CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 01-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2016 |
01-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1193 |
1.1182 |
-0.0011 |
-0.1% |
1.1103 |
| High |
1.1219 |
1.1230 |
0.0012 |
0.1% |
1.1230 |
| Low |
1.1092 |
1.1144 |
0.0052 |
0.5% |
1.1038 |
| Close |
1.1145 |
1.1204 |
0.0059 |
0.5% |
1.1204 |
| Range |
0.0127 |
0.0086 |
-0.0041 |
-32.0% |
0.0192 |
| ATR |
0.0113 |
0.0111 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
1,066 |
586 |
-480 |
-45.0% |
3,113 |
|
| Daily Pivots for day following 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1451 |
1.1413 |
1.1251 |
|
| R3 |
1.1365 |
1.1327 |
1.1227 |
|
| R2 |
1.1279 |
1.1279 |
1.1219 |
|
| R1 |
1.1241 |
1.1241 |
1.1211 |
1.1260 |
| PP |
1.1193 |
1.1193 |
1.1193 |
1.1202 |
| S1 |
1.1155 |
1.1155 |
1.1196 |
1.1174 |
| S2 |
1.1107 |
1.1107 |
1.1188 |
|
| S3 |
1.1021 |
1.1069 |
1.1180 |
|
| S4 |
1.0935 |
1.0983 |
1.1156 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1733 |
1.1660 |
1.1309 |
|
| R3 |
1.1541 |
1.1468 |
1.1256 |
|
| R2 |
1.1349 |
1.1349 |
1.1239 |
|
| R1 |
1.1276 |
1.1276 |
1.1221 |
1.1313 |
| PP |
1.1157 |
1.1157 |
1.1157 |
1.1175 |
| S1 |
1.1084 |
1.1084 |
1.1186 |
1.1121 |
| S2 |
1.0965 |
1.0965 |
1.1168 |
|
| S3 |
1.0773 |
1.0892 |
1.1151 |
|
| S4 |
1.0581 |
1.0700 |
1.1098 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1230 |
1.1038 |
0.0192 |
1.7% |
0.0094 |
0.8% |
86% |
True |
False |
622 |
| 10 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0132 |
1.2% |
42% |
False |
False |
1,015 |
| 20 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0104 |
0.9% |
42% |
False |
False |
751 |
| 40 |
1.1551 |
1.0994 |
0.0558 |
5.0% |
0.0079 |
0.7% |
38% |
False |
False |
411 |
| 60 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0066 |
0.6% |
30% |
False |
False |
282 |
| 80 |
1.1700 |
1.0932 |
0.0769 |
6.9% |
0.0064 |
0.6% |
35% |
False |
False |
219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1596 |
|
2.618 |
1.1455 |
|
1.618 |
1.1369 |
|
1.000 |
1.1316 |
|
0.618 |
1.1283 |
|
HIGH |
1.1230 |
|
0.618 |
1.1197 |
|
0.500 |
1.1187 |
|
0.382 |
1.1177 |
|
LOW |
1.1144 |
|
0.618 |
1.1091 |
|
1.000 |
1.1058 |
|
1.618 |
1.1005 |
|
2.618 |
1.0919 |
|
4.250 |
1.0779 |
|
|
| Fisher Pivots for day following 01-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1198 |
1.1189 |
| PP |
1.1193 |
1.1175 |
| S1 |
1.1187 |
1.1161 |
|