CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 21-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2016 |
21-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1087 |
1.1081 |
-0.0006 |
-0.1% |
1.1120 |
| High |
1.1098 |
1.1128 |
0.0030 |
0.3% |
1.1231 |
| Low |
1.1049 |
1.1049 |
-0.0001 |
0.0% |
1.1089 |
| Close |
1.1073 |
1.1082 |
0.0009 |
0.1% |
1.1130 |
| Range |
0.0049 |
0.0079 |
0.0031 |
62.9% |
0.0142 |
| ATR |
0.0090 |
0.0089 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
344 |
288 |
-56 |
-16.3% |
1,744 |
|
| Daily Pivots for day following 21-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1323 |
1.1281 |
1.1125 |
|
| R3 |
1.1244 |
1.1202 |
1.1103 |
|
| R2 |
1.1165 |
1.1165 |
1.1096 |
|
| R1 |
1.1123 |
1.1123 |
1.1089 |
1.1144 |
| PP |
1.1086 |
1.1086 |
1.1086 |
1.1096 |
| S1 |
1.1044 |
1.1044 |
1.1074 |
1.1065 |
| S2 |
1.1007 |
1.1007 |
1.1067 |
|
| S3 |
1.0928 |
1.0965 |
1.1060 |
|
| S4 |
1.0849 |
1.0886 |
1.1038 |
|
|
| 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 |
1.1215 |
1.1049 |
0.0167 |
1.5% |
0.0074 |
0.7% |
20% |
False |
True |
414 |
| 10 |
1.1231 |
1.1049 |
0.0182 |
1.6% |
0.0075 |
0.7% |
18% |
False |
True |
425 |
| 20 |
1.1498 |
1.0994 |
0.0505 |
4.6% |
0.0102 |
0.9% |
17% |
False |
False |
499 |
| 40 |
1.1498 |
1.0994 |
0.0505 |
4.6% |
0.0089 |
0.8% |
17% |
False |
False |
520 |
| 60 |
1.1700 |
1.0994 |
0.0707 |
6.4% |
0.0075 |
0.7% |
12% |
False |
False |
360 |
| 80 |
1.1700 |
1.0994 |
0.0707 |
6.4% |
0.0066 |
0.6% |
12% |
False |
False |
279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1463 |
|
2.618 |
1.1334 |
|
1.618 |
1.1255 |
|
1.000 |
1.1207 |
|
0.618 |
1.1176 |
|
HIGH |
1.1128 |
|
0.618 |
1.1097 |
|
0.500 |
1.1088 |
|
0.382 |
1.1079 |
|
LOW |
1.1049 |
|
0.618 |
1.1000 |
|
1.000 |
1.0970 |
|
1.618 |
1.0921 |
|
2.618 |
1.0842 |
|
4.250 |
1.0713 |
|
|
| Fisher Pivots for day following 21-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1088 |
1.1098 |
| PP |
1.1086 |
1.1093 |
| S1 |
1.1084 |
1.1087 |
|