CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 07-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2016 |
07-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1132 |
1.1158 |
0.0026 |
0.2% |
1.1103 |
| High |
1.1177 |
1.1164 |
-0.0013 |
-0.1% |
1.1230 |
| Low |
1.1105 |
1.1123 |
0.0018 |
0.2% |
1.1038 |
| Close |
1.1173 |
1.1123 |
-0.0050 |
-0.4% |
1.1204 |
| Range |
0.0072 |
0.0041 |
-0.0031 |
-42.7% |
0.0192 |
| ATR |
0.0109 |
0.0105 |
-0.0004 |
-3.9% |
0.0000 |
| Volume |
292 |
129 |
-163 |
-55.8% |
3,113 |
|
| Daily Pivots for day following 07-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1260 |
1.1232 |
1.1146 |
|
| R3 |
1.1219 |
1.1191 |
1.1134 |
|
| R2 |
1.1178 |
1.1178 |
1.1131 |
|
| R1 |
1.1150 |
1.1150 |
1.1127 |
1.1144 |
| PP |
1.1137 |
1.1137 |
1.1137 |
1.1133 |
| S1 |
1.1109 |
1.1109 |
1.1119 |
1.1103 |
| S2 |
1.1096 |
1.1096 |
1.1115 |
|
| S3 |
1.1055 |
1.1068 |
1.1112 |
|
| S4 |
1.1014 |
1.1027 |
1.1100 |
|
|
| 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 |
1.1253 |
1.1092 |
0.0161 |
1.4% |
0.0089 |
0.8% |
19% |
False |
False |
479 |
| 10 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0129 |
1.2% |
26% |
False |
False |
574 |
| 20 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0110 |
1.0% |
26% |
False |
False |
753 |
| 40 |
1.1522 |
1.0994 |
0.0528 |
4.7% |
0.0082 |
0.7% |
25% |
False |
False |
427 |
| 60 |
1.1700 |
1.0994 |
0.0707 |
6.4% |
0.0069 |
0.6% |
18% |
False |
False |
293 |
| 80 |
1.1700 |
1.0994 |
0.0707 |
6.4% |
0.0062 |
0.6% |
18% |
False |
False |
228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1338 |
|
2.618 |
1.1271 |
|
1.618 |
1.1230 |
|
1.000 |
1.1205 |
|
0.618 |
1.1189 |
|
HIGH |
1.1164 |
|
0.618 |
1.1148 |
|
0.500 |
1.1144 |
|
0.382 |
1.1139 |
|
LOW |
1.1123 |
|
0.618 |
1.1098 |
|
1.000 |
1.1082 |
|
1.618 |
1.1057 |
|
2.618 |
1.1016 |
|
4.250 |
1.0949 |
|
|
| Fisher Pivots for day following 07-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1144 |
1.1179 |
| PP |
1.1137 |
1.1160 |
| S1 |
1.1130 |
1.1142 |
|