CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 28-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2016 |
28-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1008 |
1.1076 |
0.0069 |
0.6% |
1.1080 |
| High |
1.1089 |
1.1143 |
0.0054 |
0.5% |
1.1113 |
| Low |
1.0984 |
1.1075 |
0.0091 |
0.8% |
1.0980 |
| Close |
1.1043 |
1.1096 |
0.0053 |
0.5% |
1.0987 |
| Range |
0.0105 |
0.0068 |
-0.0037 |
-35.2% |
0.0133 |
| ATR |
0.0089 |
0.0090 |
0.0001 |
0.8% |
0.0000 |
| Volume |
150,321 |
142,672 |
-7,649 |
-5.1% |
654,787 |
|
| Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1309 |
1.1270 |
1.1133 |
|
| R3 |
1.1241 |
1.1202 |
1.1114 |
|
| R2 |
1.1173 |
1.1173 |
1.1108 |
|
| R1 |
1.1134 |
1.1134 |
1.1102 |
1.1153 |
| PP |
1.1105 |
1.1105 |
1.1105 |
1.1114 |
| S1 |
1.1066 |
1.1066 |
1.1089 |
1.1085 |
| S2 |
1.1037 |
1.1037 |
1.1083 |
|
| S3 |
1.0969 |
1.0998 |
1.1077 |
|
| S4 |
1.0901 |
1.0930 |
1.1058 |
|
|
| 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 |
1.1143 |
1.0976 |
0.0167 |
1.5% |
0.0072 |
0.6% |
72% |
True |
False |
121,782 |
| 10 |
1.1177 |
1.0976 |
0.0201 |
1.8% |
0.0074 |
0.7% |
60% |
False |
False |
128,126 |
| 20 |
1.1216 |
1.0976 |
0.0240 |
2.2% |
0.0082 |
0.7% |
50% |
False |
False |
137,518 |
| 40 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0101 |
0.9% |
29% |
False |
False |
146,365 |
| 60 |
1.1579 |
1.0947 |
0.0632 |
5.7% |
0.0089 |
0.8% |
23% |
False |
False |
98,327 |
| 80 |
1.1665 |
1.0947 |
0.0718 |
6.5% |
0.0088 |
0.8% |
21% |
False |
False |
73,847 |
| 100 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0089 |
0.8% |
26% |
False |
False |
59,142 |
| 120 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0085 |
0.8% |
26% |
False |
False |
49,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1432 |
|
2.618 |
1.1321 |
|
1.618 |
1.1253 |
|
1.000 |
1.1211 |
|
0.618 |
1.1185 |
|
HIGH |
1.1143 |
|
0.618 |
1.1117 |
|
0.500 |
1.1109 |
|
0.382 |
1.1101 |
|
LOW |
1.1075 |
|
0.618 |
1.1033 |
|
1.000 |
1.1007 |
|
1.618 |
1.0965 |
|
2.618 |
1.0897 |
|
4.250 |
1.0786 |
|
|
| Fisher Pivots for day following 28-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1109 |
1.1085 |
| PP |
1.1105 |
1.1074 |
| S1 |
1.1100 |
1.1064 |
|