CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 13-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2016 |
13-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1144 |
1.1122 |
-0.0022 |
-0.2% |
1.1198 |
| High |
1.1192 |
1.1187 |
-0.0005 |
0.0% |
1.1253 |
| Low |
1.1132 |
1.1111 |
-0.0022 |
-0.2% |
1.1071 |
| Close |
1.1136 |
1.1176 |
0.0040 |
0.4% |
1.1117 |
| Range |
0.0060 |
0.0077 |
0.0017 |
27.5% |
0.0183 |
| ATR |
0.0099 |
0.0098 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
307 |
175 |
-132 |
-43.0% |
1,879 |
|
| Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1387 |
1.1358 |
1.1218 |
|
| R3 |
1.1311 |
1.1281 |
1.1197 |
|
| R2 |
1.1234 |
1.1234 |
1.1190 |
|
| R1 |
1.1205 |
1.1205 |
1.1183 |
1.1220 |
| PP |
1.1158 |
1.1158 |
1.1158 |
1.1165 |
| S1 |
1.1128 |
1.1128 |
1.1168 |
1.1143 |
| S2 |
1.1081 |
1.1081 |
1.1161 |
|
| S3 |
1.1005 |
1.1052 |
1.1154 |
|
| S4 |
1.0928 |
1.0975 |
1.1133 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1694 |
1.1588 |
1.1217 |
|
| R3 |
1.1512 |
1.1406 |
1.1167 |
|
| R2 |
1.1329 |
1.1329 |
1.1150 |
|
| R1 |
1.1223 |
1.1223 |
1.1134 |
1.1185 |
| PP |
1.1147 |
1.1147 |
1.1147 |
1.1128 |
| S1 |
1.1041 |
1.1041 |
1.1100 |
1.1003 |
| S2 |
1.0964 |
1.0964 |
1.1084 |
|
| S3 |
1.0782 |
1.0858 |
1.1067 |
|
| S4 |
1.0599 |
1.0676 |
1.1017 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1192 |
1.1071 |
0.0122 |
1.1% |
0.0069 |
0.6% |
86% |
False |
False |
399 |
| 10 |
1.1253 |
1.1071 |
0.0183 |
1.6% |
0.0083 |
0.7% |
58% |
False |
False |
513 |
| 20 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0109 |
1.0% |
36% |
False |
False |
762 |
| 40 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0084 |
0.8% |
36% |
False |
False |
469 |
| 60 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0073 |
0.7% |
26% |
False |
False |
322 |
| 80 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0063 |
0.6% |
26% |
False |
False |
250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1512 |
|
2.618 |
1.1387 |
|
1.618 |
1.1311 |
|
1.000 |
1.1264 |
|
0.618 |
1.1234 |
|
HIGH |
1.1187 |
|
0.618 |
1.1158 |
|
0.500 |
1.1149 |
|
0.382 |
1.1140 |
|
LOW |
1.1111 |
|
0.618 |
1.1063 |
|
1.000 |
1.1034 |
|
1.618 |
1.0987 |
|
2.618 |
1.0910 |
|
4.250 |
1.0785 |
|
|
| Fisher Pivots for day following 13-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1167 |
1.1164 |
| PP |
1.1158 |
1.1152 |
| S1 |
1.1149 |
1.1140 |
|