CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 14-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2016 |
14-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1122 |
1.1164 |
0.0042 |
0.4% |
1.1198 |
| High |
1.1187 |
1.1231 |
0.0044 |
0.4% |
1.1253 |
| Low |
1.1111 |
1.1156 |
0.0045 |
0.4% |
1.1071 |
| Close |
1.1176 |
1.1189 |
0.0013 |
0.1% |
1.1117 |
| Range |
0.0077 |
0.0075 |
-0.0002 |
-2.0% |
0.0183 |
| ATR |
0.0098 |
0.0096 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
175 |
318 |
143 |
81.7% |
1,879 |
|
| Daily Pivots for day following 14-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1417 |
1.1378 |
1.1230 |
|
| R3 |
1.1342 |
1.1303 |
1.1209 |
|
| R2 |
1.1267 |
1.1267 |
1.1202 |
|
| R1 |
1.1228 |
1.1228 |
1.1195 |
1.1247 |
| PP |
1.1192 |
1.1192 |
1.1192 |
1.1201 |
| S1 |
1.1153 |
1.1153 |
1.1182 |
1.1172 |
| S2 |
1.1117 |
1.1117 |
1.1175 |
|
| S3 |
1.1042 |
1.1078 |
1.1168 |
|
| S4 |
1.0967 |
1.1003 |
1.1147 |
|
|
| 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 |
1.1231 |
1.1071 |
0.0160 |
1.4% |
0.0076 |
0.7% |
74% |
True |
False |
437 |
| 10 |
1.1253 |
1.1071 |
0.0183 |
1.6% |
0.0083 |
0.7% |
65% |
False |
False |
458 |
| 20 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0108 |
1.0% |
39% |
False |
False |
761 |
| 40 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0085 |
0.8% |
39% |
False |
False |
474 |
| 60 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0073 |
0.7% |
28% |
False |
False |
327 |
| 80 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0064 |
0.6% |
28% |
False |
False |
254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1549 |
|
2.618 |
1.1427 |
|
1.618 |
1.1352 |
|
1.000 |
1.1306 |
|
0.618 |
1.1277 |
|
HIGH |
1.1231 |
|
0.618 |
1.1202 |
|
0.500 |
1.1193 |
|
0.382 |
1.1184 |
|
LOW |
1.1156 |
|
0.618 |
1.1109 |
|
1.000 |
1.1081 |
|
1.618 |
1.1034 |
|
2.618 |
1.0959 |
|
4.250 |
1.0837 |
|
|
| Fisher Pivots for day following 14-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1193 |
1.1183 |
| PP |
1.1192 |
1.1177 |
| S1 |
1.1190 |
1.1171 |
|