CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 27-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2016 |
27-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1016 |
1.1008 |
-0.0009 |
-0.1% |
1.1080 |
| High |
1.1055 |
1.1089 |
0.0035 |
0.3% |
1.1113 |
| Low |
1.1003 |
1.0984 |
-0.0019 |
-0.2% |
1.0980 |
| Close |
1.1011 |
1.1043 |
0.0032 |
0.3% |
1.0987 |
| Range |
0.0052 |
0.0105 |
0.0054 |
103.9% |
0.0133 |
| ATR |
0.0088 |
0.0089 |
0.0001 |
1.4% |
0.0000 |
| Volume |
104,632 |
150,321 |
45,689 |
43.7% |
654,787 |
|
| Daily Pivots for day following 27-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1354 |
1.1303 |
1.1101 |
|
| R3 |
1.1249 |
1.1198 |
1.1072 |
|
| R2 |
1.1144 |
1.1144 |
1.1062 |
|
| R1 |
1.1093 |
1.1093 |
1.1053 |
1.1119 |
| PP |
1.1039 |
1.1039 |
1.1039 |
1.1051 |
| S1 |
1.0988 |
1.0988 |
1.1033 |
1.1014 |
| S2 |
1.0934 |
1.0934 |
1.1024 |
|
| S3 |
1.0829 |
1.0883 |
1.1014 |
|
| S4 |
1.0724 |
1.0778 |
1.0985 |
|
|
| 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 |
1.1089 |
1.0976 |
0.0113 |
1.0% |
0.0074 |
0.7% |
59% |
True |
False |
127,628 |
| 10 |
1.1192 |
1.0976 |
0.0216 |
2.0% |
0.0075 |
0.7% |
31% |
False |
False |
127,850 |
| 20 |
1.1216 |
1.0976 |
0.0240 |
2.2% |
0.0083 |
0.8% |
28% |
False |
False |
138,194 |
| 40 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0101 |
0.9% |
19% |
False |
False |
143,069 |
| 60 |
1.1665 |
1.0947 |
0.0718 |
6.5% |
0.0090 |
0.8% |
13% |
False |
False |
95,967 |
| 80 |
1.1665 |
1.0947 |
0.0718 |
6.5% |
0.0087 |
0.8% |
13% |
False |
False |
72,067 |
| 100 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0089 |
0.8% |
19% |
False |
False |
57,716 |
| 120 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0085 |
0.8% |
19% |
False |
False |
48,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1535 |
|
2.618 |
1.1364 |
|
1.618 |
1.1259 |
|
1.000 |
1.1194 |
|
0.618 |
1.1154 |
|
HIGH |
1.1089 |
|
0.618 |
1.1049 |
|
0.500 |
1.1037 |
|
0.382 |
1.1024 |
|
LOW |
1.0984 |
|
0.618 |
1.0919 |
|
1.000 |
1.0879 |
|
1.618 |
1.0814 |
|
2.618 |
1.0709 |
|
4.250 |
1.0538 |
|
|
| Fisher Pivots for day following 27-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1041 |
1.1040 |
| PP |
1.1039 |
1.1036 |
| S1 |
1.1037 |
1.1033 |
|