CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 19-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2016 |
19-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1126 |
1.1148 |
0.0022 |
0.2% |
1.1120 |
| High |
1.1153 |
1.1148 |
-0.0005 |
0.0% |
1.1231 |
| Low |
1.1107 |
1.1073 |
-0.0034 |
-0.3% |
1.1089 |
| Close |
1.1138 |
1.1083 |
-0.0055 |
-0.5% |
1.1130 |
| Range |
0.0046 |
0.0075 |
0.0029 |
63.7% |
0.0142 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
198 |
546 |
348 |
175.8% |
1,744 |
|
| Daily Pivots for day following 19-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1325 |
1.1278 |
1.1124 |
|
| R3 |
1.1250 |
1.1204 |
1.1103 |
|
| R2 |
1.1176 |
1.1176 |
1.1097 |
|
| R1 |
1.1129 |
1.1129 |
1.1090 |
1.1115 |
| PP |
1.1101 |
1.1101 |
1.1101 |
1.1094 |
| S1 |
1.1055 |
1.1055 |
1.1076 |
1.1041 |
| S2 |
1.1027 |
1.1027 |
1.1069 |
|
| S3 |
1.0952 |
1.0980 |
1.1063 |
|
| S4 |
1.0878 |
1.0906 |
1.1042 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1576 |
1.1495 |
1.1208 |
|
| R3 |
1.1434 |
1.1353 |
1.1169 |
|
| R2 |
1.1292 |
1.1292 |
1.1156 |
|
| R1 |
1.1211 |
1.1211 |
1.1143 |
1.1251 |
| PP |
1.1150 |
1.1150 |
1.1150 |
1.1170 |
| S1 |
1.1069 |
1.1069 |
1.1117 |
1.1109 |
| S2 |
1.1008 |
1.1008 |
1.1104 |
|
| S3 |
1.0866 |
1.0927 |
1.1091 |
|
| S4 |
1.0724 |
1.0785 |
1.1052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1231 |
1.1073 |
0.0158 |
1.4% |
0.0079 |
0.7% |
6% |
False |
True |
386 |
| 10 |
1.1231 |
1.1071 |
0.0160 |
1.4% |
0.0073 |
0.7% |
8% |
False |
False |
404 |
| 20 |
1.1498 |
1.0994 |
0.0505 |
4.6% |
0.0105 |
0.9% |
18% |
False |
False |
657 |
| 40 |
1.1498 |
1.0994 |
0.0505 |
4.6% |
0.0088 |
0.8% |
18% |
False |
False |
506 |
| 60 |
1.1700 |
1.0994 |
0.0707 |
6.4% |
0.0074 |
0.7% |
13% |
False |
False |
350 |
| 80 |
1.1700 |
1.0994 |
0.0707 |
6.4% |
0.0066 |
0.6% |
13% |
False |
False |
271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1464 |
|
2.618 |
1.1343 |
|
1.618 |
1.1268 |
|
1.000 |
1.1222 |
|
0.618 |
1.1194 |
|
HIGH |
1.1148 |
|
0.618 |
1.1119 |
|
0.500 |
1.1110 |
|
0.382 |
1.1101 |
|
LOW |
1.1073 |
|
0.618 |
1.1027 |
|
1.000 |
1.0999 |
|
1.618 |
1.0952 |
|
2.618 |
1.0878 |
|
4.250 |
1.0756 |
|
|
| Fisher Pivots for day following 19-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1110 |
1.1144 |
| PP |
1.1101 |
1.1124 |
| S1 |
1.1092 |
1.1103 |
|