |
1.1216 |
1.0976 |
0.0240 |
2.2% |
0.0086 |
0.8% |
16% |
False |
True |
143,906 |
| 40 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0101 |
0.9% |
13% |
False |
False |
136,940 |
| 60 |
1.1665 |
1.0947 |
0.0718 |
6.5% |
0.0091 |
0.8% |
9% |
False |
False |
91,738 |
| 80 |
1.1665 |
1.0947 |
0.0718 |
6.5% |
0.0087 |
0.8% |
9% |
False |
False |
68,894 |
| 100 |
1.1665 |
1.0898 |
0.0767 |
7.0% |
0.0089 |
0.8% |
15% |
False |
False |
55,172 |
| 120 |
1.1665 |
1.0898 |
0.0767 |
7.0% |
0.0087 |
0.8% |
15% |
False |
False |
45,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1225 |
|
2.618 |
1.1148 |
|
1.618 |
1.1100 |
|
1.000 |
1.1071 |
|
0.618 |
1.1053 |
|
HIGH |
1.1024 |
|
0.618 |
1.1005 |
|
0.500 |
1.1000 |
|
0.382 |
1.0994 |
|
LOW |
1.0976 |
|
0.618 |
1.0947 |
|
1.000 |
1.0929 |
|
1.618 |
1.0899 |
|
2.618 |
1.0852 |
|
4.250 |
1.0774 |
|
|
| Fisher Pivots for day following 25-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1009 |
1.1031 |
| PP |
1.1005 |
1.1025 |
| S1 |
1.1000 |
1.1020 |
|